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May 1985, Volume 53, Issue 3
- 567-585 On the Performance of Patents
by Judd, Kenneth L
- 587-597 Existence of Cournot Equilibrium in Large Markets
by Bamon, Rodrigo & Fraysse, Jean
- 599-612 An Axiomatization of the Non-transferable Utility Value
by Aumann, Robert J
- 613-628 Existence and Characterization of Perfect Equilibrium in Games of Perfect Information
by Harris, Christopher J
- 629-657 A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets
by Admati, Anat R
- 658-665 The Computation of General Equilibrium in Economies with a Block Diagonal Pattern
by van der Laan, Gerard
- 667-677 On the Non-transferable Utility Value: A Comment on the Roth-Shafer Examples [Values for Games without Side Payments: Some Difficulties with Current Concepts] [On the Existence and Interpretation of Value Allocations]
by Aumann, Robert J
- 679-679 A Decomposition Algorithm for General Equilibrium Computation with Application to International Trade Models: A Correction
by Whalley, John & White, Philip M
March 1985, Volume 53, Issue 2
- 253-269 Bayesian Econometrics
by Zellner, Arnold
- 271-293 Consistent Estimation of the Impact of Tax Deductibility on the Level of Charitable Contributions
by Reece, William S & Zieschang, Kimberly D
- 295-306 Work Incentive Effects of Taxing Unemployment Benefits
by Solon, Gary R
- 307-327 Monotonic Solutions to General Cooperative Games
by Kalai, Ehud & Samet, Dov
- 329-343 Information Sharing in Oligopoly
by Gal-Or, Esther
- 345-361 Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist When Demands Are Interdependent
by Cremer, Jacques & McLean, Richard P
- 363-384 An Intertemporal General Equilibrium Model of Asset Prices
by Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 385-407 A Theory of the Term Structure of Interest Rates
by Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 403-403 On Heteros*edasticity
by McCulloch, J Huston
- 409-432 The Distribution of Inventory Holdings in a Pure Exchange Barter Search Economy
by Diamond, Peter & Yellin, Joel
- 433-453 Comparative Statics and Perfect Foresight in Infinite Horizon Economies
by Kehoe, Timothy J & Levine, David K
- 455-461 Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience
by Araujo, Aloisio
- 463-464 Consistent d-Relative Majority Equilibria
by Greenberg, Joseph & Weber, Shlomo
- 465-471 Market Dynamics and the Law of Demand
by Kennan, Donald & Rader, Trout
- 472-475 Aversion pour le risque croissante avec une richesse initiale aleatoire
by Caperaa, Philippe & Lefoll, Jean
- 477-482 A New Approximation of the Critical Point of the Durbin-Watson Test for Serial Correlation
by Jeong, Ki-Jun
January 1985, Volume 53, Issue 1
- 1-29 On the Welfare Analysis of Rational Expectations Equilibria with Asymmetric Information
by Laffont, Jean-Jacques M
- 31-48 A Differential Demand System, Rational Expectations and the Life Cycle Hypothesis
by Attfield, Clifford L F & Browning, Martin J
- 49-67 Egalitarianism and Utilitarianism in Quasi-linear Bargaining
by Moulin, Herve
- 69-76 Repeated Moral Hazard
by Rogerson, William P
- 77-84 A Sequential Solution to the Public Goods Problem
by Cremer, Jacques, & Riordan, Michael H
- 85-108 Rationalizing Revolutionary Ideology
by Roemer, John E
- 109-127 Distribution of Income and the "Law of Demand."
