Econometrica - Volume 60
Issue 1
The Principal-Agent Relationship with an Informed Principal, II: Common Values
Eric Maskin, Jean Tirole
p. 1-42
Implementation Via Nash Equilibria
Vladimir Danilov
p. 43-56
Trade Reform with Quotas, Partial Rent Retention, and Tariffs
J. Peter Neary, James E. Anderson
p. 57-76
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
Andrew Morton, David Heath, Robert Jarrow
p. 77-105
The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
Danny Quah
p. 107-118
Canonical Cointegrating Regressions
Joon Y. Park
p. 119-143
A New Form of the Information Matrix Test
James G. MacKinnon, Russell Davidson
p. 145-157
A Heteroskedasticity Test Robust to Conditional Mean Misspecification
Byung-Joo Lee
p. 159-171
Notes and Comments: The Bias of Instrumental Variable Estimators
A. Buse
p. 173-180
Notes and Comments: On the Exact Small Sample Distribution of the Instrumental Variable Estimator
G. S. Maddala, Jinook Jeong
p. 181-183
Notes and Comments: Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
John Huizinga, Robert E. Cumby
p. 185-195
Notes and Comments: Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
James Dow, Sergio Ribeiro da Costa Werlang
p. 197-204
The Econometric Society Annual Reports, 1991: Report of the Secretary
Julie P. Gordon
p. 215-221
The Econometric Society Annual Reports, 1991: Report of the Treasurer
Robert J. Gordon
p. 222-228
The Econometric Society Annual Reports, 1991: Report of the Editors
Andreu Mas-Colell, Lars Hansen, Martin Hellwig, Robert Porter
p. 229-231
The Econometric Society Annual Reports, 1991: July 1990-1991 Econometrica Referees
p. 232-235
The Econometric Society Annual Reports, 1991: The Economic Society Research Monograph Series Report of the Editors
Alain Monfort, Avinash Dixit
p. 236-237
Issue 2
Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
Rosa L. Matzkin
p. 239-270
The Cusum Test with Ols Residuals
Walter Kramer, Werner Ploberger
p. 271-285
Household Composition, Labor Markets, and Labor Demand: Testing for Separation in Agricultural Household Models
Dwayne Benjamin
p. 287-322
A Model of Growth Through Creative Destruction
Peter Howitt, Philippe Aghion
p. 323-351
Stochastic Differential Utility
Darrell Duffie, Larry G. Epstein
p. 353-394
Correlated Information and Mecanism Design
Philip J. Reny, R. Preston McAfee
p. 395-421
Notes and Comments: Integration Versus Trend Stationary in Time Series
Charles H. Whiteman, David N. DeJong, John C. Nankervis, N. E. Savin
p. 423-433
Notes and Comments: Money and Interest in a Cash-in-Advance Economy: A Corrigendum
Teh-Ming Huo
p. 435-439
Notes and Comments: Money and Interest in a Cash-in-Advance Economy: A Reply
Nancy L. Stokey, Robert E. Lucas, Jr.
