ECONOMETRICA - Antérieurs à 2005

2004

Vol. 72 - n° 6 - November 2004

  • KALAI Ehud - Large Robust Games, pp. 1631 - 1666
  • KITAMURA Yuichi, TRIPATHI Gautam, AHN Hyungtaik - Empirical Likelihood-Based Inference in Conditional Moment Restriction Models, pp. 1667 - 1714
  • GLAZER Jacob, RUBINSTEIN Ariel - On Optimal Rules of Persuasion, pp. 1715 - 1736
  • DUCLOS Jean-Yves, ESTEBAN Joan, RAY Debraj - Polarization: Concepts, Measurement, Estimation, pp. 1737 - 1772
  • DUFFIE Darrell, GLYNN Peter - Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals, pp. 1773 - 1808
  • MARMOL Francesc, VELASCO Carlos - Consistent Testing of Cointegrating Relationships, pp. 1809 - 1844

Notes and comments

  • IMBENS Guido W., MANSKI Charles F. - Confidence Intervals for Partially Identified Parameters, pp. 1845 - 1858
  • MAGNAC Thierry - Panel Binary Variables and Sufficiency: Generalizing Conditional Logit, pp. 1859 - 1876
  • NEWEY Whitney K. - Efficient Semiparametric Estimation via Moment Restrictions, pp. 1877 - 1898
  • LEE Lung-Fei: Asymptomic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models, pp. 1899 - 1925

Corrigendum

  • JACKSON Matthew O., SIMON Leo K., SWINKELS Jeroen M., ZAME William R. - Corrigendum to "Communication and Equilibrium in Discontinous Games of Incomplete Information", pp. 1927 - 1930

(résumés du n° 6/2004 )

Vol. 72 - n° 5 - September 2004

  • MANSKI F. Charles - Measuring Expectations, pp. 1329-1376
  • COLLIN-DUFRESNE P, GOLDSTEIN R., HUGONNIER J. - A general formula for valuing defautable securities, pp. 1377-1408
  • CHATTOPADHAYA Raghabendra, DUFLO Esther - Woman as policy makers: Evidence from a rondomized models, pp. 1409-1445
  • CHERNOZHUKOV Victor, HONG Han - Loklihood estimation and inference in a class of nonregular econometric models, pp. 1446-1480
  • FIORENTINNI Gabriele, SENTANA Enrique, SHEPHARD Neil - Liklihood-based estimation of latent generelized ARCH structures, pp.1481-1518
  • HONG Yongmiao, KAO Chihwa - Wavelet-based testing for serial correlation of unknown form in panel models, pp. 1519-1564
  • Notes and comments
  • KALAI Gil - Social indeterminacy, pp. 1565-1582
  • HEINEMANN Frank, NAGEL Rosemarie, OCKENFELS Peter - The theory of global games on test: Experimental analysis of coordination games with public and private information,    pp. 1583-1600
  • A. DOMINGUEZ Manuel, N. LABATO Ignacio - Consistent estimation of models defined by conditional moment restrictions,  pp.1601-1616
  • MEZZETTI Claudio - Mechanism design with interdependent valuations: Efficiency,  pp. 1617-1626

(résumés du n° 5/2004)

Vol. 72 - n° 4 - June  2004

  • ALLEN Franklin, GALE Douglas - Financial Intermediaries and Markets, pp. 1023-1062
  • CHE Yeon-Koo, SÁKOVICS Jozsef - A Dynamic Theory of Holdup, pp.1063-1104
  • RENY Philip J., ZAMIR Shmuel - On the Existence of Pure Strategy Monotone Equilibria in Asymmetric First-Price Auctions, pp. 1105-1126
  • BAI Jushan, NG Serena - A PANIC Attack on Unit Roots and Cointegration, pp.1127-1178
  • MOOKHERJEE Dilip, TSUMAGARI Masatoshi - The Organization of Supplier Networks: Effects of Delegation and Intermediation, pp.1179-1220
  • MANSKI Charles F. - Statistical Treatment Rules for Heterogeneous Populations, pp.1221-1246
  • HUBERMAN Gur, STANZL Werner - Price Manipulation and Quasi-Arbitrage, pp.1247-1276

Notes and Comments

  • COSSLETT Stephen R. - Efficient Semiparametric Estimation of Censored and Truncated Regressions via a Smoothed Self-Consistency Equation, pp.1277-1294
  • HAHN Jinyong, NEWEY Whitney - Jackknife and Analytical Bias Reduction for Nonlinear Panel Models,  pp.1295-1320

(résumés du n° 4/2004)

Vol. 72 - n° 3 - May  2004

  • ANDREWS Donald - the Block-Block Bootstrap: Improved Asymptotic Refinements, pp. 673-700
  • PARK In-Uck - Moral Hazard Contracting and Private Credit Markets, pp. 701-746
  • BROWN Martin, FALK Armin, FEHR Ernst -  Relational Contracts and the Nature of Market Interactions, pp. 747-780
  • HOUSER Daniel, KEANE Michael, McCABE Kevin - Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm, pp. 781-822
  • MATSUSHIMA Hitoshi  - Repeated Games with Private Monitoring: Two Players, pp. 823-852
  • MATSUYAMA Kiminori - Financial Market Globalization, Symmetry-Breaking, and Endogenous Inequality of Nations, pp. 853-884 
  • BARNDORFF-NIELSEN Ole E., SHEPHARD Neil - Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics, pp. 885-926

