| Econometrica 1993 |
| Title | Subject | Authors |
|---|
| A definition of subjective probabilities with state-dependent preferences. (Notes and Comments) | Mathematics | Karni, Edi |
| An efficient semiparametric estimator for binary response models. | Mathematics | Klein, Roger W., Spady, Richard H. |
| A "reputation" refinement without equilibrium. (Notes and Comments) | Mathematics | Watson, Joel |
| A simple estimator of cointegrating vectors in higher order integrated systems. | Mathematics | Stock, James H., Watson, Mark W. |
| Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models. | Mathematics | Mittnik, Stefan, Zadrozny, Peter A. |
| Collusion in hierarchical agency. | Mathematics | Lawarree, Jacques, Kofman, Fred |
| Common persistence in conditional variances. | Mathematics | Engle, Robert F., Bollerslev, Tim |
| Consistent solutions in atomless economies. | Mathematics | Kelvin, William Thomson, Baron, Zhou, Lin |
| Exactly median-unbiased estimation of first order autoregressive/unit root models. | Mathematics | Andrews, Donald W.K. |
| Existence and uniqueness of equilibria when preferences are additively separable. | Mathematics | Dana, Rose Anne |
| Extensive form reasoning in normal form games. | Mathematics | Samuelson, Larry, Mailath, GeorgeJ., Swinkels, Jeroen M. |
| Highly insignificant F-ratios. | Mathematics | Robinson, P.M. |
| Implied probabilities in GMM estimators. | Mathematics | Back, Kerry, Brown, David P. |
| Informative price advertising in a sequential search model. | Mathematics | Robert, Jacques, Stahl, Dale O. II |
| Internal consistency of choice. | Mathematics | Sen, Amartya |
| Learning, mutation, and long run equilibria in games. | Mathematics | Mailath, George J., Rob, Rafael, Kandori, Michihiro |
| Making a miracle. (economic development) | Mathematics | Lucas, Robert E. Jr. |
| Nonlinear dynamic structures. | Mathematics | Tauchen, George, Gallant, A. Ronald, Rossi, Peter E. A. |
| Optimal consumption and portfolio rules with durability and local substitution. | Mathematics | Huang, Chi-Fu, Hindy, Ayman |
| Pure strategy dominance. (Notes and Comments) | Mathematics | Borgers, Tilman |
| Rationing, queues, and black markets. | Mathematics | Polterovich, Victor |
| Renegotiation in finitely repeated games. | Mathematics | Benoit, Jean-Pierre, Krishna, Vijay |
| Reputation and equilibrium characterization in repeated games with conflicting interests. | Mathematics | Schmidt, Klaus M. |
| Restricting regression slopes in the errors-in-variables model by bounding the error correlation. | Mathematics | Erickson, Timothy |
| Self-confirming equilibrium. | Mathematics | Fudenberg, Drew, Levine, David K. |
| Signalling and renegotiation in contractual relationships. | Mathematics | Poitevin, Michel, Beaudry, Paul |
| Simulated moments estimation of Markov models of asset prices. | Mathematics | Singleton, Kenneth J., Duffie, Darrell |
| Standard risk aversion. | Mathematics | Kimball, Miles S. |
| Steady state learning and Nash equilibrium. | Mathematics | Fudenberg, Drew, Levine, David K. |
| Sufficient conditions for inessentiality. | Mathematics | Stegeman, Mark |
| Temporal aggregation of GARCH processes. | Mathematics | Nijman, Theo E., Drost, Feike C. |
| Tests for parameter instability and structural change with unknown change point. | Mathematics | Andrews, Donald W.K. |
| The evolution of conventions. | Mathematics | Young, H. Peyton |
| The interaction between time-nonseparable preferences and time aggregation. | Mathematics | Heaton, John |
| The limiting distribution of the maximum rank correlation estimator. | Mathematics | Sherman, Robert P. |
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