Econometrica

Aggregation and Imperfect Competition: On the Existence of Equilibrium

Andrew Caplin, Barry Nalebuff
p. 25-59

Lexicographic Probabilities and Choice Under Uncertainty

Adam Brandenburger, Eddie Dekel, Lawrence Blume
p. 61-79

Lexicographic Probabilities and Equilibrium Refinements

Adam Brandenburger, Eddie Dekel, Lawrence Blume
p. 81-98

The Optimality of Boiteux-Ramsey Pricing

Egbert Dierker
p. 99-121

Monotonic Preferences and Core Equivalence

Alejandro M. Manelli
p. 123-138

Mixture Symmetry and Quadratic Utility

L. G. Epstein, S. H. Chew, U. Segal
p. 139-163

Segmented or Competitive Labor Markets

Th. Magnac
p. 165-187

Job Exit Behavior of Older Men

James Berkovec, Steven Stern
p. 189-210

A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept

Pierre Perron
p. 211-236

Notes and Comments: Solution to a Problem of Stochastic Process Switching

Gregor W. Smith
p. 237-239

Notes and Comments: Stochastic Process Switching: Some Simple Solutions

Kenneth A. Froot, Maurice Obstfeld
p. 241-250

Announcements

p. 251-257

News Notes

p. 259-260

The Econometric Society Annual Reports, 1990: Report of the Secretary

Julie P. Gordon
p. 261-267

The Econometric Society Annual Reports, 1990: Report of the Treasurer

Robert J. Gordon
p. 269-276

The Econometric Society Annual Reports, 1990: Annual Report of the Editors

Andreu Mas-Colell, Lars Hansen, Martin Hellwig, Robert Porter
p. 277-278

The Econometric Society Annual Reports, 1990: The Econometric Society Research Monograph Series Report of the Editors

Alain Monfort, Avinash Dixit
p. 279-280

Back Matter

Front Matter

Optimal Inference in Cointegrated Systems

P. C. B. Phillips
p. 283-306

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

Donald W. K. Andrews
p. 307-345

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson
p. 347-370

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

George Tauchen, Robert Hussey
p. 371-396

The Permanent Income Hypothesis Revisited

David Marshall, Lawrence J. Christiano, Martin Eichenbaum
p. 397-423

Observing Violations of Transitivity by Experimental Methods

Chris Starmer, Graham Loomes, Robert Sugden
p. 425-439

The Existence of Ramsey Equilibrium

Ciprian Foias, John H. Boyd III, Robert A. Becker
p. 441-460

Bayesian Implementation

Mathew O. Jackson
p. 461-477

Nash Implementation Using Undominated Strategies

Sanjay Srivastava, Thomas R. Palfrey
p. 479-501

Notes and Comments: Comments on Brown and Rosenthal's Reexamination

Barry O’Neill
p. 503-507

Notes and Comments: The Division Problem with Single-Peaked Preferences: A Characterization of the Uniform Allocation Rule

Yves Sprumont
p. 509-519

Notes and Comments: A More Powerful Method for Triangularizing Input-Output Matrices: A Comment

Eric C. Howe
p. 521-523

Announcements

p. 525-527

News Notes

p. 528-528

The Econometric Society Annual Reports, 1990: Report of the President

J.-M. Grandmont
p. 529-531

Program of the Sixth World Congress of the Econometric Society

p. 532-593

Back Matter

Front Matter

Voting by Committees

Hugo Sonnenschein, Lin Zhou, Salvador Barbera
p. 595-609

Incentives to Help in Multi-Agent Situations

Hideshi Itoh
p. 611-636

Evolutionary Games in Economics

Daniel Friedman
p. 637-666

A Theory of Disappointment Aversion

Faruk Gul
p. 667-686

Subgroup Consistent Poverty Indices

Anthony F. Shorrocks, James E. Foster
p. 687-709

The Rank of Demand Systems: Theory and Nonparametric Estimation

Arthur Lewbel
p. 711-730

The Relation Between Firm Growth and $Q$ with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms

Fumio Hayashi, Tohru Inoue
p. 731-753

Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

P. M. Robinson
p. 755-786

Asymptotic Expansions of the Information Matrix Test Statistic

Andrew Chesher, Richard Spady
p. 787-815

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews
p. 817-858

Log In To View Full Content Abstract Comments & Corrigenda

Notes and Comments: Social Stability and Equilibrium

Akihiko Matsui, Itzhak Gilboa
p. 859-867

Notes and Comments: Nash Implementation of Competitive Equilibria in a Model with Indivisible Goods

