Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica - Volume 73

Issue 1

Default and Punishment in General Equilibrium

Pradeep Dubey, John Geanakoplos, Martin Shubik
p. 1-37

Log In To View Full Content Abstract

Strategic Experimentation with Exponential Bandits

Godfrey Keller, Sven Rady, Martin Cripps
p. 39-68

Log In To View Full Content Abstract

Uncertainty about Uncertainty and Delay in Bargaining

Yossi Feinberg, Andrzej Skrzypacz
p. 69-91

Log In To View Full Content Abstract

Existence of Equilibrium in Single and Double Private Value Auctions

Matthew O. Jackson, Jeroen M. Swinkels
p. 93-139

Log In To View Full Content Abstract

The Expected Number of Nash Equilibria of a Normal Form Game

Andrew McLennan
p. 141-174

Log In To View Full Content Abstract Supplemental Material

Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium

Guillaume Rocheteau, Randall Wright
p. 175-202

Log In To View Full Content Abstract

Uncertainty and Risk in Financial Markets

Luca Rigotti, Chris Shannon
p. 203-243

Log In To View Full Content Abstract

An IV Model of Quantile Treatment Effects

Victor Chernozhukov, Christian Hansen
p. 245-261

Log In To View Full Content Abstract

The Affiliation Effect in First‐Price Auctions

Joris Pinkse, Guofu Tan
p. 263-277

Log In To View Full Content Abstract Supplemental Material

Correcting the Errors: Volatility Forecast Evaluation Using High‐Frequency Data and Realized Volatilities

Torben G. Andersen, Tim Bollerslev, Nour Meddahi
p. 279-296

Log In To View Full Content Abstract

Announcements

p. 297-300

Log In To View Full Content

Accepted Manuscripts

p. 301-301

Log In To View Full Content

News Notes

p. 302-302

Log In To View Full Content

Report of the Secretary

p. 303-313

Log In To View Full Content

Report of the Treasurer

p. 315-323

Log In To View Full Content

Report of the Editors

p. 325-328

Log In To View Full Content

Econometrica Referees 2003–2004

p. 329-334

Log In To View Full Content

Reports of the Editors of the Econometric Society Research Monograph Series

p. 335-337

Log In To View Full Content

Submission of Manuscripts to the Econometric Society Monograph Series

p. 339-339

Log In To View Full Content

Issue 2

Income Maintenance and Labor Force Participation

Guy Laroque
p. 341-376

Log In To View Full Content Abstract

Belief‐Free Equilibria in Repeated Games

Jeffrey C. Ely, Johannes Hörner, Wojciech Olszewski
p. 377-415

Log In To View Full Content Abstract

Teachers, Schools, and Academic Achievement

Steven G. Rivkin, Eric A. Hanushek, John F. Kain
p. 417-458

Log In To View Full Content Abstract Supplemental Material

Beliefs in Repeated Games

John H. Nachbar
p. 459-480

Log In To View Full Content Abstract

Job Matching and the Wage Distribution

Giuseppe Moscarini
p. 481-516

Log In To View Full Content Abstract

On the Trade off Between Deficit and Inefficiency and the Double Auction with a Fixed Transaction Fee

Tymon Tatur
p. 517-570

Log In To View Full Content Abstract

An Equilibrium Model of Health Insurance Provision and Wage Determination

Matthew S. Dey, Christopher J. Flinn
p. 571-627

Log In To View Full Content Abstract

A Partial Folk Theorem for Games with Unknown Payoff Distributions

Thomas Wiseman
p. 629-645

Log In To View Full Content Abstract

Existence of Equilibria in Economies with Bads

Chiaki Hara
p. 647-658

Log In To View Full Content Abstract

Announcements

p. 659-664

Log In To View Full Content

Accepted Manuscripts

p. 665-665

Log In To View Full Content

News Notes

p. 667-667

Log In To View Full Content

Issue 3

Structural Equations, Treatment Effects, and Econometric Policy Evaluation

James J. Heckman, Edward Vytlacil
p. 669-738

Log In To View Full Content Abstract

Complexity and Competition

Douglas Gale, Hamid Sabourian
p. 739-769

Log In To View Full Content Abstract

Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods

O. Linton, E. Mammen
p. 771-836

Log In To View Full Content Abstract

Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

Yongmiao Hong, Halbert White
p. 837-901

Log In To View Full Content Abstract

The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*

Yoshihiko Nishiyama, Peter M. Robinson
p. 903-948

Log In To View Full Content Abstract

Modeling Denomination Structures

Manjong Lee, Neil Wallace, Tao Zhu
p. 949-960

Log In To View Full Content Abstract

Solving Asset Pricing Models when the Price–Dividend Function Is Analytic

Ovidiu L. Calin, Yu Chen, Thomas F. Cosimano, Alex A. Himonas
p. 961-982

Log In To View Full Content Abstract Supplemental Material

GMM, GEL, Serial Correlation, and Asymptotic Bias

Stanislav Anatolyev
p. 983-1002

Log In To View Full Content Abstract

A Comment on Roland Benabou's “Tax and Education Policy in a Heterogeneous‐Agent Economy: What Levels of Redistribution Maximize Growth and Efficiency?”