p. 441-442
The Econometric Society Annual Reports, 1991: Report of the President
Peter Diamond
p. 451-453
Section 11. The Constitution of the Econometric Society
p. 454-455
Program of the Tenth Latin American Meeting of the Econometric Society
p. 457-469
Program of the 1991 European Meeting of the Econometric Society
p. 471-504
Issue 3
A Smoothed Maximum Score Estimator for the Binary Response Model
Joel L. Horowitz
p. 505-531
Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
Bo E. Honore
p. 533-565
Efficiency Bounds for Semiparametric Regression
Gary Chamberlain
p. 567-596
Bargaining and the Right to Remain Silent
Lawrence M. Ausubel, Raymond J. Deneckere
p. 597-625
Backward Induction, Normal Form Perfection and Explicable Equilibria
Philip J. Reny
p. 627-649
Multi-Period Competition with Switching Costs
Alan Beggs, Paul Klemperer
p. 651-666
Market for Information: Experimental Evidence
Shyam Sunder
p. 667-695
1991 Election of Fellows to the Econometric Society
p. 701-707
Fellows of the Econometric Society, January 1992
p. 709-725
Program of the 1991 Winter Meeting of the Econometric Society
p. 727-744
Issue 4
A More Robust Definition of Subjective Probability
David Schmeidler, Mark J. Machina
p. 745-780
Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
Ayman Hindy, Chi-fu Huang
p. 781-801
An Experimental Study of the Centipede Game
Richard D. McKelvey, Thomas R. Palfrey
p. 803-836
Status, the Distribution of Wealth, Private and Social Attitudes to Risk
Arthur J. Robson
p. 837-857
Marginal Cost Pricing Under Bounded Marginal Returns
Rajiv Vohra
p. 859-876
Rationality, Computability, and Nash Equilibrium
David Canning
p. 877-888
Estimation of a Model of Entry in the Airline Industry
Steven T. Berry
p. 889-917
Bayesian Elicitation Diagnostics
Edward E. Leamer
p. 919-942
Notes and Comments: A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models
Steven Stern
p. 943-952
Notes and Comments: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
Donald W. K. Andrews, J. Christopher Monahan
p. 953-966
Notes and Comments: Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
Bruce E. Hansen
p. 967-972
Notes and Comments: Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
Richard J. Smith
p. 973-980
Program of the 1992 European Winter Meeting of the Econometric Society
p. 991-992
Issue 5
Virtual Implementation in Iteratively Undominated Strategies: Complete Information
Dilip Abreu, Hitoshi Matsushima
p. 993-1008
Serial Cost Sharing
Herve Moulin, Scott Shenker
p. 1009-1037
Computing Simply Stable Equilibria
Robert Wilson
p. 1039-1070
Denumerable-Armed Bandits
Jeffrey S. Banks, Rangarajan K. Sundaram
p. 1071-1096
Sunspot Fluctuations Around a Steady State: The Case of Multidimensional One-Step Forward Looking Economic Models
Pierre-Andre Chiappori, Pierre-Yves Geoffard, Roger Guesnerie
p. 1097-1126
Entry, Exit, and firm Dynamics in Long Run Equilibrium
Hugo A. Hopenhayn
p. 1127-1150
The Sequential Equilibrium Theory of Reputation Building: A Further Test
Jack Ochs, John Neral
p. 1151-1169
On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
Ariel Rubinstein, William Thomson, Zvi Safra
p. 1171-1186
An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
Guido W. Imbens
p. 1187-1214
When are Variance Ratio Tests for Serial Dependence Optimal?
Jon Faust
p. 1215-1226
Announcements
p. 1227-1230
Issue 6
Organizing the Health Insurance Market
Peter Diamond
p. 1233-1254
A Simple Axiomatization of Nonadditive Expected Utility
Peter Wakker, Rakesh Sarin
p. 1255-1272
Asymptotic Efficiency in Large Exchange Economies With Asymmetric Information
Andrew Postlewaite, Faruk Gul
p. 1273-1292
Nonuniform Bertrand Competition
David M. Mandy
p. 1293-1330
An Application of the Shapley Value to Fair Division with Money
Herve Moulin
p. 1331-1349
A Two-Sector Overlapping-Generations Model: A Global Characterization of the Dynamical System
Oded Galor
p. 1351-1386
Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
Edward C. Prescott, Hugo A. Hopenhayn
p. 1387-1406
An Experimental Comparison of Dispute Rates in Alternative Arbitration Systems
Henry S. Farber, Janet Currie, Matthew Spiegel, Orley Ashenfelter
p. 1407-1433
Notes and Comments: A Note on Abreu-Matsushima Mechanisms
Jacob Glazer, Robert W. Rosenthal
p. 1435-1438
Notes and Comments: A Response to Glazer and Rosenthal
Dilip Abreu, Hitoshi Matsushima
p. 1439-1442
Announcements
p. 1443-1448
Program of the 1992 North American Summer Meeting of the Econometric Society
p. 1453-1463
Program of the 1992 Australasian Meeting of the Econometric Society
p. 1464-1470
The Econometric Society