Lars-Gunnar Svensson
p. 869-877

Announcements

p. 879-879

News Notes

p. 881-881

1990 Election of Fellows to the Econometric Society

p. 883-889

Fellows of the Econometric Society as of December, 1990

p. 891-907

Back Matter

Front Matter

Comments on the Interpretation of Game Theory

Ariel Rubinstein
p. 909-924

The Effects of Male and Female Labor Supply on Commodity Demands

Costas Meghir, Martin Browning
p. 925-951

Spatial Patterns in Household Demand

Anne C. Case
p. 953-965

Error Correction and Long-Run Equilibrium in Continuous Time

P. C. B. Phillips
p. 967-980

The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models

Frank A. Wolak
p. 981-995

Virtual Implementation in Nash Equilibrium

Arunava Sen, Dilip Abreu
p. 997-1021

Fair Allocation of Indivisible Goods and Criteria of Justice

Ahmet Alkan, David Gale, Gabrielle Demange
p. 1023-1039

Arbitrage, Short Sales, and Financial Innovation

Douglas Gale, Franklin Allen
p. 1041-1068

International Lending with Moral Hazard and Risk of Repudiation

Andrew Atkeson
p. 1069-1089

Equilibrium in a Production Economy with an Income Tax

Wilbur John Coleman II
p. 1091-1104

How to Decide How to Decide How to ...: Modeling Limited Rationality

Barton L. Lipman
p. 1105-1125

Strict Pareto-Improving Multilateral Reforms of Tariffs

Alan D. Woodland, Arja H. Turunen-Red
p. 1127-1152

Notes and Comments: Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis

Masahito Kobayashi
p. 1153-1159

Notes and Comments: Uniform Convergence in Probability and Stochastic Equicontinuity

Whitney K. Newey
p. 1161-1167

Notes and Comments: Existence Theorems in the Capital Asset Pricing Model

Michael Allingham
p. 1169-1174

Notes and Comments: Implementation of Reduced Form Auctions: A Geometric Approach

Kim C. Border
p. 1175-1187

Announcements

p. 1189-1190

News Notes

p. 1191-1192

A Report on Econometric Society Fellows' Election Procedures

Daniel McFadden, Jean-Michel Grandmont, Kenneth Arrow
p. 1193-1196

Guidelines for Submission of Manuscripts on Experimental Economics

Robert Porter, Thomas Palfrey
p. 1197-1198

Program of the 1990 North American Winter Meeting of the Econometric Society

p. 1201-1219

Back Matter

Front Matter

Saving and Liquidity Constraints

Angus Deaton
p. 1221-1248

Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses

Neil R. Ericsson
p. 1249-1277

Long-Term Memory in Stock Market Prices

ndrew W. Lo
p. 1279-1313

Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models

Rosa L. Matzkin
p. 1315-1327

Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models

P. M. Robinson
p. 1329-1363

Smoothness of the Policy Function in Discrete Time Economic Models

Manuel S. Santos
p. 1365-1382

The Once But Not Twice Differentiability of the Policy Function

A. Araujo
p. 1383-1393

Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium

Andrew McLennan, Hugo Sonnenschein
p. 1395-1424

Ex Ante Price Offers in Matching Games Non-Steady States

Michael Peters
p. 1425-1454

Durable Goods Monopoly with Entry of New Consumers

Joel Sobel
p. 1455-1485

Notes and Comments: A Bargaining Model Where Parties Make Errors

Hans Carlsson
p. 1487-1496

Notes and Comments: A Generalization of Hicksian $q$ Substitutes and Complements with Application to Demand Rationing

Paul Madden
p. 1497-1508

Announcements

p. 1509-1512

News Notes

p. 1513-1514

Program of the 1991 North American Summer Meeting of the Econometric Society

p. 1515-1524

Back Matter

Front Matter

Empirical Evidence on the Law of Demand

Michael Jerison, Werner Hildenbrand, Wolfgang Hardle
p. 1525-1549

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Soren Johansen
p. 1551-1580

Robust HPD Regions in Bayesian Regression Models

Klaus Potzelberger, Wolfgang Polasek
p. 1581-1589

Understanding Unit Rooters: A Helicopter Tour

Christopher A. Sims, Harald Uhlig
p. 1591-1599

Invariance, Nonlinear Models, and Asymptotic Tests

Jean-Marie Dufour, Marcel G. Dagenais
p. 1601-1615

Endogenous Price Fluctuations in an Optimizing Model of a Monetary Economy

Kiminori Matsuyama
p. 1617-1631

Asset Prices in an Exchange Economy with Habit Formation

Fernando Zapatero, Jerome B. Detemple
p. 1633-1657

Dynamic $(S, s)$ Economies

Eduardo M. R. A. Engel, Ricardo J. Caballero
p. 1659-1686

Fiscal Policy with Impure Integenerational Altruism

Andrew B. Abel, B. Douglas Bernheim
p. 1687-1711

Information and Timing in Repeated Partnerships

David Pearce, Dilip Abreu, Paul Milgrom
p. 1713-1733

Moral Hazard and Verifiability: The Effects of Renegotiation in Agency

Benjamin E. Hermalin, Michael L. Katz
p. 1735-1753

No-Envy and Consistency in Economies with Indivisible Goods

Koichi Tadenuma, William Thomson
p. 1755-1767

Notes and Comments: Decentralizing Public Good Supply

Ian Jewitt, Timothy Besley
p. 1769-1778

Notes and Comments: Axioms of Revealed Preference for Nonlinear Choice Sets

Rosa L. Matzkin
p. 1779-1786

Notes and Comments: Independence of Irrelevant Alternatives and Revealed Group Preferences

Hans Peters, Peter Wakker
p. 1787-1801

Announcements

p. 1803-1806

News Notes

p. 1807-1810

Program of the 1991 Far Eastern Meeting of the Econometric Society

p. 1811-1826

Program of the 1991 Australasian Meetings of the Econometric Society

p. 1827-1833

Volume Information

Back Matter