The Econometric SocietyEconometrica - November 1989 - Volume 57, Issue 6
The Consumption-Based Capital Asset Pricing Model
p.
1279-1297
Nomination of Fellows, 1990
p.
1461
Proper Posteriors from Improper Priors for an Unidentified Errors-in-Variables Model
p.
1299-1316
North American Winter Meetings of the Econometric Society: Announcement and Call For Papers
p.
1466-1468
Bayesian Inference in Econometric Models Using Monte Carlo Integration
p.
1317-1339
Accepted Manuscripts
p.
1468-1469
t Test in a Structural Equation
p.
1341-1360
News Notes
p.
1471-1472
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
p.
1361-1401
Program of the 1989 Far Eastern Meeting of the Econometric Society
p.
1473-1481
Semiparametric Estimation of Index Coefficients
p.
1403-1430
Program of the 1989 North American Summer Meeting of the Econometric Society
p.
1483-1491
Back Matter
Notes and Comments: Observable Implications of Models with Multiple Equilibria
p.
1431-1437
Program of the 1989 Australasian Meeting of Econometric Society
p.
1493-1499
Front Matter
Notes and Comments: A Note on the Quadratic Expenditure Model
p.
1439-1443
Erratum: A Theory of Dynamic Oligopoly, II
p.
1501
Submission of Manuscripts to Econometrica
Notes and Comments: Consistent Plans, Consequentialism, and Expected Utility
p.
1445-1449
Volume Information
Notes and Comments: Extracting the Surplus in the Common-Value Auction
p.
1451-1459
Supply Function Equilibria in Oligopoly under Uncertainty
p.
1243-1277
1990 World Congress of the Econometric Society: Announcement and Call For Papers
p.
1461-1466