Econometrica

Asymptotic Filtering Theory for Univariate Arch Models

Daniel B. Nelson, Dean P. Foster
p. 1-41

Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

Donald W. K. Andrews
p. 43-72

Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models

Peter C. B. Phillips
p. 73-93

A Computationally Practical Simulation Estimator for Panel Data

Michael P. Keane
p. 95-116

Labor Force Dynamics of Older Men

David M. Blau
p. 117-156

Monotone Comparative Statics

Chris Shannon, Paul Milgrom
p. 157-180

Notes and Comments: The Utility Theorems of Wold, Debreu, and Arrow-Hahn

Alan F. Beardon, Ghanshyam B. Mehta
p. 181-186

Announcements

p. 187-194

News Notes

p. 195-198

The Econometric Society Annual Reports, 1993: Report of the Secretary

Julie P. Gordon
p. 199-206

The Econometric Society Annual Reports, 1993: Report of the Treasurer

Robert J. Gordon
p. 207-213

The Econometric Society Annual Reports, 1993: Report of the Editors, 1992-1993

Douglas Gale, Guy Laroque, Peter Robinson, Robert Porter
p. 214-216

The Econometric Society Annual Reports, 1993: Econometrica Referees 1992-1993

p. 217-220

The Econometric Society Annual Reports, 1993: The Econometric Society Research Monograph Series

Avinash Dixit
p. 221-222

Program of the 1993 Econometric Society European Meeting

p. 223-256

Back Matter

Front Matter

Renegotiation Design with Unverifiable Information

Mathias Dewatripont, Patrick Rey, Philippe Aghion
p. 257-282

Intertemporal Asset Pricing under Knightian Uncertainty

Larry G. Epstein, Tan Wang
p. 283-322

Growth and Indeterminancy in Dynamic Models with Externalities

Aldo Rustichini, Michele Boldrin
p. 323-342

Bertrand-Edgeworth Competition in Experimental Markets

Jamie Brown Kruse, Stanley S. Reynolds, Stephen Rassenti, Vernon L. Smith
p. 343-371

Testing Instrument Admissibility: Some Refined Asymptotic Results

Michael A. Magdalinos
p. 373-403

Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression

Moshe Buchinsky
p. 405-458

Notes and Comments: The First-Order Approach to Multi-Signal Principal-Agent Problems

Bernard Sinclair-Desgagne
p. 459-465

Notes and Comments: Identification and Estimation of Local Average Treatment Effects

Guido W. Imbens, Joshua D. Angrist
p. 467-475

Full Content

Announcements

p. 477-480

News Notes

p. 481-482

Program of the Twelfth Latin American Meeting of the Econometric Society

p. 484-505

Back Matter

Front Matter

The New Economics of Regulation Ten Years After

Jean-Jacques Laffont
p. 507-537

Risk and Insurance in Village India

Robert M. Townsend
p. 539-591

Nonatomic Economies and the Boundaries of Perfect Competition

Joseph M. Ostroy, William R. Zame
p. 593-633

Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance

Jean Mercenier, Philippe Michel
p. 635-656

Alternative Approximations to the Distributions of Instrumental Variable Estimators

Paul A. Bekker
p. 657-681

Notes and Comments: A General Result for Quantifying Beliefs

Peter Wakker, Rakesh Sarin
p. 683-685

Notes and Comments: Switching Costs and the Gittins Index

Jeffrey S. Banks, Rangarajan K. Sundaram
p. 687-694

Notes and Comments: Imperfect Competition in a Multi-Security Market with Risk Neutrality

