Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica
Volume 60, Issue 1 (January 1992)

The Econometric Society Annual Reports, 1991: The Economic Society Research Monograph Series Report of the Editors

Alain Monfort, Avinash Dixit
p. 236-237

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Implementation Via Nash Equilibria

Vladimir Danilov
p. 43-56

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Trade Reform with Quotas, Partial Rent Retention, and Tariffs

J. Peter Neary, James E. Anderson
p. 57-76

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Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

Andrew Morton, David Heath, Robert Jarrow
p. 77-105

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Back Matter

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Front Matter

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The Principal-Agent Relationship with an Informed Principal, II: Common Values

Eric Maskin, Jean Tirole
p. 1-42

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The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds

Danny Quah
p. 107-118

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Canonical Cointegrating Regressions

Joon Y. Park
p. 119-143

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A New Form of the Information Matrix Test

James G. MacKinnon, Russell Davidson
p. 145-157

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A Heteroskedasticity Test Robust to Conditional Mean Misspecification

Byung-Joo Lee
p. 159-171

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Notes and Comments: The Bias of Instrumental Variable Estimators

A. Buse
p. 173-180

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Notes and Comments: On the Exact Small Sample Distribution of the Instrumental Variable Estimator

G. S. Maddala, Jinook Jeong
p. 181-183

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Notes and Comments: Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

John Huizinga, Robert E. Cumby
p. 185-195

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Notes and Comments: Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio

James Dow, Sergio Ribeiro da Costa Werlang
p. 197-204

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Announcements

p. 205-211

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News Notes

p. 212-214

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The Econometric Society Annual Reports, 1991: Report of the Secretary

Julie P. Gordon
p. 215-221

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The Econometric Society Annual Reports, 1991: Report of the Treasurer

Robert J. Gordon
p. 222-228

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The Econometric Society Annual Reports, 1991: Report of the Editors

Andreu Mas-Colell, Lars Hansen, Martin Hellwig, Robert Porter
p. 229-231

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The Econometric Society Annual Reports, 1991: July 1990-1991 Econometrica Referees

p. 232-235

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Journal News

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