Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

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Econometrica
Volume 63, Issue 5 (September 1995)

Front Matter

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Fully Modified Least Squares and Vector Autoregression

Peter C. B. Phillips
p. 1023-1078

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Second Order Approximation in the Partially Linear Regression Model

Oliver Linton
p. 1079-1112

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Regression with Nonstationary Volatility

Bruce E. Hansen
p. 1113-1132

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Consistent Specification Testing Via Nonparametric Series Regression

Halbert White, Yongmiao Hong
p. 1133-1159

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Epistemic Conditions for Nash Equilibrium

Adam Brandenburger, Robert Aumann
p. 1161-1180

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An Evolutionary Approach to Pre-Play Communication

Joel Sobel, Yong-Gwan Kim
p. 1181-1193

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Decomposition and Characterization of Risk with a Continuum of Random Variables

Nabil Ibraheem Al-Najjar
p. 1195-1224

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Notes and Comments: Revisiting the Sen Poverty Index

Anthony F. Shorrocks
p. 1225-1230

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Notes and Comments: Optimal Investment Selection with a Multitude of Projects

David G. Cantor, Steven A. Lippman
p. 1231-1240

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Notes and Comments: A Cardinal Characterization of the Rubinstein-Safra-Thomson Axiomatic Bargaining Theory

Atsushi Kajii, Simon Grant
p. 1241-1249

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Announcements

p. 1251-1253

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News Notes

p. 1254-1254

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Back Matter

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Publications

Econometrica

Journal News

December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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