The Econometric SocietyEconometrica - January 1984 - Volume 52, Issue 1
Nonlinear Regression with Dependent Observations
p.
143-162
European Meeting of the Econometric Society, Madrid 1984: Announcement and Call for Papers
p.
231
Errata: Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator
p.
267
Consistent Sets of Estimates for Regressions with Errors in All Variables
p.
163-184
Style Manual
p.
231
Stability and Polarization of Interests in Job Matching
p.
47-58
On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
p.
185-202
Accepted Manuscripts
p.
232
Effective Policy Tools and Quantity Controls
p.
59-86
Notes and Comments: On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
p.
203-208
News Notes
p.
233-234
Noncooperative Collusion under Imperfect Price Information
p.
87-100
Notes and Comments: Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown
p.
209-216
Report of the Secretary
p.
235-239
Back Matter
Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard
p.
21-46
Report of the Treasurer
p.
240-244
Front Matter
Notes and Comments: Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models
p.
217-222
Report of the Editors
p.
245-247
Submission of Manuscripts of Econometrica
Notes and Comments: Multiple Stable Equilibria in an Optimizing Perfect-Foresight Model
p.
223-228
First Australasian Meeting of the Econometric Society
p.
248-250
Money in Search Equilibrium
p.
1-20
Call for Papers: 1984 North American Summer Meeting of the Econometric Society
p.
229-230
Program of the 1983 European Meeting of the Econometric Society
p.
251-266
Cost Reduction, Competition, and Industry Performance
p.
101-122
Nomination of Fellows, 1984
p.
229
Errata: Dynamic Models with Fixed Effects
p.
267
The Size of Dynamic Econometric Models
p.
123-142
Announcement and Call for Papers: North American Winter Meeting of the Econometric Society
p.
231
Errata: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
p.
267-268