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Content
January 2004, Volume 72, Issue 1
- 77-92 Precautionary Bidding in Auctions
by Péter Esö & Lucy White - 93-118 Information-Based Relative Consumption Effects
by Larry Samuelson - 119-158 Self-Control and the Theory of Consumption
by Faruk Gul & Wolfgang Pesendorfer - 159-217 Worms: Identifying Impacts on Education and Health in the Presence of Treatment Externalities
by Edward Miguel & Michael Kremer - 219-255 Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
by Whitney K. Newey & Richard J. Smith - 257-279 Random Matching Under Dichotomous Preferences
by Anna Bogomolnaia & Herve Moulin - 281-294 Notes and Comments the Amsterdam Auction
by Jacob K. Goeree & Theo Offerman - 295-306 Random Effects Estimators with many Instrumental Variables
by Gary Chamberlain & Guido Imbens - 336-338 The Econometric Society Annual Reports Report of the Editors 2002-2003
by Eddie Dekel & Glenn Ellison & Joel Horowitz & Costas Meghir & Andrew Postlewaite
November 2003, Volume 71, Issue 6
- 1619-1660 Long Cheap Talk
by Robert J. Aumann & Sergiu Hart - 1661-1694 End-of-Sample Instability Tests
by D. W. K. Andrews - 1695-1725 The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity
by Marc J. Melitz - 1727-1766 Cointegration in Fractional Systems with Unknown Integration Orders
by P. M. Robinson & J. Hualde - 1767-1793 Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
by Felix Kubler & Karl Schmedders - 1795-1843 Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
by Chunrong Ai & Xiaohong Chen - 1845-1895 Bootstrap Unit Root Tests
by Joon Y. Park - 1897-1908 A Subjective Spin on Roulette Wheels
by Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi - 1909-1911 The Existence of Subgame-Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Comment
by Erzo G. J. Luttmer & Thomas Mariotti
September 2003, Volume 71, Issue 5
- 1307-1338 Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
by Keisuke Hirano & Jack R. Porter - 1339-1375 Nonparametric Estimation of Nonadditive Random Functions
by Rosa L. Matzkin - 1377-1404 Equilibrium Wage-Tenure Contracts
by Ken Burdett & Melvyn Coles - 1405-1441 Identification in Nonseparable Models
by Andrew Chesher - 1443-1489 Estimation of a Dynamic Auction Game
by Mireia Jofre-Bonet & Martin Pesendorfer - 1491-1517 The Nonparametric Identification of Treatment Effects in Duration Models
by Jaap H. Abbring & Gerard J. van den Berg - 1519-1555 Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
by Juan Pablo RincÛn-Zapatero & Carlos RodrÌguez-Palmero - 1557-1563 Aggregating Infinite Utility Streams with InterGenerational Equity: The Impossibility of Being Paretian
by Kaushik Basu & Tapan Mitra - 1565-1578 Instrumental Variable Estimation of Nonparametric Models
by Whitney K. Newey & James L. Powell - 1579-1589 The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
by Geert Ridder & Tiemen M. Woutersen - 1591-1608 Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
by Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom
July 2003, Volume 71, Issue 4
- 989-1026 Games Played Through Agents
by Andrea Prat & Aldo Rustichini - 1027-1048 A Conditional Likelihood Ratio Test for Structural Models
by Marcelo J. Moreira - 1049-1082 Bootstrap Methods for Markov Processes
by Joel L. Horowitz - 1083-1119 Signaling and Election Motivations in a Voting Model with Common Values and Responsive Candidates
by Ronny Razin - 1121-1159 The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
by Javier Alvarez & Manuel Arellano - 1161-1189 Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
by Keisuke Hirano & Guido W. Imbens & Geert Ridder - 1191-1214 Isotone Equilibrium in Games of Incomplete Information
by David McAdams - 1215-1238 Bayesian Inference for Hospital Quality in a Selection Model
by John Geweke & Gautam Gowrisankaran & Robert J. Town - 1239-1254 Computing Supergame Equilibria
by Kenneth L. Judd & Sevin Yeltekin & James Conklin - 1255-1267 Finite Order Implications of Common Priors
by Barton L. Lipman - 1269-1286 Tests for Unit Roots and the Initial Condition
by Ulrich K. M¸ller & Graham Elliott - 1287-1297 Frontiers of Stochastically Nondominated Portfolios
