Econometrica - July 1992 - Volume 60, Issue 4

Notes and Comments: A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models
p. 943-952
Steven Stern
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Back Matter
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Notes and Comments: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
p. 953-966
Donald W. K. Andrews, J. Christopher Monahan
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Front Matter
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Notes and Comments: Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
p. 967-972
Bruce E. Hansen
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A More Robust Definition of Subjective Probability
p. 745-780
David Schmeidler, Mark J. Machina
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Notes and Comments: Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
p. 973-980
Richard J. Smith
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Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
p. 781-801
Ayman Hindy, Chi-fu Huang
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Announcements
p. 981-983
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An Experimental Study of the Centipede Game
p. 803-836
Richard D. McKelvey, Thomas R. Palfrey
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News Notes
p. 985-987
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Status, the Distribution of Wealth, Private and Social Attitudes to Risk
p. 837-857
Arthur J. Robson
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Program of the 1992 European Winter Meeting of the Econometric Society
p. 991-992
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Marginal Cost Pricing Under Bounded Marginal Returns
p. 859-876
Rajiv Vohra
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Rationality, Computability, and Nash Equilibrium
p. 877-888
David Canning
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Estimation of a Model of Entry in the Airline Industry
p. 889-917
Steven T. Berry
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Bayesian Elicitation Diagnostics
p. 919-942
Edward E. Leamer
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