Econometrica

A Structural Model of Government Formation

Daniel Diermeier, Hülya Eraslan, Antonio Merlo
p. 27-70

Consistent Tests for Stochastic Dominance

Garry F. Barrett, Stephen G. Donald
p. 71-104

Disclosures and Asset Returns

Hyun Song Shin
p. 105-133

Inferential Theory for Factor Models of Large Dimensions

Jushan Bai
p. 135-171

Bubbles and Crashes

Dilip Abreu, Markus K. Brunnermeier
p. 173-204

Nonparametric Engel Curves and Revealed Preference

Richard W. Blundell, Martin Browning, Ian A. Crawford
p. 205-240

Fully Nonparametric Estimation of Scalar Diffusion Models

Federico M. Bandi, Peter C. B. Phillips
p. 241-283

Inference in Arch and Garch Models with Heavy–Tailed Errors

Peter Hall, Qiwei Yao
p. 285-317

Equivalence Scales Reconsidered

Udo Ebert, Patrick Moyes
p. 319-343

Randomization, Communication, and Efficiency in Repeated Games with Imperfect Public Monitoring

Kandori Michihiro
p. 345-353

Micro–Level Estimation of Poverty and Inequality

Chris Elbers, Jean O. Lanjouw, Peter Lanjouw
p. 355-364

Consumption–Savings Decisions with Quasi–Geometric Discounting

Per Krusell, Anthony A. Smith, Jr.
p. 365-375

The Influence of Var Dimensions on Estimator Biases: Comment

Jurgen A. Doornik, Bent Nielsen, Thomas J. Rothenberg
p. 377-383

Rejoinder to Comment by Doornik, Nielsen, and Rothenberg

Karim M. Abadir, Kaddour Hadri, Elias Tzavalis
p. 385-386

Optimal Contracts when Enforcement is a Decision Variable: A Comment

Tridib Sharma
p. 387-390

Full Content Original Article

Optimal Contracts when Enforcement is a Decision Variable: A Reply

Stefan Krasa, Anne P. Villamil
p. 391-393

Full Content Original Article

Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum

Donald W. K. Andrews
p. 395-397

The Determinants of Econometric Society Fellows Elections

Daniel S. Hamermesh, Peter Schmidt
p. 399-407

Announcements

p. 409-414

Nomination of Fellows and News Notes

p. 415-416

Report of the Secretary

p. 417-425

Report of the Treasurer

p. 427-434

Report of the Editors 2001–2002

p. 435-437

Econometrica Referees 2001–2002

p. 439-444

The Econometric Society Research Monograph Series Report of the Editors

p. 445-446

Submission of Manuscripts to the Econometric Society Monograph Series

p. 447-447

Submission of Manuscripts to Econometrica

p. 448-448

On Modes of Economic Governance

Avinash Dixit
p. 449-481

The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions

Yacine Aït–Sahalia, Per A. Mykland
p. 483-549

The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

Andrew B. Abel
p. 551-578

Modeling and Forecasting Realized Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
p. 579-625

Empirical Limits for Time Series Econometric Models

Werner Ploberger, Peter C. B. Phillips
p. 627-673

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

Donald W. K. Andrews, Patrik Guggenberger
p. 675-712

The Law of Demand and Risk Aversion

John K.H. Quah
p. 713-721

Announcements

p. 723-728

News Notes

p. 729-730

Directed Matching and Monetary Exchange

Dean Corbae, Ted Temzelides, Randall Wright
p. 731-756

Robust Predictions for Bilateral Contracting with Externalities

Ilya Segal, Michael D. Whinston
p. 757-791

Bargaining without a Common Prior—An Immediate Agreement Theorem

Muhamet Yildiz
p. 793-811

Residual‐Based Block Bootstrap for Unit Root Testing

Efstathios Paparoditis, Dimitris N. Politis
p. 813-855

Implementation with Near‐Complete Information

Kim‐Sau Chung, Jeffrey C. Ely
p. 857-871

Deterministic Approximation of Stochastic Evolution in Games

Michel Benaïm, Jörgen W. Weibull
p. 873-903

Inference in Censored Models with Endogenous Regressors

Han Hong, Elie Tamer
p. 905-932

Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm

Peter Arcidiacono, John Bailey Jones
p. 933-946

Announcements

p. 947-951

News Notes

p. 953-953

The Econometric Society Annual Reports, 2002 Report of the President

Guy Laroque
p. 955-958

2002 Election of Fellows to the Econometric Society

p. 959-964

Fellows of the Econometric Society

p. 965-988

Games Played Through Agents

Andrea Prat, Aldo Rustichini
p. 989-1026

A Conditional Likelihood Ratio Test for Structural Models

Marcelo J. Moreira
p. 1027-1048

Bootstrap Methods for Markov Processes

Joel L. Horowitz
p. 1049-1082

Signaling and Election Motivations in a Voting Model with Common Values and Responsive Candidates

