The Econometric SocietyEconometrica - July 1993 - Volume 61, Issue 4
Simulated Moments Estimation of Markov Models of Asset Prices
p.
929-952
Notes and Comments: Existence and Uniqueness of Equilibria When Preferences are Additively Separable
p.
953-957
Notes and Comments: Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation
p.
959-969
Back Matter
Notes and Comments: Implied Probabilities in GMM Estimators
p.
971-975
Front Matter
Announcements
p.
977-978
Signalling and Renegotiation in Contractual Relationships
p.
745-782
Program of the 1992 India and South-East Asia Meeting of the Econometric Society
p.
981-988
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
p.
783-820
Tests for Parameter Instability and Structural Change With Unknown Change Point
p.
821-856
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
p.
857-870
Nonlinear Dynamic Structures
p.
871-907
Temporal Aggregation of Garch Processes
p.
909-927