The Econometric SocietyEconometrica - January 1973 - Volume 41, Issue 1
Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables
p.
67-77
Notes and Comments: The Asymptotic Distribution of Dynamic Multipliers
p.
161-164
The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models
p.
79-95
Notes and Comments: On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters
p.
165-169
A Stochastic Model of Discrimination in the Labor Market
p.
97-108
Notes and Comments: Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model
p.
171-177
Back Matter
Notes and Comments: Externalities and the Core
p.
179-183
Front Matter
Accepted Manuscripts
p.
184
Unpublished Memoranda
p.
185-186
Volume Information
Unpublished Research Memoranda
p.
185
A Mixture-Set Axiomatization of Conditional Subjective Expected Utility
p.
1-25
Risk Independence and Multiattributed Utility Functions
p.
27-34
Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods
p.
109-118
The Risk Independence Axiom
p.
35-39
Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
p.
119-134
The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator
p.
41-58
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
p.
135-155
An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator
p.
59-65
Notes and Comments: Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark
p.
157-159