Notes and Comments

  • CONLON John R. - Simple Finite Horizon Bubbles Robust to Higher Order Knowledge, pp. 927-936
  • JANSSON Michael - The Error in Rejection Probability of Simple Autocorrelation Robust Tests, pp. 937-946
  • NEWEY Whitney K., HSIEH Fushing, ROBINS James M. - Twicing Kernels and a Small Bias Property of Semiparametric Estimators, pp. 947-962
  • PALACIOS-HUERTA Ignacio, VOLIJ Oscar  - The Measurement of Intellectual Influence, pp. 963-978

(résumés du n° 3/2004)

Vol. 72 - n° 2 - March  2004

  • GOOLSBEE Austan, PETRIN Amil - The -Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV, pp. 351-382
  • BÖRGERS Tilman, MORALES Antonio J., SARIN Rjiv - Expedient and Monotone Learning Rules, pp. 383-406
  • CRIPPS Martin W., MAILATH George J., SAMUELSON Larry - Imperfect Monitoring and Impermanent Reputations, pp. 407-432
  • BACK Kerry, BARUCH Shmuel - Information in Securities Markets: Kyle Meets Glosten and Milgrom, pp. 433-466
  • MOON Hyungsik  Roger, PHILIPS  Peter  C. B. - GMM Estimation of Autoregressive Roots Near Unity with Panel  Data, pp. 467-522
  • MAJUMDAR Dipjyoti, SEN  Arunava - Ordinally Bayesian Incentive Compatible Voting Rules, pp. 523-540
  • ALVAREZ Fernando, KEHOE  Parick J.,  NEUMEYER Pablo Andrés - The Time Consistency of Optimal Monetary and Fiscal Policies, pp. 541-568
  • ANDREWS Donald W.K., SUN Yixiao - Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence, pp. 569-614

Notes and Comments:

  • LIST John A. - Neoclassical Theory versus Prospect Theory: Evidence from the Marketplace, pp. 615-626
  • MANIQUET François, SPRUMONT Yves - Fair Production and Allocation of an Excludable Nonrival Good, pp. 627-640
  • JENSEN Soren Tolver, RAHBEK Anders - Asymptotic Normality of the QMLE - Estimator of ARCH in the Nonstationary Case, pp. 641-646
  • LÜTKEPOHL Helmut, SAIKKONEN Pentti, TRENKLER Carsten - Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time, pp. 647-670

(résumés du n° 2/2004)

Vol. 72 - n° 1 - January 2004

  • MEGHIR Costas, PISTAFERRI Luigi - Income Variance Dynamics and Heterogeneity, pp. 1-32
  • SCHENNACH Susanne M. - Estimation of Nonlinear Models with Measurement Error, pp. 33-76
  • ESÔ Peter, WHITE Lucy - Precautionary Bidding in Auctions, pp. 77-92
  • SAMUELSON Larry - Information-Based Relative Consumption Effects, pp. 93-118
  • GUL Faruk, PESENDORFER Wolfgang - Self-Control and the Theory of  Consumption, pp. 119-158
  • MIGUEL Edward, KREMER Michael - Worms: Identifying Impacts on Education and Health in the Presence of Treatment Externalities, pp. 159-218
  • NEWEY WHITNEY K., SMITH Richard J. - Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators, pp. 219-256
  • BOGOMOLNAIA Anna, MOULIN Herve - Random Matching Under Dichotomous Preferences, pp. 257-280

Notes and Comments:

  • GOEREE Jacob K., OFFERMAN Theo - The Amsterdam Auction, pp. 281-294
  • CHAMBERLAIN Gary, IMBENS Guido - Random Effects Estimators with Many Instrumental Variables, pp. 294-306

(résumés du n° 1/2004)

2003

Vol. 71 - n° 6 - novembre 2003

  • AUMANN Robert J., HART Sergiu - Long Cheap Talk, pp. 1619-1660
  • ANDREWS D.W.K. - End-of-Sample Instability Tests, pp. 1661-1694
  • MELITZ Marc J. - The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity, pp. 1695-1726
  • ROBINSON P.M., HUALDE J. - Cointegration in Fractional Systems with Unknown Integration Orders, pp. 1727-1766
  • KUBLER Felix, SCHMEDDERS Karl - Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and  Collateral, pp. 1767-1794
  • CHUNRONG Ai, CHEN Xiaohong - Efficient Estimation of Models with Conditional Moment restrictions Containing Unknown Functions, pp. 1795-1844
  • PARK Joon Y. - Bootstrap Unit Root Tests, pp. 1845-1896

Notes and Comments

  • GHIRARDATO Paolo, MACCHERONI fabio, MARINACCI Massimo, SINISCALCHI Marciano - A Subjective Spin on Roulette Wheels, pp. 1897-1908
  • LUTTMER Erzo G., MARIOTTI Thomas - The Existence of Subgame-Perfect Information: A Comment, pp. 1909-1912

Vol. 71 - n° 5 - septembre 2003

  • HIRAND Keisuke, PORTER Jack R. - Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support, pp. 1307-1338
  • MATZKIN Rosa L. - Nonparametric Estimation of Nonadditive Random Functions, pp. 1339-1376
  • BURDETT Ken, COLES Melvyn - Equilibrium Wage-Tenure Contracts, pp. 1377-1404
  • CHESHER Andrew - Identification  in Nonseparable Models, pp. 1405-1442
  • JOFRE-BONET Mireia, PESENDORFER Martin - Estimation of a Dynamic Auction  Game, pp. 1443-1490
  • ABBRING Jaap H., VAN DEN BERG Gerard J. - The Nonparametric Identification of Treatment Effects in Duration Models, pp. 1491-1518
  • RINCON-ZAPATERO Jean Pablo, RODRIGUEZ-PALMERO Carlos - Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case, pp. 1519-1556

