Front Matter

Signalling and Renegotiation in Contractual Relationships

Michel Poitevin, Paul Beaudry
p. 745-782

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson
p. 783-820

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews
p. 821-856

Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models

Peter A. Zadrozny, Stefan Mittnik
p. 857-870

Nonlinear Dynamic Structures

A. Ronald Gallant, George Tauchen, Peter E. Rossi
p. 871-907

Temporal Aggregation of Garch Processes

Feike C. Drost, Theo E. Nijman
p. 909-927

Simulated Moments Estimation of Markov Models of Asset Prices

Darrell Duffie, Kenneth J. Singleton
p. 929-952

Notes and Comments: Existence and Uniqueness of Equilibria When Preferences are Additively Separable

Rose Anne Dana
p. 953-957

Notes and Comments: Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation

Timothy Erickson
p. 959-969

Notes and Comments: Implied Probabilities in GMM Estimators

David P. Brown, Kerry Back
p. 971-975

Announcements

p. 977-978

Program of the 1992 India and South-East Asia Meeting of the Econometric Society

p. 981-988

Back Matter