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 65

Issue 1

Front Matter

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Preferences Over Solutions to the Bargaining Problem

Kim C. Border, Uzi Segal
p. 1-18

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Rational Asset Pricing Bubbles

Manuel S. Santos, Michael Woodford
p. 19-57

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Bayesian Vector Autoregressions with Stochastic Volatility

Harald Uhlig
p. 59-73

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A Divisible Search Model of Fiat Money

Shouyong Shi
p. 75-102

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Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship

Stephen G. Donald
p. 103-131

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Robust Rank Tests of the Unit Root Hypothesis

M. N. Hasan, R. W. Koenker
p. 133-161

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Notes and Comments: Strategic Information Transmission with Verifiable Messages

Daniel J. Seidmann, Eyal Winter
p. 163-169

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Notes and Comments: Risk and Insurance in Village India: Comment

Martin Ravallion, Shubham Chaudhuri
p. 171-184

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Announcements

p. 185-190

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News Notes

p. 191-193

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The Econometric Society Annual Reports, 1996: Report of the Secretary

Julie P. Gordon
p. 195-202

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The Econometric Society Annual Reports, 1996: Report of the Treasurer

Robert J. Gordon
p. 203-210

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The Econometric Society Annual Reports, 1996: Report of the Editors 1995-1996

David Card, Douglas Gale, Guy Laroque, Peter Robinson
p. 211-213

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The Econometric Society Annual Reports, 1996: Econometrica Referees 1995-1996

p. 214-218

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The Econometric Society Annual Reports, 1996: The Econometric Society Research Monograph Series: Report of the Editors

Alberto Holly, Peter J. Hammond
p. 219-220

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The Econometric Society Annual Reports, 1996: Report of the Hungarian Member Representative

p. 223-224

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Back Matter

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Issue 2

Front Matter

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Edgeworth's Conjecture with Infinitely many Commodities: L^1

Robert M. Anderson, William R. Zame
p. 225-273

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Prediction, Optimization, and Learning in Repeated Games

John H. Nachbar
p. 275-309

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Price Formation in Single Call Markets

Daniel Friedman, Timothy N. Cason
p. 311-345

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Conditioning and Aggregation of Preferences

Costis Skiadas
p. 347-367

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Notes and Comments: On "Reputation" Refinements with Heterogeneous Beliefs

Joel Watson, Pierpaolo Battigalli
p. 369-374

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Notes and Comments: The Evolution of Walrasian Behavior

Fernando Vega-Redondo
p. 375-384

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Announcements

p. 385-389

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News Notes

p. 390-392

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Report on the Activities of the Australasian Standing Committee of the Econometric Society

Alan Woodford
p. 393-403

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Program of the 1996 Australasian Meeting of the Econometric Society

p. 404-486

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Back Matter

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Issue 3

Front Matter

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Using Randomization to Break the Curse of Dimensionality

John Rust
p. 487-516

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Duopoly Strategies Programmed by Experienced Players

Gerald R. Uhlich, Michael Mitzkewitz, Reinhard Selten
p. 517-555

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Instrumental Variables Regression with Weak Instruments

Douglas Staiger, James H. Stock
p. 557-586

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Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models

Douglas G. Steigerwald, Whitney K. Newey
p. 587-599

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Aggregation and Optimization with State-Dependent Pricing

Andrew Caplin, John Leahy
p. 601-625

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Likelihood Ratio Specification Tests

Andrew Chesher, Richard J. Smith
p. 627-646

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Cointegration and Dynamic Simultaneous Equations Model

Cheng Hsiao
p. 647-670

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Notes and Comments: Two Mixed Normal Densities from Cointegration Analysis

Karim M. Abadir, Paolo Paruolo
p. 671-680

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Notes and Comments: The Nash Bargaining Theory with Non-Convex Problems

Lin Zhou
p. 681-685

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Announcements

p. 687-689

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News Notes

p. 691-693

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The Econometric Society Annual Reports, 1996: Report of the President

Roger Guesnerie
p. 695-699

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1996 Election of Fellows to the Econometric Society

p. 701-705

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Fellows of the Econometric Society as of January 1997

p. 706-726

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Program of the 1997 North American Winter Meeting of the Econometric Society

p. 727-744

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[Photograph]: Roger Guesnerie: President of the Econometric Society, 1996

