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

Econometrica
Volume 80, Issue 6 (November 2012)

Frontmatter of Econometrica Vol. 80 Iss. 6

p. i-vi

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Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain

A. Belloni, D. Chen, V. Chernozhukov, C. Hansen
p. 2369-2429

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Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks

Julio Dávila, Jay H. Hong, Per Krusell, José‐Víctor Ríos‐Rull
p. 2431-2467

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Capital Mobility and Asset Pricing

Darrell Duffie, Bruno Strulovici
p. 2469-2509

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Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions

Ali Hortaçsu, Jakub Kastl
p. 2511-2542

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The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection

Pierre‐Philippe Combes, Gilles Duranton, Laurent Gobillon, Diego Puga, Sébastien Roux
p. 2543-2594

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Information Aggregation in Dynamic Markets With Strategic Traders

Michael Ostrovsky
p. 2595-2647

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On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis, Linchun Chen
p. 2649-2666

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Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

Søren Johansen, Morten Ørregaard Nielsen
p. 2667-2732

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What's News in Business Cycles

Stephanie Schmitt‐Grohé, Martín Uribe
p. 2733-2764

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Monopolistic Competition: Beyond the Constant Elasticity of Substitution

Evgeny Zhelobodko, Sergey Kokovin, Mathieu Parenti, Jacques‐François Thisse
p. 2765-2784

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Rotten Parents and Disciplined Children: A Politico‐Economic Theory of Public Expenditure and Debt

Zheng Song, Kjetil Storesletten, Fabrizio Zilibotti
p. 2785-2803

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Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure

Donald W. K. Andrews, Panle Jia Barwick
p. 2805-2826

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Ambiguity in the Small and in the Large

Paolo Ghirardato, Marciano Siniscalchi
p. 2827-2847

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Announcements

p. 2849-2850

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Forthcoming Papers

p. 2851-2851

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The Econometric Society 2011 Annual Report of the President

p. 2853-2857

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Backmatter of Econometrica Vol. 80 Iss. 6

p. vii-ix

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