The Econometric SocietyEconometrica - May 1974 - Volume 42, Issue 3
Back Matter
Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular
p.
547-558
Front Matter
Stochastic Specification in an Aggregate Demand Model of the United Kingdom
p.
559-578
Towards an Economic Theory of Replacement Investment
p.
393-424
A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
p.
579-590
An Axiomatic Characterization of the Price Mechanism
p.
425-434
Notes and Comments: The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model
p.
591-592
Price Distortion and Potential Welfare
p.
435-460
Notes and Comments: Saddlepoint in Homogeneous Programming without Slater Condition
p.
593-596
Power, the Economic Environment, and Social Choice
p.
461-470
Notes and Comments: A Note on the Efficient Estimation of the New Measures of Income Inequality
p.
597-600
The Hahn Process with Firms but No Production
p.
471-486
Notes and Comments: Use of the Chow Test under Heteroscedasticity
p.
601-608
Recursively Decentralized Decision Making
p.
487-496
Accepted Manuscripts
p.
609
Intertemporal Consumer Theory and the Demand for Durables
p.
497-516
News Note
p.
609
Random Parameters in a Simultaneous Equation Framework: Identification and Estimation
p.
517-528
Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
p.
529-546