by Andrzej Ruszczynski & Robert J. Vanderbei
May 2003, Volume 71, Issue 3
- 731-756 Directed Matching and Monetary Exchange
by Dean Corbae & Ted Temzelides & Randall Wright - 757-791 Robust Predictions for Bilateral Contracting with Externalities
by Ilya Segal & Michael D. Whinston - 793-811 Bargaining without a Common Prior-An Immediate Agreement Theorem
by Muhamet Yildiz - 813-855 Residual-Based Block Bootstrap for Unit Root Testing
by Efstathios Paparoditis & Dimitris N. Politis - 857-871 Implementation with Near-Complete Information
by Kim-Sau Chung & Jeffrey C. Ely - 873-903 Deterministic Approximation of Stochastic Evolution in Games
by Michel BenaÔm & J–rgen W. Weibull - 905-932 Inference in Censored Models with Endogenous Regressors
by Han Hong & Elie Tamer - 933-946 Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm
by Peter Arcidiacono & John Bailey Jones - 955-958 The Econometric Society Annual Reports, 2002 Report of the President
by Guy Laroque - 965-988 Fellows of the Econometric Society
by Econometric Society
March 2003, Volume 71, Issue 2
- 449-481 On Modes of Economic Governance
by Avinash Dixit - 483-549 The Effects of Random and Discrete Sampling when Estimating Continuous--Time Diffusions
by Yacine Ait--Sahalia & Per A. Mykland - 551-578 The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
by Andrew B. Abel - 579-625 Modeling and Forecasting Realized Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys - 627-673 Empirical Limits for Time Series Econometric Models
by Werner Ploberger & Peter C. B. Phillips - 675-712 A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter
by Donald W. K. Andrews & Patrik Guggenberger - 713-721 The Law of Demand and Risk Aversion
by John K.H. Quah
January 2003, Volume 71, Issue 1
- 1-26 Inductive Inference: An Axiomatic Approach
by Itzhak Gilboa & David Schmeidler - 27-70 A Structural Model of Government Formation
by Daniel Diermeier & Hulya Eraslan & Antonio Merlo - 71-104 Consistent Tests for Stochastic Dominance
by Garry F. Barrett & Stephen G. Donald - 105-133 Disclosures and Asset Returns
by Hyun Song Shin - 135-171 Inferential Theory for Factor Models of Large Dimensions
by Jushan Bai - 173-204 Bubbles and Crashes
by Dilip Abreu & Markus K. Brunnermeier - 205-240 Nonparametric Engel Curves and Revealed Preference
by Richard W. Blundell & Martin Browning & Ian A. Crawford - 241-283 Fully Nonparametric Estimation of Scalar Diffusion Models
by Federico M. Bandi & Peter C. B. Phillips - 285-317 Inference in Arch and Garch Models with Heavy--Tailed Errors
by Peter Hall & Qiwei Yao - 319-343 Equivalence Scales Reconsidered
by Udo Ebert & Patrick Moyes - 345-353 Randomization, Communication, and Efficiency in Repeated Games with Imperfect Public Monitoring
by Kandori Michihiro - 355-364 Micro--Level Estimation of Poverty and Inequality
by Chris Elbers & Jean O. Lanjouw & Peter Lanjouw - 365-375 Consumption--Savings Decisions with Quasi--Geometric Discounting
by Per Krusell & Anthony A. Smith, Jr. - 377-383 The Influence of Var Dimensions on Estimator Biases: Comment
by Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg - 385-386 Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
by Karim M. Abadir & Kaddour Hadri & Elias Tzavalis - 387-390 Optimal Contracts when Enforcement is a Decision Variable: A Comment
by Tridib Sharma - 391-393 Optimal Contracts when Enforcement is a Decision Variable: A Reply
by Stefan Krasa & Anne P. Villamil - 395-397 Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum
by Donald W. K. Andrews - 399-407 The Determinants of Econometric Society Fellows Elections
by Daniel S. Hamermesh & Peter Schmidt - 435-437 Report of the Editors 2001-2002
by Editors
November 2002, Volume 70, Issue 6
- 2107-2140 Identification of Standard Auction Models
by Susan Athey & Philip A. Haile - 2141-2166 Two Competing Models of How People Learn in Games
by Ed Hopkins - 2167-2195 A Game-Theoretic View of the Fiscal Theory of the Price Level
by Marco Bassetto - 2197-2224 Optimal Auction with Resale
by Charles Zhoucheng Zheng - 2225-2264 Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