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Back Matter

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Issue 4

Front Matter

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Maximization and the Act of Choice

Amartya Sen
p. 745-779

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How Social Security and Medicare Affect Retirement Behavior In a World of Incomplete Markets

Christopher Phelan, John Rust
p. 781-831

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Reciprocity as a Contract Enforcement Device: Experimental Evidence

Ernst Fehr, Georg Kirchsteiger, Simon Gachter
p. 833-860

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An Information-Theoretic Alternative to Generalized Method of Moments Estimation

Michael Stutzer, Yuichi Kitamura
p. 861-874

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Collusion Under Asymmetric Information

David Martimort, Jean-Jacques Laffont
p. 875-911

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A Stopping Rule for the Computation of Generalized Method of Moments Estimators

Donald W. K. Andrews
p. 913-931

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A Semiparametric Maximum Likelihood Estimator

hunrong Ai
p. 933-963

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Manual for Econometrica Authors, Revised

Dorothy Hodges, Drew Fudenberg
p. 965-975

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Notes and Comments: On the Role of Options in Sunspot Equilibria

Atsushi Kajii
p. 977-986

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Announcements

p. 987-988

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News Notes

p. 989-989

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Program of the 1996 South and Southeast Asia Meeting of the Econometric Society

p. 993-1002

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Program of the 1997 European Winter Meeting of the Econometric Society

p. 1003-1004

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Back Matter

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Issue 5

Front Matter

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Social Distance and Social Decisions

George A. Akerlof
p. 1005-1027

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Voting Behavior and Information Aggregation in Elections With Private Information

Timothy Feddersen, Wolfgang Pesendorfer
p. 1029-1058

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A Rational Route to Randomness

Cars H. Hommes, William A. Brock
p. 1059-1095

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A Conditional Kolmogorov Test

Donald W. K. Andrews
p. 1097-1128

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Asymptotic Theory of Integrated Conditional Moment Tests

Herman J. Bierens, Werner Ploberger
p. 1129-1151

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Reputation and Experimentation in Repeated Games With Two Long-Run Players

Jonathan P. Thomas, Robert Evans
p. 1153-1173

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Virtual Bayesian Implementation

John Duggan
p. 1175-1199

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Notes and Comments: Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D

Arthur Lewbel
p. 1201-1213

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Notes and Comments: Implementability and Horizontal Equity Imply No-Envy

F. Maniquet, M. Fleurbaey
p. 1215-1219

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Notes and Comments: The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions

Karim M. Abadir, Michael Rockinger
p. 1221-1225

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Notes and Comments: Nonconvergence of the Mas-Colell and Zhou Bargaining Sets

Lin Zhou, Robert M. Anderson, Walter Trockel
p. 1227-1239

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Notes and Comments: On Shorrock's Reinvestigation of the Sen Poverty Index

Satya R. Chakravarty
p. 1241-1242

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Announcements

p. 1243-1244

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News Notes

p. 1245-1245

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Back Matter

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Issue 6

Front Matter

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The Loser's Curse and Information Aggregation in Common Value Auctions

Jeroen M. Swinkels, Wolfgang Pesendorfer
p. 1247-1281

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The Robustness of Equilibria to Incomplete Information

Atsushi Kajii, Stephen Morris
p. 1283-1309

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Monotone Treatment Response

Charles F. Manski
p. 1311-1334

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Estimation of a Panel Data Sample Selection Model

Ekaterini Kyriazidou
p. 1335-1364

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Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

Jean-Marie Dufour
p. 1365-1387

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Research, Patenting, and Technological Change

Samuel S. Kortum
p. 1389-1419

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The Law of Demand When Income Is Price Dependent

John K.-H. K.-H. Quah
p. 1421-1442

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What Is the Econometric Society? History, Organization, and Basic Procedures

Robert J. Gordon
p. 1443-1451

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Notes and Comments: Statistical Inference for the Measurement of the Incidence of Taxes and Transfers

Jean-Yves Duclos, Russell Davidson
p. 1453-1465

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Notes and Comments: Asynchronous Choice in Repeated Coordination Games

Akihiko Matsui, Roger Lagunoff
p. 1467-1477

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Announcements

p. 1479-1483

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News Notes

p. 1484-1485

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Volume Information

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Back Matter

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