Front Matter

Optimal Inference in Cointegrated Systems

P. C. B. Phillips
p. 283-306

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

Donald W. K. Andrews
p. 307-345

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson
p. 347-370

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

George Tauchen, Robert Hussey
p. 371-396

The Permanent Income Hypothesis Revisited

David Marshall, Lawrence J. Christiano, Martin Eichenbaum
p. 397-423

Observing Violations of Transitivity by Experimental Methods

Chris Starmer, Graham Loomes, Robert Sugden
p. 425-439

The Existence of Ramsey Equilibrium

Ciprian Foias, John H. Boyd III, Robert A. Becker
p. 441-460

Bayesian Implementation

Mathew O. Jackson
p. 461-477

Nash Implementation Using Undominated Strategies

Sanjay Srivastava, Thomas R. Palfrey
p. 479-501

Notes and Comments: Comments on Brown and Rosenthal's Reexamination

Barry O’Neill
p. 503-507

Notes and Comments: The Division Problem with Single-Peaked Preferences: A Characterization of the Uniform Allocation Rule

Yves Sprumont
p. 509-519

Notes and Comments: A More Powerful Method for Triangularizing Input-Output Matrices: A Comment

Eric C. Howe
p. 521-523

Announcements

p. 525-527

News Notes

p. 528-528

The Econometric Society Annual Reports, 1990: Report of the President

J.-M. Grandmont
p. 529-531

Program of the Sixth World Congress of the Econometric Society

p. 532-593

Back Matter