by Chiappori, Pierre-Andre
- 129-156 Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data
by Litterman, Robert B & Weiss, Laurence M
- 157-175 A Linear Theory for Noncausality
by Florens, Jean-Pierre & Mouchart, Michel
- 177-200 Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
by Takeuchi, Kei & Morimune, Kimio
- 201-202 On the Optimality of First Come Last Served Queues
by Hassin, Refael
- 203-206 Future Investment Constraints Reduce Present Investment
by d'Autume, Antoine & Michel, Philippe
- 207-211 A Note on Risk Aversion in a Perfect Equilibrium Model of Bargaining
by Roth, Alvin E
- 213-216 A Note on Price Stability and Consumers' Welfare
by Baye, Michael R
- 213-223 Price Dispersion and Functional Price Indices
by Baye, Michael R
November 1984, Volume 52, Issue 6
- 1327-1350 Approximate Cores of Large Games
by Wooders, Myrna Holtz & Zame, William R
- 1351-1364 Involuntary Unemployment as a Perfect Equilibrium in a Bargaining Model
by Shaked, Avner & Sutton, John
- 1365-1368 Non-symmetric Cardinal Value Allocations
by Scafuri, Allen J & Yannelis, Nicholas C
- 1369-1385 Inequality Decomposition by Population Subgroups
by Shorrocks, Anthony F
- 1387-1414 Estimation of a Quarterly Macroeconomic Model with Quantity Rationing
by Artus, Patrick & Laroque, Guy & Michel, Gilles
- 1415-1435 Missing Observations in the Dynamic Regression Model
by Palm, Franz C & Nijman, Theo E
- 1437-1451 Dynamic Inconsistency, Rational Expectations, and Optimal Government Policy
by Hillier, Brian & Malcomson, James M
- 1453-1471 Price Discrimination and Monopolistic Competition
by Katz, Michael L
- 1473-1518 Optimal Auctions with Risk Averse Buyers
by Maskin, Eric S & Riley, John G
- 1519-1522 On the Implementability of Reduced Form Auctions
by Matthews, Steven A
- 1523-1535 Global Incentive Constraints in Auction Design
by Moore, John
- 1537-1542 A Core Existence Theorem for Games without Ordered Preferences
by Border, Kim C
- 1543-1547 The x[superscript]2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata
by Heckman, James J
September 1984, Volume 52, Issue 5
- 1085-1116 The Costs of Substitution
by von Weizsacker, C Christian
- 1117-1127 Bertrand Equilibrium with Capacity Constraints and Restricted Mobility
by Peters, Michael
- 1129-1150 Payoffs in Nonatomic Economies: An Axiomatic Approach
by Dubey, Pradeep & Neyman, Abraham
- 1151-1166 Effectivity Functions and Acceptable Game Forms
by Dutta, Bhaskar
- 1167-1177 Implementing Efficient Egalitarian Equivalent Allocations
by Demange, Gabrielle
- 1179-1189 Nonmyopic Strategic Behavior in the MDP Planning Procedure
by Truchon, Michel
- 1191-1198 Investment in Human and Nonhuman Capital, Transfers among Siblings, and the Role of Government
by Nerlove, Marc & Razin, Assaf & Sadka, Efraim
- 1199-1218 The Returns to Schooling: A Selectivity Bias Approach with a Continuous Choice Variable
by Garen, John
- 1219-1240 Specification Tests for the Multinomial Logit Model
by Hausman, Jerry & McFadden, Daniel
- 1241-1269 Testing for Unit Roots: 2
by Evans, G B A & Savin, N E
- 1271-1289 Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations
by Satchell, Stephen Ellwood
- 1291-1312 Model Selection When There Is "Minimal" Prior Information
by Klein, Roger W & Brown, Stephen J
- 1313-1314 Functional Form for Estimating the Lorenz Curve
by Gupta, Manash Ranjan
- 1315-1315 Le probleme de la transformation: Solution(s)
by Abraham-Frois, G & Berrebi, E
- 1317-1319 A Simple Stochastic Adjustment Process
by Mitsui, Toshihide
July 1984, Volume 52, Issue 4
- 811-825 Approximate Normality of Generalized Least Squares Estimates
by Rothenberg, Thomas J
- 827-842 Hypothesis Testing in Linear Models When the Error Covariance Matrix Is Nonscalar
by Rothernberg, Thomas J
- 843-863 Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
by Lee, Lung-Fei
- 865-872 Testing for Neglected Heterogeneity
by Chesher, Andrew D
- 873-885 Local Asymptotic Specification Error Analysis
by Kiefer, Nicholas M & Skoog, Gary R
- 887-907 Completeness, Distribution Restrictions, and the Form of Aggregate Functions
by Stoker, Thomas M
- 909-938 Econometric Models for Count Data with an Application to the Patents-R&D Relationship
by Hausman, Jerry & Hall, Bronwyn H & Griliches, Zvi
- 939-961 A Hazard Rate Approach to the Timing of Births
by Newman, John L & McCulloch, Charles E