Notes and Comments

  • BASU Kaushik, MITRA Tapan - Aggregating Infinite Utility Streams with Intergenerational Equity: The Impossibility of Being Paretian, pp. 1557-1564
  • NEWEY K. Whitney, POWELL James L. - Instrumental Variable Estimation of Nonparametric Models, pp. 1565-1578
  • RIDDER Geert, WOUTERSEN Tiemen M. - The Singularity of the Information Matrix of the Mixed Proportional Hazard Model, pp. 1579-1590
  • CHEN Xiaohong, LINTON Oliver, VAN KELLEGOM  Ingrid - Estimation of Semiparametric Models when the Criterion Function Is Not Smooth, pp. 1591-1608

Vol. 71 - n° 4 - juillet 2003

  • PRAT Andrea, RUSTICHINI Aldo - Games Played Through Agents, pp. 989-1026
  • MOREIRA Marcelo J. - A Conditional Likelihood Ratio Test for Structural Models, pp. 1027-1048
  • HOROWITZ Joel L. - Bootstrap Methods for Markov Processes, pp. 1049-1082
  • RAZIN Ronny - Signaling and Election Motivations in a Voting Model with Common Values and Responsive Candidates, pp. 1083-1120
  • ALVAREZ Javier, ARELLANO Manuel - The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators, pp. 1121-1160
  • HIRANO Keisuke, IMBENS Guido W., RIDDER Geert - Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score, pp. 1161-1190
  • McADAMS David - Isotone Equilibrium in Games of Incomplete Information, pp. 1191-1214
  • GEWEKE John, GOWRISANKARAN Gautam, TOWN Robert J. - Bayesian Inference for Hospital Quality in a Selection Model, pp. 1215-1238

Notes and Comments

  • JUDD Kenneth L., YELTEKIN Sevin, CONKLIN James - Computing Supergame Equilibria, pp. 1239-1254 
  • LIPMAN Barton L. - Finite Order Implications of Common Priors, pp. 1255-1268
  • MÜLLER Ulrich K. - Tests for Unit Roots and the Initial Condition, pp. 1269-1286
  • RUSZCZYNSKY Andrzej, VANDERBEI Robert J. - Frontiers of Stochastically Non-dominated Portfolios, pp. 1287-1298

Vol. 71 - n° 3 - mai 2003

  • CORBAE Dean, TEMZELIDES Ted, WRIGHT Randall - Directed Matching and Monetary Exchange, pp. 731-756
  • SEGAL Ilya, WHINSTON Michael D. - Robust Predictions for Bilateral Contracting with Externalities, pp. 575-792
  • YILDIZ Muhamet - Bargaining without a Common Prior- An Immediate Agreement Theorem, pp. 793-812
  • PAPARODITIS Efstathios, POLITIS Dimitris N. - Residual-Based Block Bootstrap for Unit Root Testing, pp. 813-856
  • CHUNG Kim-Sau, ELY Jeffrey C.  - Implementation with Near-Complete Information, pp. 857-872 
  • BENAÏM Michel, WEIBULL Jörgen W.  - Deterministic Approximation of Stochastic Evolution in Games, pp. 873-904

Notes and Comments

  • HONG Han, TAMER Elie - Inference in Censored Models with Endogenous Regressors, pp. 905-932
  • ARCIDIACONO Peter, BAILEY JONES John  - Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm, pp. 933-946

Vol. 71 - n° 2 - mars 2003

  • DIXIT Avinash - On Modes of Economic Governance, pp. 449-482
  • AÏT-SAHALIA Yacine, MYKLAND Per A. - The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions, pp. 483-550
  • ABEL Andrew B. - The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security, pp. 551-578
  • ANDERSEN Torben G., BOLLERSLEV Tim, DIEBOLD Francis X., LABYS Paul - Modeling and Forecasting Realized Volatility, pp. 579-626
  • PLOBERGER Werner, PHILLIPS  Peter C. B. - Empirical Limits for Time Series Econometric Models, pp. 627-674
  • ANDREWS Donald W. K., GUGGENBERGER Patrik  - A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory, pp. 675-712
  • QUAH John K.H. - The Law of Demand and Risk Aversion, pp. 713-722

Vol. 71 - n° 1 - janvier 2003

  • GILBOA Itzhak, SCHMEIDLER David - Inductive Inference: An Axiomatic Approach, pp. 1-26
  • DIERMEIER Daniel, ERASLAN Hülya, MERLO Antonio- A Structural Model of Government Formation, pp. 27-70
  • BARRETT Garry F., DONALD Stephen G. - Consistent Tests for Stochastic Dominance, pp. 71-104
  • SHIN Hyun Song - Disclosures and Asset Returns, pp. 105-134
  • BAI Jushan - Inferential Theory for Factor Models of Large Dimensions, pp. 135-172
  • ABREU Dilip, BRUNNERMEIER Markus K. - Bubbles and Crashes, pp. 173-204
  • BLUNDELL Richard W., BROWNING Martin, CRAWFORD Ian A. - Nonparametric Engel Curves and Revealed Preference, pp. 205-240
  • BANDI Federico M., PHILLIPS Peter C. B. - Fully Nonparametric Estimation of Scalar Diffusion Models, pp. 241-284
  • HALL Peter, YAO  Qiwei -  Inference in Arch and Garch Models with Heavy–Tailed Errors, pp. 285-318
  • EBERT Udo, MOYES Patrick - Equivalence Scales Reconsidered, pp. 319-344

