Econometrica - Volume 41
Issue 1
A Mixture-Set Axiomatization of Conditional Subjective Expected Utility
Peter C. Fishburn
p. 1-25
Risk Independence and Multiattributed Utility Functions
Ralph L. Keeney
p. 27-34
The Risk Independence Axiom
Robert A. Pollak
p. 35-39
The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator
D. H. Richardson, R. L. Basmann
p. 41-58
An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator
Donald H. Ebbeler, James B. McDonald
p. 59-65
Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables
Roberto S. Mariano
p. 67-77
The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models
A. Rodney Dobell, Christopher Caton, Edwin Burmeister, Stephen Ross
p. 79-95
A Stochastic Model of Discrimination in the Labor Market
John E. Rolph, Stephen J. Carroll
p. 97-108
Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods
Gregory C. Chow
p. 109-118
Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
Phoebus J. Dhrymes
p. 119-134
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Peter K. Clark
p. 135-155
Notes and Comments: Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark
Benoit B. Mandelbrot
p. 157-159
Notes and Comments: The Asymptotic Distribution of Dynamic Multipliers
Peter Schmidt
p. 161-164
Notes and Comments: On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters
Peter Schmidt
p. 165-169
Notes and Comments: Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model
J. Kmenta, W. Oberhofer
p. 171-177
Notes and Comments: Externalities and the Core
David A. Starrett
p. 179-183
Accepted Manuscripts
p. 184-184
Unpublished Memoranda
p. 185-186
Unpublished Research Memoranda
p. 185-185
Issue 2
Ordinal Preference and Rational Choice
Hans G. Herzberger
p. 187-237
Experience and Productivity in the Israel Diamond Industry
David Levhari, Eytan Sheshinski
p. 239-253
Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models
D. M. Grether, G. S. Maddala
p. 255-262
Technology Diffusion, Substitution, and X-Efficiency
T. Y. Shen
p. 263-284
On a Class of Equilibrium Conditions for Majority Rule
Gerald H. Kramer
p. 285-297
Multiple Equation Systems with Stationary Errors
E. J. Hannan, R. D. Terrell
p. 299-320
Consumer Choice, Portfolio Decisions, and Transaction Costs
Edward Zabel
p. 321-335
Multicollinearity and the Mean Square Error of Alternative Estimators
Martin S. Feldstein
p. 337-346
Determination of Consumer Unit Scales
A. L. Nagar, Balvir Singh
p. 347-355
Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators
Phoebus J. Dhrymes
p. 357-364
Notes and Comments: Comment on R. P. Byron's "The Restricted Aitken Estimation of Sets of Demand Relations"
J. H. Kagel, R. C. Battalio, R. L. Basmann
p. 365-370
Notes and Comments: Comment on R. P. Byron's "The Restricted Aitken Estimation of Sets of Demand Relations": Reply to Basmann, Battalio, and Kagel
R. P. Byron
p. 371-374
Notes and Comments: Information Lost in Aggregation: A Bayesian Approach -- A Further Note
H. H. Kelejian
p. 375-375
Officers and New Council Members, 1973
p. 376-376
Accepted Manuscripts
p. 380-380
Unpublished Memoranda
p. 381-381
Unpublished Research Memoranda
p. 381-381
Issue 3
Markets for an Exchange Economy with Individual Risks
E. Malinvaud
p. 383-410
Revealed Preference--A Proof of Houthakker's Theorem
Bernt P. Stigum
p. 411-423
Edgeworth's Conjecture
Truman F. Bewley
p. 425-454
Risk Aversion and Demand Functions
Robert Deschamps
p. 455-465
Oligopoly in Markets with a Continuum of Traders
Benyamin Shitovitz
p. 467-501
The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter
John L. Scadding
p. 503-508
Autonomous Control of the Economic System
Bela Martos, Janos Kornai
p. 509-528
Optimal Policies for Economic Stabilization
Robert S. Pindyck
p. 529-560
Notes and Comments: Public Goods and Income Distribution: Some Further Results
Shlomo Maital
p. 561-568
Notes and Comments: Irreducibility in the von Neumann Model
Stephen M. Robinson
p. 569-573
Notes and Comments: Note on Coefficient Restrictions in Estimating Sets of Demand Relations
Roger J. Bowden
p. 575-579
Notes and Comments: A Note Concerning Asymptotic Covariance Expressions
B. T. McCallum
p. 581-583
Accepted Manuscripts
p. 585-585
Unpublished Memoranda
p. 586-586
Unpublished Research Memoranda
p. 586-586
Issue 4
Manipulation of Voting Schemes: A General Result
Allan Gibbard
p. 587-601
Transitive Binary Social Choices and Intraprofile Conditions
Peter C. Fishburn
p. 603-615
Incentives in Teams
Theodore Groves
p. 617-631
An Econometric Analysis of Fertility in Sweden, 1870-1965
Maurice Wilkinson
p. 633-642
Choice of Response Functional Form in Designing Subsidy Experiments
John Conlisk
