Econometrica

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Estimation of Nonlinear Models with Measurement Error

Susanne M. Schennach
p. 33-75

Precautionary Bidding in Auctions

Péter Esö, Lucy White
p. 77-92

Information‐Based Relative Consumption Effects

Larry Samuelson
p. 93-118

Self‐Control and the Theory of Consumption

Faruk Gul, Wolfgang Pesendorfer
p. 119-158

Worms: Identifying Impacts on Education and Health in the Presence of Treatment Externalities

Edward Miguel, Michael Kremer
p. 159-217

Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

Whitney K. Newey, Richard J. Smith
p. 219-255

Random Matching Under Dichotomous Preferences

Anna Bogomolnaia, Herve Moulin
p. 257-279

Notes and Comments the Amsterdam Auction

Jacob K. Goeree, Theo Offerman
p. 281-294

Random Effects Estimators with many Instrumental Variables

Gary Chamberlain, Guido Imbens
p. 295-306

Full Content Abstract

Announcements Nomination of Fellows, 2004

p. 307-313

News Notes

p. 314-317

The Econometric Society Annual Reports Report of the Secretary

p. 318-326

The Econometric Society Annual Reports Report of the Treasurer

p. 327-335

The Econometric Society Annual Reports Report of the Editors 2002–2003

Eddie Dekel, Glenn Ellison, Joel Horowitz, Costas Meghir, Andrew Postlewaite
p. 336-338

The Econometric Society Annual Reports Econometrica Referees 2002–2003

p. 339-345

The Econometric Society Research Monograph Series Report of the Editors

Andrew Chesher, Matthew Jackson
p. 346-348

Submission of Manuscripts to the Econometric Society Monograph Series

p. 349-349

The Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV

Austan Goolsbee, Amil Petrin
p. 351-381

Expedient and Monotone Learning Rules

Tilman Börgers, Antonio J. Morales, Rajiv Sarin
p. 383-405

Imperfect Monitoring and Impermanent Reputations

Martin W. Cripps, George J. Mailath, Larry Samuelson
p. 407-432

Information in Securities Markets: Kyle Meets Glosten and Milgrom

Kerry Back, Shmuel Baruch
p. 433-465

GMM Estimation of Autoregressive Roots Near Unity with Panel Data

Hyungsik Roger Moon, Peter C. B. Phillips
p. 467-522

Ordinally Bayesian Incentive Compatible Voting Rules

Dipjyoti Majumdar, Arunava Sen
p. 523-540

The Time Consistency of Optimal Monetary and Fiscal Policies

Fernando Alvarez, Patrick J. Kehoe, Pablo Andrés Neumeyer
p. 541-567

Adaptive Local Polynomial Whittle Estimation of Long‐range Dependence

Donald W. K. Andrews, Yixiao Sun
p. 569-614

Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace

John A. List
p. 615-625

Fair Production and Allocation of an Excludable Nonrival Good

François Maniquet, Yves Sprumont
p. 627-640

Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

Søren Tolver Jensen, Anders Rahbek
p. 641-646

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

Helmut Lütkepohl, Pentti Saikkonen, Carsten Trenkler
p. 647-662

Announcements

p. 663-669

News Notes

p. 671-672

the Block–Block Bootstrap: Improved Asymptotic Refinements

Donald W. K. Andrews
p. 673-700

Moral Hazard Contracting and Private Credit Markets

In‐Uck Park
p. 701-746

Relational Contracts and the Nature of Market Interactions

Martin Brown, Armin Falk, Ernst Fehr
p. 747-780

Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm

Daniel Houser, Michael Keane, Kevin McCabe
p. 781-822

Repeated Games with Private Monitoring: Two Players

Hitoshi Matsushima
p. 823-852

Financial Market Globalization, Symmetry‐Breaking, and Endogenous Inequality of Nations