- 963-974 A General Existence Theorem for Von Neumann Economic Growth Models
by Medvegyev, Peter
- 975-993 Continuum and Finite-Player Noncooperative Models of Competition
by Green, Edward J
- 995-1005 Bargaining under Asymmetric Information
by Samuelson, William F
- 1007-1028 Rationalizable Strategic Behavior
by Bernheim, B Douglas
- 1029-1050 Rationalizable Strategic Behavior and the Problem of Perfection
by Pearce, David G
- 1051-1053 The Covariance Matrix of the Information Matrix Test
by Lancaster, Tony
- 1055-1066 On the Robustness of LM, LR, and W Tests in Regression Models
by Ullah, Aman & Zinde-Walsh, Victoria
- 1067-1069 Some Further Remarks on Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator
by Trenkler, Gotz
May 1984, Volume 52, Issue 3
- 541-561 Discrete-Continuous Models of Consumer Demand
by Hanemann, W Michael
- 563-578 Commodity Price Stabilization in Imperfect or Cartelized Markets
by Newbery, David M
- 579-597 The Nonparametric Approach to Production Analysis
by Varian, Hal R
- 599-630 A Reformulation of the Marginal Productivity Theory of Distribution
by Ostroy, Joseph M
- 631-645 Occupational Choice under Uncertainty
by Siow, Aloysius
- 647-663 Some Generalized Functions for the Size Distribution of Income
by McDonald, James B
- 665-680 Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
by Buiter, Willem H
- 681-700 Pseudo Maximum Likelihood Methods: Theory
by Gourieroux, Christian & Monfort, Alain & Trognon, Alain
- 701-720 Pseudo Maximum Likelihood Methods: Applications to Poisson Models
by Gourieroux, Christian & Monfort, Alain & Trognon, Alain
- 721-736 The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances
by Prucha, Ingmar R & Kelejian, Harry H
- 737-760 Censored Normal Regression with Measurement Error on the Dependent Variable
by Stapleton, David C & Young, Douglas J
- 761-766 A Class of Decomposable Poverty Measures
by Foster, James & Greer, Joel & Thorbecke, Erik
March 1984, Volume 52, Issue 2
- 271-320 A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
by Heckman, James & Singer, Burton
- 321-343 Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System
by Brown, Bryan W & Mariano, Roberto S
- 345-362 An Econometric Analysis of Residential Electric Appliance Holdings and Consumption
by Dubin, Jeffrey A & McFadden, Daniel L
- 363-389 Dynamic Hours of Work Functions for Husbands, Wives, and Single Females
by Johnson, Terry R & Pencavel, John H
- 391-418 Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability
by Lee, Lung-Fei & Porter, Robert H
- 419-426 Interpolation from Grouped Data for Unimodal Densities
by Krieger, Abba M & Gastwirth, Joseph L
- 427-448 Testing a Subset of Coefficients in a Structural Equation
by Morimune, Kimio & Tsukuda, Yoshihiko
- 449-460 Investment and Wages in the Absence of Binding Contracts: A Nash Bargining Approach
by Grout, Paul A
- 461-487 Two-Person Bargaining Problems with Incomplete Information
by Myerson, Roger B
- 489-506 An Open-Access Fishery with Rational Expectations
by Berck, Peter & Perloff, Jeffrey M
- 507-530 A Competitive Model of Commodity Differentiation
by Jones, Larry E
- 531-534 Proportional Projections in Limited Dependent Variable Models
by Chung, Ching-Fan & Goldberger, Arthur S
January 1984, Volume 52, Issue 1
- 1-20 Money in Search Equilibrium
by Diamond, Peter A
- 21-45 Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard
by Prescott, Edward C & Townsend, Robert M
- 47-57 Stability and Polarization of Interests in Job Matching
by Roth, Alvin E
- 59-86 Effective Policy Tools and Quantity Controls
by Guesnerie, Roger & Roberts, Kevin
- 87-100 Noncooperative Collusion under Imperfect Price Information
by Green, Edward J & Porter, Robert H
- 101-121 Cost Reduction, Competition, and Industry Performance
by Spence, Michael
- 123-141 The Size of Dynamic Econometric Models
by Balasko, Yves
- 143-161 Nonlinear Regression with Dependent Observations
by White, Halbert & Domowitz, Ian
- 163-183 Consistent Sets of Estimates for Regressions with Errors in All Variables
by Klepper, Steven & Leamer, Edward E
- 185-202 On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
by Hillier, Grant H & Kinal, Terrence W & Srivastava, V K
- 203-207 On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
by Prucha, Ingmar R
- 209-215 Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown
by Dufour, Jean-Marie
- 217-222 Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models
by Knight, John L
- 223-228 Multiple Stable Equilibria in an Optimizing Perfect-Foresight Model
by Obstfeld, Maurice
November 1983, Volume 51, Issue 6
- 1605-1633 Identification and Lack of Identification
by Sargan, J D
- 1635-1659 Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
by Bhargava, Alok & Sargan, J D
- 1661-1676 An Econometric Analysis of Reservation Wages
by Lancaster, Tony & Chesher, Andrew
- 1677-1698 Discontinuous Distributions and Missing Persons: The Minimum Wage and Unemployed Youth
by Meyer, Robert H & Wise, David A
- 1699-1730 Price Elasticities for Local Telephone Calls
by Park, Rolla Edward & Wetzel, Bruce M & Mitchell, Bridger M
- 1731-1751 An Elasticity Can Be Estimated Consistently without A Priori Knowledge of Functional Form
by Elbadawi, Ibrahim & Gallant, A Ronald & Souza, Geraldo
- 1753-1765 Independence of Allocative Efficiency from Distribution in the Theory of Public Goods
by Bergstrom, Theodore C & Cornes, Richard C
- 1767-1797 Mechanism Design by an Informed Principal
by Myerson, Roger B
- 1799-1819 Efficient and Durable Decision Rules with Incomplete Information
by Holmstrom, Bengt & Myerson, Roger B
- 1821-1837 Stationary Optimal Policies with Discounting in a Stochastic Activity Analysis Model
by Majumdar, Mukul K & Radner, Roy
- 1839-1845 Energy Price Uncertainty and Optimal Factor Intensity: A Mean-Variance Analysis
by Abel, Andrew B
- 1847-1849 Identification in the Linear Errors in Variables Model
by Kapteyn, Arie & Wansbeek, Tom
September 1983, Volume 51, Issue 5
- 1251-1279 Expectations, Plans, and Realizations in Theory and Practice
by Nerlove, Marc
- 1281-1304 Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
by Chamberlain, Gary & Rothschild, Michael
- 1305-1323 Funds, Factors, and Diversification in Arbitrage Pricing Models
by Chamberlain, Gary
- 1325-1343 On the Efficient Markets Hypothesis
by Jordan, J S
- 1345-1361 Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
by Huberman, Gur & Ross, Stephen
- 1363-1387 The Determination of Spot and Futures Prices with Storable Commodities
by Turnovsky, Stephen J
- 1389-1405 Efficient, Anonymous, and Neutral Group Decision Procedures
by Armbruster, Walter & Boge, Werner
- 1407-1416 The Theory of Syndicates and Linear Sharing Rules
by Amershi, Amin H & Stoeckenius, Jan H W
- 1417-1437 The Determination of the Union Status of Workers
by Farber, Henry S
- 1439-1448 Strategic Considerations in Invention and Innovation: The Case of Natural Resources
by Dasgupta, Partha & Gilbert, Richard & Stiglitz, Joseph
- 1449-1467 Technical Progress and Structural Change in the Swedish Cement Industry 1955-1979
by Forsund, Finn R & Hjalmarsson, Lennart
- 1469-1483 Natural Oligopolies
by Shaked, Avner & Sutton, John
- 1485-1504 A Difficulty with the Optimum Quantity of Money
by Bewley, Truman
- 1505-1525 ERAs: A New Approach to Small Sample Theory
by Phillips, Peter C B
- 1527-1549 Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation
by Hausman, Jerry A & Taylor, William E
- 1551-1567 A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
by Sargan, John D & Mehta, Fatemeh
- 1569-1575 The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
by Powell, James L
- 1577-1582 Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients
by Tanaka, Katsuto
- 1583-1591 Dynamic Effects of a Shift in Savings; The Role of Firms
by Blanchard, Olivier J
- 1593-1596 The Utility Function and the Superneutrality of Money on the Transition Path [Capital Accumulation on the Transition Path in a Monetary Optimizing Model]
by Asako, Kazumi
July 1983, Volume 51, Issue 4
- 895-917 Regularity and Index Theory for Economies with Smooth Production Technologies
by Kehoe, Timothy J
- 919-938 On the Informational Size of Message Spaces for Efficient Resource Allocation Processes
by Chander, Parkash
- 939-954 Large Indivisibles: An Analysis with Respect to Price Equilibrium and Fairness
by Svensson, Lars-Gunnar
- 955-969 Equilibrium Price Dispersion
by Burdett, Kenneth & Judd, Kenneth L
- 971-980 Price Responsiveness and Market Conditions
by Braulke, Michael
- 981-996 Equilibrium Limit Pricing: The Effects of Private Information and Stochastic Demand
by Matthews, Steven A & Mirman, Leonard J
- 997-1019 On the "Law of Demand."
