The Econometric SocietyEconometrica - January 1992 - Volume 60, Issue 1
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
p.
77-105
Notes and Comments: Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
p.
197-204
Back Matter
Announcements
p.
205-211
Front Matter
News Notes
p.
212-214
The Principal-Agent Relationship with an Informed Principal, II: Common Values
p.
1-42
The Econometric Society Annual Reports, 1991: Report of the Secretary
p.
215-221
The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
p.
107-118
The Econometric Society Annual Reports, 1991: Report of the Treasurer
p.
222-228
Canonical Cointegrating Regressions
p.
119-143
The Econometric Society Annual Reports, 1991: Report of the Editors
p.
229-231
A New Form of the Information Matrix Test
p.
145-157
The Econometric Society Annual Reports, 1991: July 1990-1991 Econometrica Referees
p.
232-235
A Heteroskedasticity Test Robust to Conditional Mean Misspecification
p.
159-171
The Econometric Society Annual Reports, 1991: The Economic Society Research Monograph Series Report of the Editors
p.
236-237
Notes and Comments: The Bias of Instrumental Variable Estimators
p.
173-180
Implementation Via Nash Equilibria
p.
43-56
Notes and Comments: On the Exact Small Sample Distribution of the Instrumental Variable Estimator
p.
181-183
Trade Reform with Quotas, Partial Rent Retention, and Tariffs
p.
57-76
Notes and Comments: Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
p.
185-195