Econometrica 1996 - Abstracts

Econometrica 1996
TitleSubjectAuthors
Achieving semiparametric efficiency bounds in left-censored duration models.MathematicsGoto, Fumihiro
A comment on "Learning, Mutation, and Long-Run Equilibria in Games." (response to M. Kandori, G. Mailath and R. Rob, Econometrica, 1993, vol. 61, p.29)MathematicsRhode, Paul, Stegeman, Mark
Admissibility of the likelihood ratio test when the parameter space is restricted under the alternative.MathematicsAndrews, Donald W. K.
An asymptotic theory of Bayesian inference for time series.MathematicsPhillips, Peter C.B., Ploberger, Werner
A probabilistic model of learning in games.MathematicsSanchirico, Chris William
Asset pricing in economies with frictions.MathematicsLuttmer, Erzo G. J.
Asymptotically optimal smoothing with ARCH models. (autoregressive conditional heteroskedasticity)MathematicsNelson, Daniel B.
Asymptotic inference about predictive ability.MathematicsWest, Kenneth
A theory of divided government.MathematicsAlesina, Alberto, Rosenthal, Howard
Bargaining and value.MathematicsHart, Sergiu, Mas-Colell, Andreu
"Beliefs about beliefs" without probabilities.MathematicsEpstein, Larry G., Wang, Tan
Bootstrap critical values for tests based on generalized-method-of-moments estimators.MathematicsHall, Peter, Horowitz, Joel L.
Changes in background risk and risk taking behavior.MathematicsGollier, Christian, Schlesinger, Harris, Eeckhoudt, Louis
Cheap talk and sequential equilibria in signaling games.MathematicsManelli, Alejandro M.
Computing equilibria when asset markets are incomplete.MathematicsBrown, Donald J., DeMarzo, Peter M., Eaves, B. Curtis
Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH(1,1) and covariance stationary GARCH(1,1) models. (integrated generalized autoregressive conditional heteroskedasticity)MathematicsLumsdaine, Robin L.
Consistent model specification tests: omitted variables and semiparametric functional forms.MathematicsFan, Yanqin, Li, Qi
Consistent testing for serial correlation of unknown form.MathematicsHong, Yongmiao
Continuous record asymptotics for rolling sample variance estimators.MathematicsFoster, Dean P., Nelson, Dan B.
Convergence rates of SNP density estimators.MathematicsGallant, A. Ronald, Fenton, Victor M.
Correction to McKelvey and Page, 'Public and Private Information: an Experimental Study of Information Pooling'. (response to R. McKelvey and T. Page, Econometrica, vol.58, p. 1321)MathematicsHanson, Robin
Econometric model determination.MathematicsPhillips, Peter C.B.
Efficient tests for an autoregressive unit root.MathematicsElliott, Graham, Stock, James H., Rothenberg, Thomas J.
Evolution with state-dependent mutations.MathematicsLipman, Barton L., Bergin, James
Federal fiscal constitutions: risk sharing and moral hazard.MathematicsPersson, Torsten, Tabellini, Guido
Getting to a competitive equilibrium.MathematicsKeisler, H. Jerome
Individual risk and mutual insurance.MathematicsCass, David, Chichilnisky, Graciela, Wu, Ho-Mou
Inference when a nuisance parameter is not identified under the null hypothesis.MathematicsHansen, Bruce E.
Intertemporal nonseparability or borrowing restrictions? A disaggregate analysis using a U.S. consumption panel.MathematicsMeghir, Costas, Weber, Guglielmo
Labor market institutions and the distribution of wages, 1973-1992: a semiparametric approach.MathematicsDiNardo, John, Lemieux, Thomas, Fortin, Nicole M.
Learning and strategic pricing.MathematicsBergemann, Dirk, Valmaki, Juuso
Learning by doing and the choice of technology.MathematicsNyarko, Yaw, Jovanic, Boyan
Maintaining a reputation against a long-lived opponent.MathematicsFudenberg, Drew, Levine, David K., Pesendorfer, Wolfgang, Celentani, Marco
Monitoring structural change.MathematicsWhite, Halbert, Chu, Cha-Shang James, Stinchcombe, Maxwell
Multiproduct nonlinear pricing.MathematicsArmstrong, Mark
Multistage situations.MathematicsShitovitz, Benyamin, Greenberg, Joseph, Monderer, Dov
Noncausality in continuous time.MathematicsFougere, Denis, Florens, Jean-Pierre
Nonparametric pricing of interest rate derivative securities.MathematicsAit-Sahalia, Yacine
Nonparametric selection of regressors: the nonnested case.MathematicsLavergne, Pascal, Vuong, Quang H.
Nonparametric tests of stochastic dominance in income distributions.MathematicsAnderson, Gordon
On the concavity of the consumption function.MathematicsCarroll, Christopher D., Kimball, Miles S.
On the differential geometry of the Wald test with nonlinear restrictions.MathematicsSalmon, Mark, Critchley, Frank, Marriott, Paul
On the value of commitment with asymmetric information.MathematicsRey, Patrick, Salanie, Bernard
Optimal tests for parameter instability in the generalized method of moments framework.MathematicsSowell, Fallaw
Production function estimation: reviving the primal.MathematicsMundlak, Yair
Report of the editors, 1994-1995. (Econometrica)(The Econometric Society Annual Reports, 1995)MathematicsCard, David, Gale, Douglas, Robinson, Peter, Laroque, Guy
Report of the secretary.(The Econometric Society Annual Reports, 1995)MathematicsGordon, Julie P.
Report of the treasurer.(The Econometric Society Annual Reports, 1995)MathematicsGordon, Robert J.
Report on the Latin American activities of the Econometric Society.MathematicsMorande, Felipe G.
Risk-sharing between and within families.MathematicsHayashi, Fumio, Altonji, Joseph, Kotlikoff, Laurence
Risk vulnerability and the tempering effect of background risk.MathematicsGollier, Christian, Pratt, John W.
Robustness properties of inequality measures.MathematicsCowell, Frank A., Victorai-Feser, Maria-Pia
Semiparametric estimation of a regression model with an unknown transformation of the dependent variable.MathematicsHorowitz, Joel L.
Testable restrictions on the equilibrium manifold.MathematicsBrown, Donald J., Matzkin, Rosa L.
Testing for parameter constancy in linear regressions: an empirical distribution function approach.MathematicsBai, Jushan
The dynamics of productivity in the telecommunications equipment industry.MathematicsPakes, Ariel, Olley, G. Steven
The effect of sample selection and initial conditions in duration models: evidence from experimental data on training.MathematicsHam, John C., LaLonde, Robert J.
The effect of unions on the structure of wages: a longitudinal analysis.MathematicsCard, David
Unemployment insurance rules, joblessness, and part-time work.MathematicsMcCall, Brian P.
Welfare transfers in two-parent families: labor supply and welfare participation under AFDC-UP. (Aid to Families with Dependent Children - Unemployed Parent Program)MathematicsHoynes, Hilary Williamson
Why are certain properties of binary relations relatively more common in natural language?MathematicsRubinstein, Ariel
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