Ronny Razin
p. 1083-1119

The Time Series and Cross‐Section Asymptotics of Dynamic Panel Data Estimators

Javier Alvarez, Manuel Arellano
p. 1121-1159

Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score

Keisuke Hirano, Guido W. Imbens, Geert Ridder
p. 1161-1189

Full Content Abstract

Isotone Equilibrium in Games of Incomplete Information

David McAdams
p. 1191-1214

Bayesian Inference for Hospital Quality in a Selection Model

John Geweke, Gautam Gowrisankaran, Robert J. Town
p. 1215-1238

Computing Supergame Equilibria

Kenneth L. Judd, Sevin Yeltekin, James Conklin
p. 1239-1254

Finite Order Implications of Common Priors

Barton L. Lipman
p. 1255-1267

Tests for Unit Roots and the Initial Condition

Ulrich K. Müller, Graham Elliott
p. 1269-1286

Frontiers of Stochastically Nondominated Portfolios

Andrzej Ruszczynski, Robert J. Vanderbei
p. 1287-1297

Announcements

p. 1299-1303

News Notes

p. 1305-1305

Asymptotic Efficiency in Parametric Structural Models with Parameter‐Dependent Support

Keisuke Hirano, Jack R. Porter
p. 1307-1338

Nonparametric Estimation of Nonadditive Random Functions

Rosa L. Matzkin
p. 1339-1375

Equilibrium Wage‐Tenure Contracts

Ken Burdett, Melvyn Coles
p. 1377-1404

Identification in Nonseparable Models

Andrew Chesher
p. 1405-1441

Estimation of a Dynamic Auction Game

Mireia Jofre‐Bonet, Martin Pesendorfer
p. 1443-1489

The Nonparametric Identification of Treatment Effects in Duration Models

Jaap H. Abbring, Gerard J. Van Den Berg
p. 1491-1517

Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case

Juan Pablo Rincón‐Zapatero, Carlos Rodríguez‐Palmero
p. 1519-1555

Aggregating Infinite Utility Streams with InterGenerational Equity: The Impossibility of Being Paretian

Kaushik Basu, Tapan Mitra
p. 1557-1563

Instrumental Variable Estimation of Nonparametric Models

Whitney K. Newey, James L. Powell
p. 1565-1578

The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

Geert Ridder, Tiemen M. Woutersen
p. 1579-1589

Estimation of Semiparametric Models when the Criterion Function Is Not Smooth

Xiaohong Chen, Oliver Linton, Ingrid Van Keilegom
p. 1591-1608

Announcements

p. 1609-1613

News Notes

p. 1615-1617

Long Cheap Talk

Robert J. Aumann, Sergiu Hart
p. 1619-1660

End‐of‐Sample Instability Tests

D. W. K. Andrews
p. 1661-1694

The Impact of Trade on Intra‐Industry Reallocations and Aggregate Industry Productivity

Marc J. Melitz
p. 1695-1725

Cointegration in Fractional Systems with Unknown Integration Orders

P. M. Robinson, J. Hualde
p. 1727-1766

Stationary Equilibria in Asset‐Pricing Models with Incomplete Markets and Collateral

Felix Kubler, Karl Schmedders
p. 1767-1793

Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

Chunrong Ai, Xiaohong Chen
p. 1795-1843

Bootstrap Unit Root Tests

Joon Y. Park
p. 1845-1895

A Subjective Spin on Roulette Wheels

Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci, Marciano Siniscalchi
p. 1897-1908

The Existence of Subgame‐Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Comment

Erzo G. J. Luttmer, Thomas Mariotti
p. 1909-1911

Announcements

p. 1913-1918

News Notes

p. 1919-1920