Econometrica - March 2003 - Volume 71, Issue 2

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter
p. 675-712
Donald W. K. Andrews, Patrik Guggenberger
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The Law of Demand and Risk Aversion
p. 713-721
John K.H. Quah
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Announcements
p. 723-728
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News Notes
p. 729-730
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On Modes of Economic Governance
p. 449-481
Avinash Dixit
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The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions
p. 483-549
Yacine Aït–Sahalia, Per A. Mykland
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The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
p. 551-578
Andrew B. Abel
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Modeling and Forecasting Realized Volatility
p. 579-625
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
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Empirical Limits for Time Series Econometric Models
p. 627-673
Werner Ploberger, Peter C. B. Phillips
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