by Hildenbrand, Werner
- 1021-1031 On State Dependent Preferences and Subjective Probabilities
by Karni, Edi & Schmeidler, David & Vind, Karl
- 1033-1046 Collective Probabilistic Judgements
by Barbera, Salvador & Valenciano, Federico
- 1047-1064 Endogenous Formation of Coalitions
by Hart, Sergiu & Kurz, Mordecai
- 1065-1092 A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
by Chew, Soo Hong
- 1093-1108 The Influence of Classification and Observation Errors on the Measurement of Income Inequality
by van Praag, Bernard M S & Hagenaars, Aldi J M & van Eck, Wim
- 1109-1119 Agglomeration as Local Instability of Spatially Uniform Steady-States
by Papageorgiou, Yorgo Y & Smith, Terrence R
- 1121-1144 Investment Selection with Imperfect Capital Markets
by Cantor, David G & Lippman, Steven A
- 1145-1168 Computable Qualitative Comparative Static Techniques
by Ritschard, Gilbert
- 1169-1185 Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
by Fair, Ray C & Taylor, John B
- 1187-1207 The Properties of the Parameterization of ARMAX Systems and Their Relevance for Structural Estimation and Dynamic Specification
by Deistler, Manfred
- 1209-1219 Specification Error Analysis with Stochastic Regressors
by Kinal, Terrence & Lahiri, Kajal
- 1221-1231 Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean
by Tanaka, Katsuto
- 1233-1242 Heteroscedasticity in Models with Lagged Dependent Variables
by Nicholls, D F & Pagan, A R
May 1983, Volume 51, Issue 3
- 537-551 A Model of Stochastic Process Switching
by Flood, Robert P & Garber, Peter M
- 553-563 Testing Rational Expectations and Efficiency in the Foreign Exchange Market
by Baillie, Richard T & Lippens, Robert E & McMahon, Patrick C
- 565-574 Expectations, Demand, and Observability
by Polemarchakis, Heraklis M
- 575-584 Efficient Exchange with a Variable Number of Consumers
by Schweizer, Urs
- 585-598 Input-Output Analysis and Technical Change
by Craven, John
- 599-610 Inventories and Price Inflexibility
by Kawasaki, Seiichi & McMillan, John & Zimmermann, Klaus F
- 611-636 Capital Market Equilibrium with Personal Tax
by Constantinides, George M
- 637-645 A Financial Theory of Investment Behavior
by Steigum, Erling, Jr
- 647-674 The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing
by Epstein, Larry G & Denny, Michael G S
- 675-692 An Intertemporal Model of Saving and Investment
by Abel, Andrew B & Blanchard, Olivier J
- 693-729 Equilibrium Trajectories of Economic Growth
by Polterovich, V M
- 731-749 The Impact of Exogenous Child Mortality on Fertility: A Waiting Time Regression with Dynamic Regressors
by Olsen, Randall J & Wolpin, Kenneth I
- 751-763 More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
by Cragg, John G
- 765-782 Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
by Cosslett, Stephen R
- 783-798 Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments
by Hayashi, Fumio & Sims, Christopher A
- 799-820 Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle
by Sargan, J D & Bhargava, Alok
- 821-841 Approximate Distributions of k-Class Estimators When the Degree of Overidentifiability Is Large Compared with the Sample Size
by Morimune, Kimio
- 843-850 The Recovery of Risk Preferences from Actual Choices
by Wolf, Charles & Pohlman, Larry
- 851-856 Necessary and Sufficient Conditions for Conditional Cost Functions
by Browning, M J
March 1983, Volume 51, Issue 2
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