by Martin F. Hellwig & Klaus M. Schmidt - 2265-2294 On the Global Convergence of Stochastic Fictitious Play
by Josef Hofbauer & William H. Sandholm - 2295-2350 Equilibrium Wage Dispersion with Worker and Employer Heterogeneity
by Fabien Postel-Vinay & Jean-Marc Robin - 2351-2366 The Law of Large Demand for Information
by Giuseppe Moscarini & Lones Smith - 2367-2420 Mobility and the Return to Education: Testing a Roy Model with Multiple Markets
by Gordon B. Dahl - 2421-2453 Informational Size and Incentive Compatibility
by Richard McLean & Andrew Postlewaite - 2455-2480 Nonparametric Estimation with Nonlinear Budget Sets
by Soren Blomquist & Whitney Newey - 2481-2488 Rationalizing Choice Functions By Multiple Rationales
by Gil Kalai & Ariel Rubinstein & Ran Spiegler - 2489-2497 Efficient Resource Allocation on the Basis of Priorities
by Haluk I. Ergin - 2499-2517 Estimation of a Censored Dynamic Panel Data Model
by Luojia Hu
September 2002, Volume 70, Issue 5
- 1711-1740 Communication and Equilibrium in Discontinuous Games of Incomplete Information
by Matthew O. Jackson & Leo K. Simon & Jeroen M. Swinkels & William R. Zame - 1741-1779 Technology, Geography, and Trade
by Jonathan Eaton & Samuel Kortum - 1781-1803 Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
by Frank Kleibergen - 1805-1839 Does Market Incompleteness Matter?
by David K. Levine & William R. Zame - 1841-1863 The Optimality of a Simple Market Mechanism
by Mark A. Satterthwaite & Steven R. Williams - 1865-1892 The Ex Ante Incentive Compatible Core in the Absence of Wealth Effects
by Francoise Forges & Jean-Francois Mertens & Rajiv Vohra - 1893-1927 Computational Complexity and Communication: Coordination in Two-Player Games
by Amparo Urbano & Jose E. Vila - 1929-1961 A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
by Soren Johansen - 1963-2006 A Fractional Dickey-Fuller Test for Unit Roots
by Juan J. Dolado & Jesus Gonzalo & Laura Mayoral - 2007-2023 Existence and Uniqueness of Maximal Reductions Under Iterated Strict Dominance
by Martin Dufwenberg & Mark Stegeman - 2025-2034 Coarse Matching
by R. Preston McAfee - 2035-2051 Weighted Minimum Mean-Square Distance from Independence Estimation
by Donald J. Brown & Marten H. Wegkamp - 2053-2063 Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
by Bo E. Honore & Arthur Lewbel - 2065-2074 General Equilibrium Comparative Statics
by John H. Nachbar - 2075-2091 Unobserved Ability and the Return to Schooling
by Christian Belzil & Jörgen Hansen - 2093-2095 Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
by Nicholas M. Kiefer & Timothy J. Vogelsang - 2097-2099 Simple Robust Testing of Regression Hypotheses: A Comment
by Karim M. Abadir & Paolo Paruolo
July 2002, Volume 70, Issue 4
- 1299-1340 Architecture of Power Markets
by Robert Wilson - 1341-1378 The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics
by Alvin E. Roth - 1379-1401 Multiple Referrals and Multidimensional Cheap Talk
by Marco Battaglini - 1403-1443 Ambiguity, Risk, and Asset Returns in Continuous Time
by Zengjing Chen & Larry Epstein - 1445-1476 On the Internal Structure of Cities
by Robert E. Lucas & Esteban Rossi-Hansberg - 1477-1517 On the Role of Outside Options in Bargaining with Obstinate Parties
by Olivier Compte & Philippe Jehiel - 1519-1543 Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
by Victor Aguirregabiria & Pedro Mira - 1545-1581 Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
by Javier Hidalgo & Peter M. Robinson - 1583-1612 Inference on the Quantile Regression Process
by Roger Koenker & Zhijie Xiao - 1613-1638 Collateral Avoids Ponzi Schemes in Incomplete Markets
by Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez - 1639-1657 Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large
by Jinyong Hahn & Guido Kuersteiner - 1659-1673 The Revelation and Delegation Principles in Common Agency Games
by David Martimort & Lars Stole - 1675-1682 Information Aggregation in Common Value Auctions
by Ilan Kremer - 1683-1697 Rank Estimation of Transformation Models
by Songnian Chen
May 2002, Volume 70, Issue 3
- 855-882 Schumpeterian Growth Theory and the Dynamics of Income Inequality
by Philippe Aghion - 883-905 Do Political Institutions Shape Economic Policy?