Notes and Comments

  • MICHIHIRO Kandori - Randomization, Communication, and Efficiency in Repeated Games with Imperfect Public Monitoring, pp. 345-354
  • ELBERS Chris, LANJOUW Jean O.,  LANJOUW Peter - Micro–Level Estimation of Poverty and Inequality, pp. 355-364
  • KRUSELL Per, SMITH Anthony A. Jr. - Consumption–Savings Decisions with Quasi–Geometric Discounting, pp. 365-376
  • DOORNIK Jurgen A., NIELSEN Bent, ROTHENBERG Thomas J.  -  The Influence of Var Dimensions on Estimator Biases: Comment, pp. 377-384
  • ABADIR Karim M., HADRI Kaddour, TZAVALIS Elias - Rejoinder to Comment by Doornik, Nielsen, and Rothenberg , pp. 385-386
  • SHARMA Tridib - Optimal Contracts when Enforcement is a Decision Variable: A Comment 
  • KRASA Stefan, VILLAMIL Anne P. - Optimal Contracts when Enforcement is a Decision Variable: A Reply, pp. 391-394
  • ANDREWS Donald W. K. - Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum 

2002

Vol. 70 - n° 6 - novembre 2002

  • ATHEY Susan, HAILE Philip A. - Identification of Standard Auction Models, pp. 2107-2140
  • HOPKINS Ed. - Two Competing Models of How People Learn in Games, pp. 2141-2166
  • BASSETTO Marco  - A Game-Theoretic View of the Fiscal  Theory of the Price Level, pp. 2197-2224
  • HELLWIG F. Martin, SCHMIDT Klaus M.: - Discrete-Time  Approximations of the Holmström-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision, pp. 2225-2264
  • HOFBAUER Josef, SANDHOLM William H. - On the Global Convergence of Stochastic Fictitious Play, pp. 2265-2294
  • POSTEL-VINAY Fabien, ROBIN  Jean-Marc - Equilibrium Wage Dispersion with Worker and Employer Heterogeneity, pp. 2295-2350
  • MOSCARINI Giuseppe, SMITH Lones - The Law of Large Demand for Information, pp. 2351-2366
  • DAHL B. Gordon: - Mobility and the Return to Education: Testing a Roy Model with Multiple Markets, pp. 2367-2420
  • McLEAN Richard, POSTLEWAITE Andrew - Informational Size and Incentive Compatibility, pp. 2421-2454
  • BLOMQUIST Sören, NEWEY Whitney - Nonparametric Estimation with Nonlinear Budget Sets, pp. 2455-2480

Notes and Comments

  • KALAI Gil, RUBINSTEIN Ariel, SPEGLER Ran - Rationalizing Choice Functions by Multiple Rationales, pp. 2481-2488
  • ERGIN Haluk 1. - Efficient  Resource Allocation on the Basis of Priorities, pp. 2489-2498
  • HU Luojia - Estimation of a Censored Dynamic Panel Data Model, pp. 2499-2518

Vol. 70 - n° 4 - July 2002

  • WILSON Robert - Artchitecture of Power Markets, pp. 1299-1340
  • ROTH Alvin E. - The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design economics, pp. 1341-1378
  • BATTAGLINI Marco - Multiple Referrals and Multidimensional Cheap Talk, pp. 1379-1402
  • CHEN Zengjing, EPSTEIN Larry - Ambiguity, Risk and Asset Returns in Continuous Time, pp. 1403-1444
  • LUCAS Robert E. Jr., ROSSI-HANSBERG Esteban - On the International Structure of Cities, pp. 1145-1476
  • COMPTE Olivier, JEHIEL Philippe - On the Role of Outside Options in Bargaining with Obstinate Parties, pp. 1477-1518
  • AGUIRREGABIRIA Victor, MIRA Pedro - Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models, pp. 1519-1544
  • HIDALGO Javier, ROBINSON Peter M. - Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory, pp. 1545-1582
  • KOENKER Roger, XIAO Zhijie - Inference on the Quantile Regression Process, pp. 1583-1612
  • ARAUJO Aloisio, PASCOA Mario Rui, TORRES-MARTINEZ Juan Pablo - Collateral Avoids Ponzi Schemes in Incomplete Markets, pp. 1613-1638

Notes and Comments

  • HAHN Jinyong, KUERSTEINER Guido - Asymptomatically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T are Large, pp. 1639-1658
  • MARTIMORT David, STOLE Lars - The Revelation and Delegation Principles in Common Agency Games, pp. 1659-1674
  • KREMER Ilan - Information  Aggregation in Common Value Auctions, pp. 1675-1682
  • CHEN Songnian - Rank Estimation of Transformation Models, pp. 1683-1698