Kiminori Matsuyama
p. 853-884

Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics

Ole E. Barndorff‐Nielsen, Neil Shephard
p. 885-925

Simple Finite Horizon Bubbles Robust to Higher Order Knowledge

John R. Conlon
p. 927-936

The Error in Rejection Probability of Simple Autocorrelation Robust Tests

Michael Jansson
p. 937-946

Twicing Kernels and a Small Bias Property of Semiparametric Estimators

Whitney K. Newey, Fushing Hsieh, James M. Robins
p. 947-962

The Measurement of Intellectual Influence

Ignacio Palacios‐Huerta, Oscar Volij
p. 963-977

Announcement and Call for Papers

p. 979-983

News Notes

p. 984-985

Report of the President

p. 986-989

2003 Election of Fellows to the Econometric Society

p. 990-996

Fellows of the Econometric Society

p. 997-1022

Financial Intermediaries and Markets

Franklin Allen, Douglas Gale
p. 1023-1061

A Dynamic Theory of Holdup

Yeon‐Koo Che, József Sákovics
p. 1063-1103

On the Existence of Pure Strategy Monotone Equilibria in Asymmetric First‐Price Auctions

Philip J. Reny, Shmuel Zamir
p. 1105-1125

A PANIC Attack on Unit Roots and Cointegration

Jushan Bai, Serena Ng
p. 1127-1177

The Organization of Supplier Networks: Effects of Delegation and Intermediation

Dilip Mookherjee, Masatoshi Tsumagari
p. 1179-1219

Statistical Treatment Rules for Heterogeneous Populations

Charles F. Manski
p. 1221-1246

Price Manipulation and Quasi‐Arbitrage

Gur Huberman, Werner Stanzl
p. 1247-1275

Efficient Semiparametric Estimation of Censored and Truncated Regressions via a Smoothed Self‐Consistency Equation

Stephen R. Cosslett
p. 1277-1293

Jackknife and Analytical Bias Reduction for Nonlinear Panel Models

Jinyong Hahn, Whitney Newey
p. 1295-1319

Announcements

p. 1321-1325

News Notes

p. 1326-1327

Measuring Expectations

Charles F. Manski
p. 1329-1376

A General Formula for Valuing Defaultable Securities

P. Collin‐Dufresne, R. Goldstein, J. Hugonnier
p. 1377-1407

Women as Policy Makers: Evidence from a Randomized Policy Experiment in India

Raghabendra Chattopadhyay, Esther Duflo
p. 1409-1443

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

Victor Chernozhukov, Han Hong
p. 1445-1480

Likelihood‐Based Estimation of Latent Generalized ARCH Structures

Gabriele Fiorentini, Enrique Sentana, Neil Shephard
p. 1481-1517

Wavelet‐Based Testing for Serial Correlation of Unknown Form in Panel Models

Yongmiao Hong, Chihwa Kao
p. 1519-1563

Social Indeterminacy

Gil Kalai
p. 1565-1581

The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information

Frank Heinemann, Rosemarie Nagel, Peter Ockenfels
p. 1583-1599

Consistent Estimation of Models Defined by Conditional Moment Restrictions

Manuel A. Domínguez, Ignacio N. Lobato
p. 1601-1615

Mechanism Design with Interdependent Valuations: Efficiency

Claudio Mezzetti
p. 1617-1626

Announcements

p. 1627-1629

News Notes

p. 1630-1630

Large Robust Games

Ehud Kalai
p. 1631-1665

Empirical Likelihood‐Based Inference in Conditional Moment Restriction Models

Yuichi Kitamura, Gautam Tripathi, Hyungtaik Ahn
p. 1667-1714

On Optimal Rules of Persuasion

Jacob Glazer, Ariel Rubinstein
p. 1715-1736

Polarization: Concepts, Measurement, Estimation

Jean‐Yves Duclos, Joan Esteban, Debraj Ray
p. 1737-1772

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

Darrell Duffie, Peter Glynn
p. 1773-1808

Consistent Testing of Cointegrating Relationships

Francesc Marmol, Carlos Velasco
p. 1809-1844

Confidence Intervals for Partially Identified Parameters

Guido W. Imbens, Charles F. Manski
p. 1845-1857

Full Content Abstract

Panel Binary Variables and Sufficiency: Generalizing Conditional Logit

Thierry Magnac
p. 1859-1876

Efficient Semiparametric Estimation via Moment Restrictions

Whitney K. Newey
p. 1877-1897

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

Lung‐Fei Lee
p. 1899-1925

Corrigendum to “Communication and Equilibrium in Discontinuous Games of Incomplete Information”

Matthew O. Jackson, Leo K. Simon, Jeroen M. Swinkels, William R. Zame
p. 1927-1929

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Announcements

p. 1931-1933

Accepted Manuscripts

p. 1934-1934

News Notes

p. 1935-1935