by Torsten Persson - 907-928 International Business Cycles with Endogenous Incomplete Markets
by Patrick J. Kehoe & Fabrizio Perri - 929-969 Dynamic Monetary Equilibrium in a Random Matching Economy
by Edward J. Green & Ruilin Zhou - 971-1005 An Experimental Study of Belief Learning Using Elicited Beliefs
by Yaw Nyarko & Andrew Schotter - 1007-1033 Information Acquisition and Efficient Mechanism Design
by Dirk Bergemann & Juuso Valimaki - 1035-1065 Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
by Benedikt M. Poetscher - 1067-1109 Band Spectral Regression with Trending Data
by Dean Corbae & Sam Ouliaris & Peter C. B. Phillips - 1111-1153 Spatial Price Competition: A Semiparametric Approach
by Joris Pinkse & Margaret E. Slade & Craig Brett - 1155-1198 A Theory of Diversity
by Klaus Nehring & Clemens Puppe - 1199-1212 An Efficient Auction
by Motty Perry & Philip J. Reny - 1213-1219 A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
by Eugenio S. A. Bobenrieth H. & Juan R. A. Bobenrieth H. & Brian D. Wright - 1221-1233 Welfare Rankings in the Presence of Contaminated Data
by Frank A. Cowell & Maria-Pia Victoria-Feser - 1235-1243 Testing Lorenz Curves with Non-Simple Random Samples
by Buhong Zheng - 1245-1251 Nonexistence of Constrained Efficient Equilibria When Markets are Incomplete
by Egbert Dierker & Hildegard Dierker & Birgit Grodal - 1253-1254 Preserving Log-Concavity Under Convolution: Comment
by Eugenio J. Miravete - 1255-1261 The 2002 Frisch Medal Award
by Econometric Society - 1275-1297 Fellows of the Econometric Society January 2002
by Econometric Society
March 2002, Volume 70, Issue 2
- 439-480 Anchoring Economic Predictions in Common Knowledge
by R. Guesnerie - 481-517 Tax and Education Policy in a Heterogeneous-Agent Economy: What Levels of Redistribution Maximize Growth and Efficiency?
by Roland Benabou - 519-546 Inference on Regressions with Interval Data on a Regressor or Outcome
by Charles F. Manski & Elie Tamer - 547-582 The Time Structure of Self-Enforcing Agreements
by Debraj Ray - 583-601 Envelope Theorems for Arbitrary Choice Sets
by Paul Milgrom & Ilya Segal - 603-629 Measuring the Dynamic Efficiency Costs of Regulators' Preferences: Municipal Water Utilities in the Arid West
by Christopher Timmins - 631-662 Quadratic Concavity and Determinacy of Equilibrium
by Chris Shannon & William R. Zame - 663-691 Shift Restrictions and Semiparametric Estimation in Ordered Response Models
by Roger W. Klein & Robert P. Sherman - 693-715 Computing Normal Form Perfect Equilibria for Extensive Two-Person Games
by Bernhard von Stengel & Antoon van den Elzen & Dolf Talman - 717-736 A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
by Mohammed Abdellaoui - 737-753 Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism
by James Andreoni & John Miller - 755-764 Probabilistic Sophistication and Multiple Priors
by Massimo Marinacci - 765-779 Nonparametric Censored and Truncated Regression
by Arthur Lewbel & Oliver Linton - 781-799 Semiparametric Bayesian Inference in Autoregressive Panel Data Models
by Keisuke Hirano - 801-816 Identifying Dynamic Discrete Decision Processes
by Thierry Magnac & David Thesmar - 817-831 Discrete Choice in Continuous Time: Implications of an Intertemporal Version of the Iia Property
by John K. Dagsvik - 833-844 Comparative Statics by Adaptive Dynamics and the Correspondence Principle
by Federico Echenique
January 2002, Volume 70, Issue 1
- 1-45 The Mirrlees Approach to Mechanism Design with Renegotiation (with Applications to Hold-up and Risk Sharing)
by Ilya Segal & Michael D. Whinston - 47-89 Consumption Over the Life Cycle
by Pierre-Olivier Gourinchas & Jonathan A. Parker - 91-117 Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