Vol. 70 - n° 3 - May 2002

  • AGHION Philippe - Schumpeterian Growth Theory and the Dynamics of Income Inequality, pp. 855-882
  • PERSSON Torsten - Do Political Institutions Shape Economic Policy?, pp. 883-906
  • KEHOE  Patrick P. , PERRI Fabrizio - International Business Cycles with Endogenous Incomplete Markets, pp. 907-928
  • GREEN Edward J. , ZHOU Ruilin - Dynamic Monetary Equilibrium in a Random Matching Economy, pp. 929-970
  • NYARKO Yaw , SCHOTTER Andrew - An Experimental Study of Belief Learning Using Elicited Beliefs, pp. 971-1006
  • BERGEMANN Dirk , VÄLIMÄKI Juuso - Information Acquisition and Efficient Mechanism Design, pp. 1007-1034
  • PÖTSCHER Benedikt M. - 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, pp. 1035-1066
  • CORBAE Dean, OULIARIS Sam, PHILLIPS  Peter C.B. - Band Spectral Regression with Trending Data, pp. 1067-1110
  • PINKSE Joris, SLADE Margaret E., BRETT Craig - Spatial Price Competition: A Semiparametric Approach, pp. 1111-1154
  • NEHRING Klaus ,  PUPPE Clemens - A Theory of Diversity, pp. 1155-1198

Notes and Comments

  • PERRY Motty, RENY Philip J. - An Efficient Auction, pp. 1199-1212
  • BOBENRIETH  H. Eugenio S.A., BOBENRIETH H Juan R.A., WRIGHT Brian D. - A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean, pp. 1213-1220
  • COWELL Frank A. , VICTORIA-FESER Maria-Pia - Welfare Rankings in the Presence of Contaminated Data, pp. 1221-1234
  • ZHENG Buhong - Testing Lorenz Curves with Non-Simple Random Samples, pp. 1235-1244
  • DIERKER Egbert, DIERKER Hildegard, GRODAL Birgit - Nonexistense of Constrained Efficient Equilibria when Markets Are Incomplete, pp. 1245-1252
  • MIRAVETE Eugenio J. - Preserving Log-Concavity under Convolution: Comment, p. 1253-1254

Vol. 70 - n° 2 - March 2002

  • GUESNERIE R. -  Anchoring Economic Predictions in Common Knowledge, pp. 439-480
  • BENABOU Roland - Tax and Education Policy in a Heterogeneous-Agent Economy: What Levels of Redistribution Maximize Growth and Efficiency?, pp. 481-518
  • MANSKI Charles F. TAMER Elie - Inference on Regressions with Interval Data on a Regressor or Outcome, pp. 519-546
  • RAY  Debraj - The Time Structure of Self-Enforcing Agreements, pp. 547-582
  • MILGROM Paul and SEGAL Ilya - Envelope Theorems for Arbitrary Choice Sets, pp. 583-602
  • TIMMINS Christopher - Measuring the Dynamic Efficiency Costs of Regulators' Preferences: Municipal Water Utilities in the Arid West, pp. 603-630
  • SHANNON Chris and ZAME William R. - Quadratic Concavity and Determinacy of Equilibrium, pp. 631-662
  • KLEIN Roger W. and SHERMAN  Robert P. - Shift Restrictions and Semiparametric Estimation in Ordered Response Models, pp. 663-692
  • STENGEL Bernard  V. , VAN DEN ELZEN Antoon and TALMAN Dolf - Computing Normal Form Perfect Equilibria for Extensive Two-Person Games, pp. 693 - 716
  • ABDELLAOUI Mohammed - A Genuine Rank-dependent Generalization of the von Neumann-Morgenstern Expected Utility Theorem, pp. 717 -736

Notes and Comments

  • ANDREONI  James and MILLER  John - Giving Accordilng to GARP: An Experimental Test of the Consistency of Preferences for Altruism, pp. 737 - 754
  • MARINACCI Massimo - Probabilistic Sophistication and Multiple Priors, pp. 755-764
  • LEWBEL Arthur and LINTON Oliver - Nonparametric Censored and Truncated Regression, pp. 765-780
  • HIRANO Keisuke - Semiparametric Bayesian Inference in Autoregressive Panel Data Models, pp. 781-800
  • MAGNAC Thierry and THESMAR David - Identifying Dynamic Discrete Decision Processes, pp. 801-816
  • DAGSVIK K. John - Discrete Choice in Continuous Time : Implications of an Intertemporal Version of the IIA Property , pp. 817 -832
  • ECHENIQUE Federico - Comparative Statics by Adaptive Dynamics and the Correspondence Principle, pp. 833-844

Vol. 70 - n° 1 - January 2002

  • SEGAL Ilya , WHINSTON D. Michael - The Mirrlees Approach to Mechanism Design with Renegotiation (with Applications to Hold-Up and Risk Sharing), pp. 1-46
  • GOURINCHAS Pierre-Olivier, PARKER A. Jonathan - Consumption over the Life Cycle, pp. 47-90
  • ABADIE Alberto, ANGRIST Joshua, IMBENS Guido - Instrumental Variables Estimates of the Effect of Subsidized Trailning on the Quantiles of Trainee Earnings, pp. 91-118
  • ANDREWS Donald W.K. - Higher-Order Improvements of a Computationally Attractive kstep Bootstrap for Extremum Estimators, pp. 119-162
  • HAHN Jinyong, HAUSMAN Jerry - A New Specification Test for the Validity of Instrumental Variables, pp. 163-190
  • BAI Jushan , NG Serena - Determining the Number of Factors in Approximate Factor Models, pp. 191-222
  • AIT-SAHALIA Yacine - Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach, pp. 223-262
  • KARNI Edi, SAFRA Zvi - Individual Sense of Justice: A Utility Representation, pp. 263-284
  • RUST J., TRAUB J.F., WOZNIAKOWSKI H. - Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?, pp. 285-330