Jordi Caballe, Murugappa Krishnan
p. 695-704

Notes and Comments: A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method

M. Hashem Pesaran, Richard J. Smith
p. 705-710

Announcements

p. 711-712

News Notes

p. 713-715

The Econometric Society Annual Reports, 1993: Report of the President

Andreu Mas-Colell
p. 717-719

1993 Election of Fellows to the Econometric Society

p. 721-725

Fellows of the Econometric Society, January 1994

p. 727-744

Stationary Markov Equilibria

A. Mas-Colell, A. McLennan, D. Duffie, J. Geanakoplos
p. 745-781

The Algebraic Geometry of Perfect and Sequential Equilibrium

Lawrence E. Blume, William R. Zame
p. 783-794

A Noncooperative View of Coalition Formation and the Core

Motty Perry, Philip J. Reny
p. 795-817

On the Measurement of Polarization

Debraj Ray, Joan-Maria Esteban
p. 819-851

Infinite Horizon Incomplete Markets

Martine Quinzii, Michael Magill
p. 853-880

The Value Allocation of an Economy with Differential Information

Nicholas C. Yannelis, Stefan Krasa
p. 881-900

Volatility and Links between National Stock Markets

Enrique Sentana, Mervyn King, Sushil Wadhwani
p. 901-933

Notes and Comments: On the Interpretation of Sarin and Wakker's "A Simple Axiomatization of Nonadditive Expected Utility"

Klaus Nehring
p. 935-938

Notes and Comments: The Folk Theorem for Repeated Games: A Neu Condition

Dilip Abreu, Lones Smith, Prajit K. Dutta
p. 939-948

Notes and Comments: The "Folk Theorem" for Repeated Games with Complete Information

Quan Wen
p. 949-954

Notes and Comments: Strategic Transmission of Costly Information

David Austen-Smith
p. 955-963

Announcements

p. 965-972

News Notes

p. 973-973

Program of the 1994 Winter Meetings of the Econometric Society

p. 975-993

Program of the 1994 European Winter Meeting of the Econometric Society

p. 994-995

Back Matter

Front Matter

The Folk Theorem with Imperfect Public Information

David Levine, Drew Fudenberg, Eric Maskin
p. 997-1039

Convergence to Efficiency in a Simple Market with Incomplete Information

Aldo Rustichini, Mark A. Satterthwaite, Steven R. Williams
p. 1041-1063

Information Revelation and Strategic Delay in a Model of Investment

Christophe Chamley, Douglas Gale
p. 1065-1085

Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes

Chung-Ming Kuan, Halbert White
p. 1087-1114

The Learning Curve, Market Dominance, and Predatory Pricing

Luis M. B. Cabral, Michael H. Riordan
p. 1115-1140

Equivalence of Games and Markets

Myrna Holtz Wooders
p. 1141-1160

Generalized Ginis and Cooperative Bargaining Solutions

Charles Blackorby, David Donaldson, Walter Bossert
p. 1161-1178

Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes

John K. Dagsvik
p. 1179-1205

The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests

Donald W. K. Andrews
p. 1207-1232

Notes and Comments: Uncertain Lifetime, The Theory of the Consumer, and the Life Cycle Hypothesis

Siu Fai Leung
p. 1233-1239

Announcements

p. 1241-1248

News Notes

p. 1249-1250

Back Matter

Front Matter

The Predictive Utility of Generalized Expected Utility Theories

Colin F. Camerer, David W. Harless
p. 1251-1289

Investigating Generalizations of Expected Utility Theory Using Experimental Data

Chris Orme, John D. Hey
p. 1291-1326

Trade with Heterogeneous Prior Beliefs and Asymmetric Information

Stephen Morris
p. 1327-1347

The Asymptotic Variance of Semiparametric Estimators

Whitney K. Newey
p. 1349-1382

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Donald W. K. Andrews, Werner Ploberger
p. 1383-1414

Auctions for Oil and Gas Leases with an Informed Bidder and a Random Reservation Price

Charles A. Wilson, Kenneth Hendricks, Robert H. Porter
p. 1415-1444

Notes and Comments: Heterogeneous Demand and Order of Resource Extraction

Darrell L. Krulce, Ujjayant Chakravorty
p. 1445-1452

Notes and Comments: Can a Poverty Index be Both Relative and Absolute?

Buhong Zheng
p. 1453-1458

Announcements

p. 1459-1467

News Notes

p. 1469-1471

Program of the 1994 Australasian Meeting of the Econometric Society

p. 1473-1480

Volume Information

Back Matter