Xueli Tang, Ian King
p. 1003-1004

Log In To View Full Content

Announcements

p. 1005-1010

Log In To View Full Content

Accepted Manuscripts

p. 1011-1012

Log In To View Full Content

News Notes

p. 1013-1014

Log In To View Full Content

Report of the President

p. 1015-1019

Log In To View Full Content

2004 Election of Fellows to the Econometric Society

p. 1021-1026

Log In To View Full Content

Fellows of the Econometric Society

p. 1027-1052

Log In To View Full Content

Issue 4

Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors

Joseph G. Altonji, Rosa L. Matzkin
p. 1053-1102

Log In To View Full Content Abstract

Testing Parameters in GMM Without Assuming that They Are Identified

Frank Kleibergen
p. 1103-1123

Log In To View Full Content Abstract

Probabilities as Similarity‐Weighted Frequencies

Antoine Billot, Itzhak Gilboa, Dov Samet, David Schmeidler
p. 1125-1136

Log In To View Full Content Abstract

Uncertainty and Learning in Pharmaceutical Demand

Gregory S. Crawford, Matthew Shum
p. 1137-1173

Log In To View Full Content Abstract

On the Bootstrap of the Maximum Score Estimator

Jason Abrevaya, Jian Huang
p. 1175-1204

Log In To View Full Content Abstract

Approximate versus Exact Equilibria in Dynamic Economies

Felix Kubler, Karl Schmedders
p. 1205-1235

Log In To View Full Content Abstract

Stepwise Multiple Testing as Formalized Data Snooping

Joseph P. Romano, Michael Wolf
p. 1237-1282

Log In To View Full Content Abstract

Estimating Long Memory in Volatility

Clifford M. Hurvich, Eric Moulines, Philippe Soulier
p. 1283-1328

Log In To View Full Content Abstract

Multilateral Contracting with Externalities

Armando Gomes
p. 1329-1350

Log In To View Full Content Abstract

Projection‐Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

Jean‐Marie Dufour, Mohamed Taamouti
p. 1351-1365

Log In To View Full Content Abstract

Uncovering the Distribution of Motorists' Preferences for Travel Time and Reliability

Kenneth A. Small, Clifford Winston, Jia Yan
p. 1367-1382

Log In To View Full Content Abstract Supplemental Material

Information‐Based Relative Consumption Effects: Correction

Georg Nöldeke, Larry Samuelson
p. 1383-1387

Log In To View Full Content

Announcements

p. 1389-1394

Log In To View Full Content

Accepted Manuscripts

p. 1395-1395

Log In To View Full Content

News Notes

p. 1397-1398

Log In To View Full Content

Submission of Manuscripts to the Econometric Society Monograph Series

p. 1399-1399

Log In To View Full Content

Issue 5

Adaptive Heuristics

Sergiu Hart
p. 1401-1430

Log In To View Full Content Abstract

The Optimal Degree of Discretion in Monetary Policy

Susan Athey, Andrew Atkeson, Patrick J. Kehoe
p. 1431-1475

Log In To View Full Content Abstract

Affirmative Action in Higher Education: How Do Admission and Financial Aid Rules Affect Future Earnings?

Peter Arcidiacono
p. 1477-1524

Log In To View Full Content Abstract Supplemental Material

Nonparametric Identification under Discrete Variation

Andrew Chesher
p. 1525-1550

Log In To View Full Content Abstract

Cross‐Section Regression with Common Shocks

Donald W. K. Andrews
p. 1551-1585

Log In To View Full Content Abstract

Zero Expected Wealth Taxes: A Mirrlees Approach to Dynamic Optimal Taxation

Narayana R. Kocherlakota
p. 1587-1621

Log In To View Full Content Abstract

Cursed Equilibrium

Erik Eyster, Matthew Rabin
p. 1623-1672

Log In To View Full Content Abstract

Consistent Estimation with a Large Number of Weak Instruments

John C. Chao, Norman R. Swanson
p. 1673-1692

Log In To View Full Content Abstract

On the Discrete Version of the Aumann–Shapley Cost‐Sharing Method

Yves Sprumont
p. 1693-1712

Log In To View Full Content Abstract

Announcements

p. 1713-1717

Log In To View Full Content

Accepted Manuscripts

p. 1719-1719

Log In To View Full Content

News Notes

p. 1721-1722

Log In To View Full Content

Issue 6

Estimating the Effects of a Time‐Limited Earnings Subsidy for Welfare‐Leavers

David Card, Dean R. Hyslop
p. 1723-1770

Full ContentAbstract Supplemental Material

Robust Mechanism Design

Dirk Bergemann, Stephen Morris
p. 1771-1813

Log In To View Full Content Abstract Supplemental Material

Over‐the‐Counter Markets

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen
p. 1815-1847

Log In To View Full Content Abstract

Behavioral Identification in Coalitional Bargaining: An Experimental Analysis of Demand Bargaining and Alternating Offers

Guillaume Fréchette, John H. Kagel, Massimo Morelli
p. 1893-1937

Log In To View Full Content Abstract

Accuracy of Simulations for Stochastic Dynamic Models

Manuel S. Santos, Adrian Peralta‐Alva
p. 1939-1976

Log In To View Full Content Abstract

Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth

Fernando Alvarez, Urban J. Jermann
p. 1977-2016

Log In To View Full Content Abstract Supplemental Material

Driving Forces Behind Informal Sanctions

Armin Falk, Ernst Fehr, Urs Fischbacher
p. 2017-2030

Log In To View Full Content Abstract

Announcements

p. 2031-2035

Log In To View Full Content

Accepted Manuscripts

p. 2036-2036

Log In To View Full Content

News Notes

p. 2037-2038

Log In To View Full Content

A Smooth Model of Decision Making under Ambiguity

Peter Klibanoff, Massimo Marinacci, Sujoy Mukerji
p. 1849-1892

Log In To View Full Content Abstract

Journal News

View