Econometrica - May 1996 - Volume 64, Issue 3

Back Matter
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Notes and Comments: Convergence Rates of SNP Density Estimators
p. 719-727
A. Ronald Gallant, Victor M. Fenton
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Front Matter
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Announcements
p. 728-729
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Nonparametric Pricing of Interest Rate Derivative Securities
p. 527-560
Yacine Ait-Sahalia
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News Notes
p. 730-731
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Asymptotically Optimal Smoothing with Arch Models
p. 561-573
Daniel B. Nelson
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The Econometric Society Annual Reports, 1995: Report of the President
p. 732-735
Christopher A. Sims
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Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
p. 575-596
Robin L. Lumsdaine
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1995 Election of Fellows to the Econometric Society
p. 736-740
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Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
p. 597-622
Jushan Bai
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Fellows of the Econometric Society, January, 1996
p. 741-761
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Federal Fiscal Constitutions: Risk Sharing and Moral Hazard
p. 623-646
Guido Tabellini, Torsten Persson
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Unemployment Insurance Rules, Joblessness, and Part-Time Work
p. 647-682
Brian P. McCall
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Notes and Comments: Changes in Background Risk and Risk Taking Behavior
p. 683-689
Christian Gollier, Harris Schlesinger, Louis Eeckhoudt
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Notes and Comments: Maintaining a Reputation Against a Long-Lived Opponent
p. 691-704
David K. Levine, Drew Fudenberg, Marco Celetani, Wolfgang Pesendorfer
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[Photograph]: Christopher A. Sims, President of the Econometric Society, 1995
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Notes and Comments: Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative
p. 705-718
Donald W. K. Andrews
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