p. 643-656
Generalized Costs of Adjustment and Dynamic Factor Demand Theory
Dale T. Mortensen
p. 657-665
Neo-Classical Technology Sets and Properties of Production Possibility Sets
Yoshihiko Otani
p. 667-682
Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
T. W. Anderson, Takamitsu Sawa
p. 683-714
Approximations to the Distribution Functions of Theil's k-Class Estimators
Roberto S. Mariano
p. 715-721
Generalized Least Squares with an Estimated Autocovariance Matrix
Takeshi Amemiya
p. 723-732
Alternative Tests of Independence between Stochastic Regressors and Disturbances
e-Min Wu
p. 733-750
Linear Regression with Error in the Deflating Variable
M. C. Casson
p. 751-759
Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
A. S. Rao, G. S. Maddala
p. 761-774
A Distributed Lag Estimator Derived from Smoothness Priors
Robert J. Shiller
p. 775-788
1975 World Congress of the Econometric Society: Announcement and Call for Papers
p. 789-792
Congres Europeen de la Societe d'Econometrie
p. 789-789
European Meeting of the Econometric Society
p. 789-789
Accepted Manuscripts
p. 792-792
Unpublished Memoranda
p. 794-795
Unpublished Research Memoranda
p. 794-794
Erratum: Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods
Gregory C. Chow
p. 796-796
Issue 5
Stabilization of the Canadian Dollar: 1952-1960
John E. Pippinger, Llad Phillips
p. 797-815
On the Uniqueness of Competitive Equilibrium: Part I, Unbounded Demand
I. F. Pearce, J. Wise
p. 817-828
Non-Price Rationing of Intermediate Goods in Centrally Planned Economies
Michael Manove
p. 829-852
The Elasticity of Labor Supply to the Individual Firm
Phillip Nelson
p. 853-866
An Intertemporal Capital Asset Pricing Model
Robert C. Merton
p. 867-887
Conditions for the Existence of Cycles under Majority and Non-Minority Rules
Kit Fine
p. 889-899
Semiorders and the Theory of Choice
Dean T. Jamison, Lawrence J. Lau
p. 901-912
Nice Demand Functions
Trout Rader
p. 913-935
Toward an Econometric Accommodation of the Capital-Intensity-Perversity Phenomenon
Murray Brown
p. 937-954
Combining Microsimulation and Regression: A "Prepared" Regression of Poverty Incidence on Unemployment and Growth
Barbara R. Bergmann
p. 955-963
A Price Schedules Decomposition Algorithm for Linear Programming Problems
Peter Jennergren
p. 965-980
Notes and Comments: Concavity of Production Functions and Non-Increasing Returns to Scale
James W. Friedman
p. 981-984
Notes and Comments: Errors in the Variables Bias in the Presence of Correctly Measured Variables
Maurice D. Levi
p. 985-986
Notes and Comments: Independence of Irrelevant Alternatives
Paramesh Ray
p. 987-991
Accepted Manuscripts
p. 992-992
Unpublished Memoranda
p. 993-995
Unpublished Research Memoranda
p. 993-993
Erratum: Multiple Equation Systems with Stationary Errors
E. J. Hannan, R. D. Terrell
p. 996-996
Issue 6
Regression Analysis when the Dependent Variable Is Truncated Normal
Takeshi Amemiya
p. 997-1016
Divisia Index Numbers
Charles R. Hulten
p. 1017-1025
Aggregation of Preferences with Variable Electorate
John H. Smith
p. 1027-1041
The Stability of Models of Money and Growth with Perfect Foresight
Neil Wallace, Thomas J. Sargent
p. 1043-1048
Competitive Equilibrium in a Game
Edmond Baudier
p. 1049-1068
The Theory of Parametric Identification
Roger Bowden
p. 1069-1074
Path Independence, Rationality, and Social Choice
Charles R. Plott
p. 1075-1091
Minimax Regret Significance Points for a Preliminary Test in Regression Analysis
Takamitsu Sawa, Takeshi Hiromatsu
p. 1093-1101
Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
Jerry R. Green
p. 1103-1123
Systems k-Class Estimators
N. E. Savin
p. 1125-1136
Un Systeme Complet de Fonctions de Demande: Les Equations de Fourgeaud et Nataf
Ph. Nasse
p. 1137-1158
Existence of Approximate Equilibria and Cores
David Schmeidler, Shmuel Zamir, Werner Hildenbrand
p. 1159-1166
A Nonlinear Input-Output Model of a Multisectored Economy
I. W. Sandberg
p. 1167-1182
Summation Social Choice Functions
Peter C. Fishburn
p. 1183-1196
Notes and Comments: A Theorem on Shadow Prices
S. N. Afriat
p. 1197-1199
Notes and Comments: Let's Block "Block"
Lloyd S. Shapley
p. 1201-1202
Notes and Comments: Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
G. G. Judge, M. E. Bock, T. A. Yancey
p. 1203-1206
Computer Algorithm: A Computer Program for Dynamic Multipliers
C. K. Liew
p. 1207-1207
Coordinating Committee
p. 1209-1210
Call for Papers for the North American Meeting of the Econometric Society
p. 1209-1209
Accepted Manuscripts
p. 1210-1211
Unpublished Memoranda
p. 1213-1214
Unpublished Research Memoranda
p. 1213-1213
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