Articles Econometrics

A Review of Some Recent Textbooks of Econometrics

Vol.32,
No.1,
(1994),
pp 115-122

A Review of Some Recent Textbooks of Econometrics University of California, Sun Diego Estimation and lnference in...

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The Cowles Commission's Contributions to Econometrics at Chicago, 1939-1955

Vol.32,
No.1,
(1994),
pp 30-59

Journal of Economic Literature Vol. XXXZZ (March 1994), pp. 30-59 The Cowles Commission's Contributions to...

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Optimal Consumption and Portfolio Rules with Durability and Local Substitution

Vol.61,
No.1,
(1993),
pp 85-121

Econornetrica, Vol. 61, No. 1 (January, 19931, 85-121 OPTIMAL CONSUMPTION AND PORTFOLIO RULES WITH DURABILITY AND LOCAL...

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Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

Vol.61,
No.1,
(1993),
pp 139-165

Econornetrica, Vol. 61, No. 1 (January, 1993), 139-165 EXACTLY MEDIAN-UNBIASED ESTIMATION OF FIRST ORDER AUTOREGRESSIVE...

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The Evolution of Conventions

Vol.61,
No.1,
(1993),
pp 57-84

THE EVOLUTION OF CONVENTIONS Consider an n-person game that is played repeatedly, but by different agents. In each...

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Learning, Mutation, and Long Run Equilibria in Games

Vol.61,
No.1,
(1993),
pp 29-56

LEARNING, MUTATION, AND LONG RUN EQUILIBRIA IN GAMES We analyze an evolutionary model with a finite number of players...

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The Limiting Distribution of the Maximum Rank Correlation Estimator

Vol.61,
No.1,
(1993),
pp 123-137

THE LIMITING DISTRIBUTION OF THE MAXIMUM RANK CORRELATION ESTIMATOR Han's maximum rank correlation (MRC) estimator...

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Views: 1,660
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Common Persistence in Conditional Variances

Vol.61,
No.1,
(1993),
pp 167-186

Econometricu, Vol. 61, No. 1 (January, 19931,167-186 COMMON PERSISTENCE IN CONDITIONAL VARIANCES' Since the...

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Views: 926
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Rationing, Queues, and Black Markets

Vol.61,
No.1,
(1993),
pp 1-28

RATIONING, QUEUES, AND BLACK MARKETS Several types of rationing and queue mechanisms are compared in a framework of...

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Views: 1,555
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Extensive Form Reasoning in Normal Form Games

Vol.61,
No.2,
(1993),
pp 273-302

Econornetrica, Vol. 61, No. 2 (March, 19931,273-302 EXTENSIVE FORM REASONING IN NORMAL FORM GAMES Different extensive...

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Cointegration and Dynamic Simultaneous Equations Model

Vol.65,
No.3,
(1997),
pp 647-670

Econometricu, Vol. 65, No. 3 (May, 19971, 647-670 COINTEGRATION AND DYNAMIC SIMULTANEOUS EQUATIONS MODEL We demonstrate...

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Risk and Insurance in Village India: Comment

Vol.65,
No.1,
(1997),
pp 171-184

Econometnca,Vol. 65, No. 1(January, 1997), pp. 171-184 RISK AND INSURANCE IN VILLAGE INDIA: COMMENT BY MARTIN RAVALLION...

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Information in Securities Markets: Kyle Meets Glosten and Milgrom

Vol.72,
No.2,
(2004),
pp 433-465

INFORMATION IN SECURITIES MARKETS: KYLE MEETS GLOSTEN AND MILGROM BY KERRY BACK AND SHMUELBARUCH This paper analyzes...

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Random Matching under Dichotomous Preferences

Vol.72,
No.1,
(2004),
pp 257-279

RANDOM MATCHING UNDER DICHOTOMOUS PREFERENCES BYANNABOGOMOLNAIA MOULIN' AND HERVE We consider bilateral matching...

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Product Differentiation and Oligopoly in International Markets: The Case of the U.S. Automobile Industry

Vol.63,
No.4,
(1995),
pp 891-951

PRODUCT DIFFERENTIATION AND OLIGOPOLY IN INTERNATIONAL MARKETS: THE CASE OF THE U.S. AUTOMOBILE INDUSTRY This paper...

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Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

Vol.71,
No.6,
(2003),
pp 1795-1843

EFFICIENT ESTIMATION OF MODELS WITH CONDITIONAL MOMENT RESTRICTIONS CONTAINING UNKNOWN FUNCTIONS BY CHUNRONG CHEN'...

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Price Manipulation and Quasi-Arbitrage

Vol.72,
No.4,
(2004),
pp 1247-1275

Econornetrica, Vol. 72, No. 4 (July, 2004). 1247-1275 PRICE MANIPULATION AND QUASI-ARBITRAGE BY GURHUBERMAN AND...