by Alberto Abadie & Joshua Angrist & Guido Imbens - 119-162 Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators
by Donald W. K. Andrews - 163-189 A New Specification Test for the Validity of Instrumental Variables
by Jinyong Hahn & Jerry Hausman - 191-221 Determining the Number of Factors in Approximate Factor Models
by Jushan Bai & Serena Ng - 223-262 Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
by Yacine Ait-Sahalia - 263-284 Individual Sense of Justice: A Utility Representation
by Edi Karni & Zvi Safra - 285-329 Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
by J. Rust & J. F. Traub & H. Wozniakowski - 331-341 Independence, Monotonicity, and Latent Index Models: An Equivalence Result
by Edward Vytlacil - 343-355 On the Value of Competition in Procurement Auctions
by Olivier Compte & Philippe Jehiel - 357-368 Regressions, Short and Long
by Philip J. Cross & Charles F. Manski - 369-375 An Impossibility Theorem Concerning Multilateral International Comparison of Volumes
by Matthijs van Veelen - 377-391 Bootstrapping Autoregressive Processes with Possible Unit Roots
by Atsushi Inoue & Lutz Kilian - 393-396 Comment on: "Do Sunspots Matter When Spot Market Equilibria Are Unique?"
by Richard C. Barnett & Eric O'N. Fisher
November 2001, Volume 69, Issue 6
- 1403-1435 Temptation and Self-Control
by Faruk Gul & Wolfgang Pesendorfer - 1437-1465 Interjurisdictional Sorting and Majority Rule: An Empirical Analysis
by Dennis Epple & Thomas Romer & Holger Sieg - 1467-1489 A Dynamic Equilibrium Model of International Portfolio Holdings
by Angel Serrat - 1491-1518 Sequential Equilibria in a Ramsey Tax Model
by Christopher Phelan & Ennio Stacchetti - 1519-1554 LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
by Serena Ng & Pierre Perron - 1555-1596 Threshold Autoregression with a Unit Root
by Mehmet Caner & Bruce E. Hansen - 1597-1628 An Evaluation of Econometric Models of Adaptive Learning
by Timothy C. Salmon - 1629-1644 The Optimal Level of Experimentation
by Giuseppe Moscarini & Lones Smith - 1645-1659 Combining Panel Data Sets with Attrition and Refreshment Samples
by Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin - 1661-1672 Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
by Yuichi Kitamura - 1673-1683 The Value of Public Information in Monopoly
by Marco Ottaviani & Andrea Prat - 1685-1696 On the Failure of Core Convergence in Economies with Asymmetric Information
by Roberto Serrano & Rajiv Vohra & Oscar Volij - 1697-1709 Household Gasoline Demand in Canada
by Adonis Yatchew & Joungyeo Angela No
September 2001, Volume 69, Issue 5
- 1127-1160 Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems
by Card, David - 1161-1191 Choosing the Number of Instruments
by Donald, Stephen G & Newey, Whitney K - 1193-1235 Cognition and Behavior in Normal-Form Games: An Experimental Study
by Costa-Gomes, Miguel & Crawford, Vincent P & Broseta, Bruno - 1237-1259 Efficient Design with Interdependent Valuations
by Jehiel, Philippe & Moldovanu, Benny - 1261-1281 Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'Curse' of Dimensionality
by Pakes, Ariel & McGuire, Paul - 1283-1314 Subsampling Intervals in Autoregressive Models with Linear Time Trend
by Romano, Joseph P & Wolf, Michael - 1315-1332 Common Knowledge with Monotone Statistics
by Bergin, James - 1333-1347 Any Inspection Is Manipulable
by Lehrer, Ehud - 1349-1372 Common Agency and the Revelation Principle
by Peters, Michael - 1373-1380 Robust Equilibria of Potential Games
by Ui, Takashi - 1381-1389 More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
by Woglom, Geoffrey - 1391-1395 Implementing the First Best in an Agency Relationship with Renegotiation: A Corrigendum
by Edlin, Aaron S & Hermalin, Benjamin E