Econometrica - January 1996 - Volume 64, Issue 1

Back Matter
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Front Matter
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Computing Equilibria when Asset Markets are Incomplete
p. 1-27
B. Curtis Eaves, Donald J. Brown, Peter M. Demarzo
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Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
p. 103-137
Joel L. Horowitz
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Continuous Record Asymptotics for Rolling Sample Variance Estimators
p. 139-174
Dan B. Nelson, Dean P. Foster
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The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training
p. 175-205
John C. Ham, Robert J. Lalonde
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Notes and Comments: Nonparametric Selection of Regressors: The Nonnested Case
p. 207-219
Pascal Lavergne, Quang H. Vuong
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Announcements
p. 221-227
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News Notes
p. 229-233
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The Econometric Society Annual Reports, 1995: Report of the Secretary
p. 235-242
Julie P. Gordon
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The Econometric Society Annual Reports, 1995: Report of the Treasurer
p. 243-249
Robert J. Gordon
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The Econometric Society Annual Reports, 1995: Report of the Editors 1994-1995
p. 250-251
David Card, Douglas Gale, Guy Laroque, Peter Robinson
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The Econometric Society Annual Reports, 1995: Econometrica Referees 1994-1995
p. 252-256
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The Econometric Society Annual Reports, 1995: The Econometric Society Research Monograph Series: Report of the Editors
p. 257-258
Peter J. Hammond
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Getting to a Competitive Equilibrium
p. 29-49
H. Jerome Keisler
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Multiproduct Nonlinear Pricing
p. 51-75
Mark Armstrong
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Robustness Properties of Inequality Measures
p. 77-101
Frank A. Cowell, Maria-Pia Victoria-Feser
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