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Inference on the Quantile Regression Process

Vol.70,
No.4,
(2002),
pp 1583-1612

Econometnca, Vol. 70, No. 4 (July, 2002), 1583-1612 INFERENCE ON THE QUANTILE REGRESSION PROCESS BY ROGERKOENKERAND...

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Research, Patenting, and Technological Change

Vol.65,
No.6,
(1997),
pp 1389-1419

Econometnca, Vol. 65, No. 6 (November, 1997), 1389-1419 RESEARCH, PATENTING, AND TECHNOLOGICAL CHANGE1 This paper...

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Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power

Vol.69,
No.6,
(2001),
pp 1519-1554

Econometrics, Vol. 69, No. 6 (November, 2001), 1519-1554 LAG LENGTH SELECTION AND THE CONSTRUCTION OF UNIT ROOT TESTS...

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Efficient Semiparametric Estimation via Moment Restrictions

Vol.72,
No.6,
(2004),
pp 1877-1897

EFFICIENT SEMIPARAMETRIC ESTIMATION VIA MOMENT RESTRICTIONS Conditional moment restrictions can be combined through GMM...

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Panel Binary Variables and Sufficiency: Generalizing Conditional Logit

Vol.72,
No.6,
(2004),
pp 1859-1876

PANEL BINARY VARIABLES AND SUFFICIENCY: GENERALIZING CONDITIONAL LOGIT This paper extends the conditional logit...

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Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

Vol.72,
No.6,
(2004),
pp 1899-1925

Econornetrica,Vol. 72. No. 6 (November, 2004) 1899-1925 ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS...

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Polarization: Concepts, Measurement, Estimation

Vol.72,
No.6,
(2004),
pp 1737-1772

POLARIZATION: CONCEPTS, MEASUREMENT, ESTIMATION We develop the measurement theory of polarization for the case in which...

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On Optimal Rules of Persuasion

Vol.72,
No.6,
(2004),
pp 1715-1736

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Confidence Intervals for Partially Identified Parameters

Vol.72,
No.6,
(2004),
pp 1845-1857

Econometnca, Vol. 72, No. 6 (November, 2004) 1845-1857 NOTES AND COMMENTS CONFIDENCE INTERVALS FOR PARTIALLY IDENTIFIED...

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Consistent Testing of Cointegrating Relationships

Vol.72,
No.6,
(2004),
pp 1809-1844

Econornetrica,Vol. 72, No. 6 (November. 2004). 1809-1844 CONSISTENT TESTING OF COINTEGRATING RELATIONSHIPS BY...

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Large Robust Games

Vol.72,
No.6,
(2004),
pp 1631-1665

Econometnca, Vol. 72, No. 6 (November, 2004), 1631-1665 LARGE ROBUST GAMES' With many semi-anonymous players, the...

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Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Vol.72,
No.6,
(2004),
pp 1773-1808

ESTIMATION OF CONTINUOUS-TIME MARKOV PROCESSES SAMPLED AT RANDOM TIME INTERVALS BYDARRELLDUFFIEAND PETERGLYNN' We...

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A Review of Some Recent Textbooks of Econometrics

Vol.32,
No.1,
(1994),
pp 115-122

A Review of Some Recent Textbooks of Econometrics University of California, Sun Diego Estimation and lnference in...

Rating:
0
Votes:
Views: 981
Comments:

The Cowles Commission's Contributions to Econometrics at Chicago, 1939-1955

Vol.32,
No.1,
(1994),
pp 30-59

Journal of Economic Literature Vol. XXXZZ (March 1994), pp. 30-59 The Cowles Commission's Contributions to...

Rating:
0
Votes:
Views: 992
Comments:

Optimal Consumption and Portfolio Rules with Durability and Local Substitution

Vol.61,
No.1,
(1993),
pp 85-121

Econornetrica, Vol. 61, No. 1 (January, 19931, 85-121 OPTIMAL CONSUMPTION AND PORTFOLIO RULES WITH DURABILITY AND LOCAL...

Rating:
0
Votes:
Views: 718
Comments:

Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

Vol.61,
No.1,
(1993),
pp 139-165

Econornetrica, Vol. 61, No. 1 (January, 1993), 139-165 EXACTLY MEDIAN-UNBIASED ESTIMATION OF FIRST ORDER AUTOREGRESSIVE...

Rating:
0
Votes:
Views: 1,227
Comments:

The Evolution of Conventions

Vol.61,
No.1,
(1993),
pp 57-84

THE EVOLUTION OF CONVENTIONS Consider an n-person game that is played repeatedly, but by different agents. In each...