Notes and Comments: 

  • VYTLACIL Edward - Independènce, Monotonicity, and Latent Index Models: An Equivalence Result, pp. 331-342
  • COMPTE Olivier, JEHIEL Philippe - On the Value of Competition in Procurement Auctions, pp. 343-356
  • CROSS  Philip J. , MANSKI Charles F. - Regressions, Short and Long, pp. 357-368
  • VAN VELEEN Matthijs - An Impossibility  Theorem Concerning Multilateral International  Comparison of  Volumes, 
    pp. 369-376
  • INOUE Atsushi, KILIAN Lutz - Bootstrapping Autoregressive Processes with Possible Unit Roots, pp. 377- 392
  • BARNETT  Richard C. , FISHER O'N Eric - Comment on: "Do Sunspots Matter when Spot Market Equilibria Are Unique?", pp. 393-396

2001

Vol. 69 - n° 6 - November 2001

  • GUL Faruk, PESENDORFER Wolfgang - Temptation and Self-Control, pp. 1403-1436
  • EPPLE Dennis, ROMER Thomas, SIEG Holger - Interjurisdictional Sorting and Majority Rule: An Empirical Analysis, pp. 1437-1466
  • SERRAT Angel - A Dynamic Equilibrium Model of International Portfolio Holdings, pp. 1467-1490
  • PHELAN Christopher, STACCHETTI Ennio - Sequential Equilibria in a Ramsey Tax Model, pp. 1491-1518
  • NG Serena, PERRON Pierre - Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power, pp. 1519-1554
  • CANER Mehmet, HANSEN Bruce E. - Threshold Autoregression with a Unit Root, pp. 1555-1596
  • SALMON Timothy C. - An Evaluation of Econometric Models of Adaptive Learning, pp. 1597-1628

Notes and comments

  • MOSCARINI Giuseppe, SMITH Lones - The Optimal Level of Experimentation, pp. 1629-1644
  • HIRANO Keisuke, IMBENS Guido W., RIDDER Geert, RUBIN Donald B. - Combining Panel Data Sets with Attrition and Refreshment Samples, pp. 1645-1660
  • KITAMURA Yuichi - Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions, pp. 1161-1672
  • OTTAVIANI Marco, PRAT Andrea - The Value of Public Information in Monopoly, pp. 1673-1684
  • SERRANO Roberto, VOHRA Rajiv, VOLIJ Oscar - On the Failure of Core Convergence in Economies with Asymmetric Information, pp. 1685-1696
  • YATCHEW Adonis, NO Joungyeo Angela - Household Gasoline Demand in Canada, pp. 1697-1710

Vol. 69 - n° 5 - September 2001

  • CARD David - Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems, pp. 1127-1160
  • DONALD Stephen G., NEWEY Whitney K. - Choosing the Number of Instruments, pp. 1161-1192
  • COSTA-GOMES Miguel, CRAWFORD Vincent P., BROSETA Bruno - Cognition and Behavior in Normal-Form Games: An Experimental Study, pp. 1193-1236
  • JEHIEL Philippe, MOLDOVANU Benny - Efficient Design with Interdependent Valuations, pp. 1237-1260
  • PAKES Ariel, McGUIRE Paul - Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the "Curse" of Dimensionality, pp. 1261-1282
  • ROMANO Joseph P., WOLF Michael - Subsampling Intervals in Autoregressive Models with Linear Time Trend, pp. 1283-1314
  • BERGIN James - Common Knowledge with Monotone Statistics, pp. 1315-1132

Notes and comments

  • LEHRER Ehud - Any Inspection is Manipulable, pp. 1333-1348
  • PETERS Michael - Common Agency and the Revelation principle, pp. 1349-1372
  • UI Takashi - Robust Equilibria of Potential Games, pp. 1373-1380
  • WOGLOM Geoffrey - More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator, pp. 1381-1390
  • EDLIN Aaaron S., HERMALIN Benjamin E. - Implementing the First Best in an Agency Relationship with Renegotiation: A Corrigendum, pp. 1391-1396

Vol. 69- n°4 - July 2001

  • LEI Vivian, NOUSSAIR Charles N., PLOTT Charles R. - Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality, pp. 831-860
  • ATHEY Susan - Single Crossing Properties and the Existence of Dure Strategy Equilibria in Games of Incomplete Information, pp. 861-890
  • DEKEL Eddie, LIPMAN Barton S., RUSTICHINI Aldo - Representing Preferences with a Unique Subjective State Space, pp. 891-934
  • HARRIS Christopher, LAIBSON David - Dynamic Choices of Hyperbolic Consumers, pp. 935-958
  • ELERIAN Ola, CHIB Siddhartha, SHEPHARD Neil - Likelihood Inference for Discretely Observed Nonlinear Diffusions, pp. 959-994
  • KAMIHIGASHI Takashi - Necessity of Transversality Conditions for Infinite Horizon Problems, pp. 995-1012
  • DUTTA Bhaskar, JACKSON Matthew O., LE BRETON Michel - Strategic Candidacy and Voting Procedures, pp. 1013-1038
  • WAKKER Peter P. - Testing and Characterizing properties of Nonadditive Measures through Violations of the Sure-Thing Principle, pp. 1039-1060
  • EVANS Robert, THOMAS Jonathan P. - Cooperation and Punishment, pp. 1061-1076
  • BESTER Helmut, STRAUSZ Roland - Contracting with Imperfect Committment and the Revelation Principle: The Single Agent Case, pp. 1077-1098

