Econometrica - May 1997 - Volume 65, Issue 3

Instrumental Variables Regression with Weak Instruments
p. 557-586
Douglas Staiger, James H. Stock
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Fellows of the Econometric Society as of January 1997
p. 706-726
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Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
p. 587-599
Douglas G. Steigerwald, Whitney K. Newey
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Program of the 1997 North American Winter Meeting of the Econometric Society
p. 727-744
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Aggregation and Optimization with State-Dependent Pricing
p. 601-625
Andrew Caplin, John Leahy
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Likelihood Ratio Specification Tests
p. 627-646
Andrew Chesher, Richard J. Smith
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Cointegration and Dynamic Simultaneous Equations Model
p. 647-670
Cheng Hsiao
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Notes and Comments: Two Mixed Normal Densities from Cointegration Analysis
p. 671-680
Karim M. Abadir, Paolo Paruolo
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[Photograph]: Roger Guesnerie: President of the Econometric Society, 1996
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Notes and Comments: The Nash Bargaining Theory with Non-Convex Problems
p. 681-685
Lin Zhou
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Back Matter
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Announcements
p. 687-689
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Front Matter
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News Notes
p. 691-693
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Using Randomization to Break the Curse of Dimensionality
p. 487-516
John Rust
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The Econometric Society Annual Reports, 1996: Report of the President
p. 695-699
Roger Guesnerie
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Duopoly Strategies Programmed by Experienced Players
p. 517-555
Gerald R. Uhlich, Michael Mitzkewitz, Reinhard Selten
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1996 Election of Fellows to the Econometric Society
p. 701-705
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