Rating:
0
Votes:
Views: 801
Comments:

Learning, Mutation, and Long Run Equilibria in Games

Vol.61,
No.1,
(1993),
pp 29-56

LEARNING, MUTATION, AND LONG RUN EQUILIBRIA IN GAMES We analyze an evolutionary model with a finite number of players...

Rating:
0
Votes:
Views: 790
Comments:

The Limiting Distribution of the Maximum Rank Correlation Estimator

Vol.61,
No.1,
(1993),
pp 123-137

THE LIMITING DISTRIBUTION OF THE MAXIMUM RANK CORRELATION ESTIMATOR Han's maximum rank correlation (MRC) estimator...

Rating:
0
Votes:
Views: 1,660
Comments:

Common Persistence in Conditional Variances

Vol.61,
No.1,
(1993),
pp 167-186

Econometricu, Vol. 61, No. 1 (January, 19931,167-186 COMMON PERSISTENCE IN CONDITIONAL VARIANCES' Since the...

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0
Votes:
Views: 926
Comments:

Rationing, Queues, and Black Markets

Vol.61,
No.1,
(1993),
pp 1-28

RATIONING, QUEUES, AND BLACK MARKETS Several types of rationing and queue mechanisms are compared in a framework of...

Rating:
0
Votes:
Views: 1,555
Comments:

Extensive Form Reasoning in Normal Form Games

Vol.61,
No.2,
(1993),
pp 273-302

Econornetrica, Vol. 61, No. 2 (March, 19931,273-302 EXTENSIVE FORM REASONING IN NORMAL FORM GAMES Different extensive...

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0
Votes:
Views: 834
Comments:

A Review of Some Recent Textbooks of Econometrics

Vol.32,
No.1,
(1994),
pp 115-122

A Review of Some Recent Textbooks of Econometrics University of California, Sun Diego Estimation and lnference in...

Rating:
0
Votes:
Views: 981
Comments:

The Cowles Commission's Contributions to Econometrics at Chicago, 1939-1955

Vol.32,
No.1,
(1994),
pp 30-59

Journal of Economic Literature Vol. XXXZZ (March 1994), pp. 30-59 The Cowles Commission's Contributions to...

Rating:
0
Votes:
Views: 992
Comments:

Optimal Consumption and Portfolio Rules with Durability and Local Substitution

Vol.61,
No.1,
(1993),
pp 85-121

Econornetrica, Vol. 61, No. 1 (January, 19931, 85-121 OPTIMAL CONSUMPTION AND PORTFOLIO RULES WITH DURABILITY AND LOCAL...

Rating:
0
Votes:
Views: 718
Comments:

Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

Vol.61,
No.1,
(1993),
pp 139-165

Econornetrica, Vol. 61, No. 1 (January, 1993), 139-165 EXACTLY MEDIAN-UNBIASED ESTIMATION OF FIRST ORDER AUTOREGRESSIVE...

Rating:
0
Votes:
Views: 1,227
Comments:

The Evolution of Conventions

Vol.61,
No.1,
(1993),
pp 57-84

THE EVOLUTION OF CONVENTIONS Consider an n-person game that is played repeatedly, but by different agents. In each...

Rating:
0
Votes:
Views: 801
Comments:

Learning, Mutation, and Long Run Equilibria in Games

Vol.61,
No.1,
(1993),
pp 29-56

LEARNING, MUTATION, AND LONG RUN EQUILIBRIA IN GAMES We analyze an evolutionary model with a finite number of players...

Rating:
0
Votes:
Views: 790
Comments:

The Limiting Distribution of the Maximum Rank Correlation Estimator

Vol.61,
No.1,
(1993),
pp 123-137

THE LIMITING DISTRIBUTION OF THE MAXIMUM RANK CORRELATION ESTIMATOR Han's maximum rank correlation (MRC) estimator...

Rating:
0
Votes:
Views: 1,660
Comments:

Common Persistence in Conditional Variances

Vol.61,
No.1,
(1993),
pp 167-186

Econometricu, Vol. 61, No. 1 (January, 19931,167-186 COMMON PERSISTENCE IN CONDITIONAL VARIANCES' Since the...

Rating:
0
Votes:
Views: 926
Comments:

Rationing, Queues, and Black Markets

Vol.61,
No.1,
(1993),
pp 1-28

RATIONING, QUEUES, AND BLACK MARKETS Several types of rationing and queue mechanisms are compared in a framework of...

Rating:
0
Votes:
Views: 1,555
Comments:

Extensive Form Reasoning in Normal Form Games

Vol.61,
No.2,
(1993),
pp 273-302

Econornetrica, Vol. 61, No. 2 (March, 19931,273-302 EXTENSIVE FORM REASONING IN NORMAL FORM GAMES Different extensive...

Rating:
0
Votes:
Views: 834
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