Notes and comments

  • PHILIPSON Tomas - Data Markets, Missing Data, and Incentive Pay, pp. 1099-1112
  • KISHNA Vijay, MAENNER Eliot - Convex Potentials with an Application to Mechanism Design, pp. 1113-1120

Vol. 69- n°3 - May 2001

  • HAMILTON James D. - A Parametric Approach to Flexible Nonlinear Inference, pp. 537-574
  • KEHOE Timothy J., LEVINE David K. - Liquidity Constrained Markets versus Debt Constrained Markets, pp. 575-598
  • HOROWITZ Joel L., SPOKOINY Vladimir G. - An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against Nonparametric Alternative, pp. 599-632
  • DUFFIE Darrell, LANDO David - Term Structures of Credit Spreads with Incomplete Accounting Information, pp. 633-664
  • HUDDART Steven, HUGHES John S., LEVINE Carolyn B. - Public Disclosure and Dissimulation of Insider Trades, pp. 665-682
  • ANDREWS Donald W.K. - Testing when Parameter Is on the Boundary of the Maintained Hypothesis, pp. 683-734

Notes and comments

  • JUANG Wei-Torng - Learning fron Popularity, pp. 735-748
  • BATTALIO Raymond, SAMUELSON Larry, VAN HUYCK John - Optimization Incentives and Coordination Failure in Laboratory Stag Hunt Games, pp. 749-764
  • GOVINDAN Srihari, WILSON Robert - Direct Proofs of Generic Finiteness of Nash Equilibrium Outcomes, pp. 765-770
  • BERLIANT Marcus, PAGE Frank H. Jr. - Income Taxes and the Provision of Public Goods: Existence of an Optimum, pp. 771-784
  • SERRANO Roberto, VOHRA Rajiv - Some Limitations of Virtual Bayesian Implementation, pp. 785-792

Vol. 69- n°2 - March 2001

  • EPSTEIN Larry G., ZHANG Jiankang - Subjective Probabilities on Subjectively Unambiguous Events, pp. 265-306
  • NEVO Aviv - Measuring Market Power in the Ready-to-Eat Cereal Industry, pp. 307-342
  • GUL Frauk - Unobservable Investment and the Hold-Up Problem, pp. 343-376
  • ANDERLINI Luca, FELLI Leonardo - Costly Bargaining and Renegotiation, pp. 377-412
  • KAGEL John H., LEVIN Dan - Behavior in Multi-Unit Demand Auctions: Experiments with Uniform Price and Dynaminc Vickrey Auctions, pp. 413-454
  • GOVINDAN Srihari, McLENNAN Andrew - On the Generic Finiteness of Equilibrium Outcome Distributions in Game Forms, pp. 455-472
  • TAYLOR Alan M. - Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampoling and Specification Biases in Mean-Reversion Tests of the Law of One Price, pp. 473-498

Notes and comments

  • HOROWITZ Joel L. - Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function, pp. 499-514
  • OGAKI Masao, ZHANG Qiang - Decreasing Relative Risk Aversion and Tests of Risk Sharing, pp. 515-526

Vol. 69- n°1 - January 2001

  • TIROLE Jean - Corporate Governance, pp.1-36
  • SWINKELS M. Jeroen - Efficiency of Large Private Value Auctions, pp.37-68
  • COCHRANE John H. - Long-Term Debt and Optimal Policy in the Fiscal - Theory of the Price Level, pp.69-116
  • PARK Y. Joon et PHILLIPS Peter C.B. - Nonlinear Regressions with Integrated Time Series, pp.117-162
  • BURDZY Krzyztof , M. FRANKEL David et PAUZNER Ady - Fast Equilibrium Selection by Rational Players Living in a Changing World, pp.163-190
  • YOON Kiho - A Folk Theorem for Asynchrounously Repeated Games, pp.191-200

Notes And Comments:

  • HAHN Jinyong, TODD Petra et Van der KLAAUW Wilbert - Identification and Estimation of Treatment Effects with a Regression - Discontinuity Design, pp.201-210
  • NIELSEN Bent - The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes, pp.211-220
  • ERICKSON Timothy - Constructing Instruments for Regressions with Measurement Error when No Additional Data Are Available: Comment, pp.221-22

2000

Vol. 68 - n° 6 - November 2000

  • SANDRONI Alvaro - Do Markets Favor Agents Able to Make Accurate Predicitions?, pp. 1303
  • DUFFIE Darrell, PAN Jun, SINGLETON Kenneth - Transform Analysis and Asset Pricing for Affine Jump-Diffusions, pp. 1343-1376
  • SANTOS Manuel S. - Accuracy of Numerical Solutions using the Euler Equation Residuals, pp. 1377-1402
  • PÁPAI Szilvia - Strategyproof Assignment by Hierarchical Exchange, pp. 1403- 1434
  • DAVIDSON Russell, DUCLOS Jean-Yves - Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality, pp. 1435 - 1464
  • HIDALGO Javier - Nonparametric Test for Causality with Long-Range Dependence, pp. 1465 - 1490
  • CHATTERJEE Kalyan, SABOURIAN Hamid - Multiperson Bargaining and Strategic Complexity, pp. 1491 - 1510

