The Econometric SocietyEconometrica - January 1998 - Volume 66, Issue 1
The Econometric Society Annual Reports, 1997: Report of Activities of the India and South East Asia Region
p.
214-215
Trend Function Hypothesis Testing in the Presence of Serial Correlation
p.
123-148
Program of the 1997 Australasian Meeting of the Econometric Society
p.
217-229
Notes and Comments: On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
p.
149-158
Program of the 1997 Far Eastern Meeting of the Econometric Society
p.
231-247
Notes and Comments: Standard State-Space Models Preclude Unawareness
p.
159-173
Estimating and Testing Linear Models with Multiple Structural Changes
p.
47-78
Announcements
p.
175-181
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
p.
79-104
News Notes
p.
182-184
The Econometric Society Annual Reports, 1997: Report of the Secretary
p.
185-193
The Econometric Society Annual Reports, 1997: Report of the Treasurer
p.
194-201
Back Matter
The Econometric Society Annual Reports, 1997: Report of the Editors 1996-1997
p.
202-204
Front Matter
The Econometric Society Annual Reports, 1997: Econometrica Referees 1996-1997
p.
205-210
A Dynamic Stochastic Model of Medical Care Use and Work Absence
p.
1-45
The Econometric Society Annual Reports, 1997: The Econometric Society Research Monograph Series Report of the Editors
p.
211-212
Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
p.
105-121