The Econometric SocietyEconometrica - May 1996 - Volume 64, Issue 3
Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
p.
575-596
1995 Election of Fellows to the Econometric Society
p.
736-740
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
p.
597-622
Fellows of the Econometric Society, January, 1996
p.
741-761
Federal Fiscal Constitutions: Risk Sharing and Moral Hazard
p.
623-646
Unemployment Insurance Rules, Joblessness, and Part-Time Work
p.
647-682
Notes and Comments: Changes in Background Risk and Risk Taking Behavior
p.
683-689
Notes and Comments: Maintaining a Reputation Against a Long-Lived Opponent
p.
691-704
[Photograph]: Christopher A. Sims, President of the Econometric Society, 1995
Notes and Comments: Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative
p.
705-718
Back Matter
Notes and Comments: Convergence Rates of SNP Density Estimators
p.
719-727
Front Matter
Announcements
p.
728-729
Nonparametric Pricing of Interest Rate Derivative Securities
p.
527-560
News Notes
p.
730-731
Asymptotically Optimal Smoothing with Arch Models
p.
561-573
The Econometric Society Annual Reports, 1995: Report of the President
p.
732-735