Notes and Comments

  • BREZZI Monica, LEUNG LAI Tze - Incomplete Learning from Endogenous Data in Dynamic Allocation, pp. 1511-1516
  • HALL Alastair R. - Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test, pp. 1517-1528
  • BROWN Donald J., SHANNON Chris - Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets, pp. 1529-1540
  • BENHABIB Jess, MENG Qinglai, NISHIMURA Kazuo - Indeterminacy under Constant Returns to Scale in Multisector Economies, pp. 1541 -1548

Vol. 68 - n° 5 - September 2000

  • KRUSELL Per, OHANIAN Lee E., RIOS-RULL José-Victor, VIOLANTE Giovanni L. - Capital-Skill Complementarity and Inequality: A Macroeconomic Analysis, pp. 1029-1054
  • STOCK James H., WRIGHT Jonathan - GMM with Weak Identification, pp. 1055-1096
  • WHITE Halbert - A Reality Check for Data Snooping, pp. 1097 - 1126
  • HART Sergiu, MAS Andreu - A Simple Adaptive Procedure Leading to Correlated Equilibrium, pp. 1127 – 1150
  • CHARI V. V., KEHOE Patrick J., McGRATTAN Ellen – Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? , pp. 1151-1180
  • BALAVenkatesh, GOYAL Sanjeev - A Noncooperative Model of Network Formation, pp. 1181-1230
  • HALLER Hans, LAGUNOFF Roger - Genericity and Markovian Behavior in Stochastic Games, pp. 1231 -1248
  • PARK Joon Y., PHILLIPS Peter C. B. - Nonstationary Binary Choice, pp. 1249- 1280

Notes and Comments:

  • RABIN Matthew - Risk Aversion and Expected-Utility Theory: A Calibration Theorem , pp. 1281 – 1292
  • ZELLNER Arnold, PALM Franz C. Palm: Correction, p. 1293 et s.

Vol. 68, n°4 (juillet 2000)

  • ALVAREZ Fernando et JERMANN J. Urban – Efficiency, Equilibrium and Asset Pricing with Risk of Default, pp.775-798
  • BIAIS Bruno, MARTIMORT David et ROCHET Jean-Charles : Competing Mechanisms in a Common Value Environment, pp.799-838
  • HONORE E. Bo et KYRIAZIDOU Ekaterini – Panel Data Discrete Choice Models with Lagged Dependent Variables, pp.839-874
  • WOLINSKY Asher - A Theory of the Firm with Non-Binding Employment Contracts, pp.875-910
  • K.-H. QUAH John – The Monotonicity of Individual and Market Demand, pp.911-930
  • NISHIYAMA Y. et ROBINSON – Edgeworth Expansions for Semiparametric Averaged Derivatives, pp.931-980
  • KORAY Semih – Self-Selective Social Choice Functions Verify Arrow and Gibbard-Satterthwaite Theorems, pp.981-996

Vol. 68, n° 3 (mai 2000)

  • GUERRE Emmanuel, PERRIGNE Isabelle et VUONG Quang - : Optimal Nonparametric Estimation of First-Price Auctions, pp.525-574
  • HANSEN E. Bruce - Sample Splitting and Threshold Estimation , pp.575-604
  • FELTOVICH Nick - Reinforcement-Based vs. Belief-Based Learning Models in Experimental Asymmetric-Information Games, pp.605-642
  • MOULIN Hervé - Priority Rules and Other Asymmetric rationing Methods, pp.643-684

Notes and Comments:

  • BILLOT Antoine , CHATEAUNEUF Alain, GILBOA Itzhak et TALLON Jean-Marc: - Sharing Beliefs: Between Agreeing and Disagreeing, pp.685-694
  • KIEFER Nicholas M. VOGELSANG Timothy J. et BUNZEL Helle - Simple Robust Testing of Regression Hypotheses, pp.695-714
  • RAVIKUMAR B. RAY Surajit et SAVIN Eugéne: - Robust Wald Tests in SUR Systems with Adding-up Restrictions, pp.715-720

Vol. 68, n° 2 (mars 2000)

  • LUCAS E.,  ROBERT JR. - Inflation and Welfare, pp.247-274
  • DENG Yongheng , QUIGLEY John M. et VAN ORDER Robert: Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options, pp.275-308
  • LAFFONT Jean-Jacques et MARTIMORT David : Mechanism Design with Collusion and Correlation, pp.309-343
  • SHMER Robert et SMITH Lones: Assortative Matching and Search, pp.344-370
  • SMITH Lones et SORENSEN Peter - Pathological Outcomes of Observational Learning, pp.371-398

Notes And Comments:

  • ANDREWS Donald W. K. - Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space, pp.399-406
  • JONG Robert M. et DAVIDSON James - Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices, pp.407-424
  • GRANT Simon, KAJII Atsushi et POLAK Ben - Temporal Resolution of Uncertainty and Recursive Non-Expected Utility Models, pp.425-434
  • HENS Thorsten - Do Sunspots Matter when Spot Market Equilibria Are Unique?, pp.435-441

Vol. 68, n° 1 ( janvier 2000)

  • ENGLE Robert F. - The Econometrics of Ultra-High Frequency Data, pp. 1 – 22
  • ANDREWS Donald W..K. et BUCHINSKY Moshe - A Three-Step Method for Choosing the Number of Bootstrap Repetitions, pp. 23 – 52
  • BLUNDELL Richard et ROBIN Jean-Marc - Latent Separability : Grouping Goods without Weak Separability, pp. 53 – 84

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