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 51, Issue 3 (May 1983)

Front Matter

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A Model of Stochastic Process Switching

Peter M. Garber, Robert P. Flood
p. 537-552

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Testing Rational Expectations and Efficiency in the Foreign Exchange Market

Patrick C. McMahon, Richard T. Baillie, Robert E. Lippens
p. 553-564

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Expectations, Demand, and Observability

H. M. Polemarchakis
p. 565-574

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Efficient Exchange with a Variable Number of Consumers

Urs Schweizer
p. 575-584

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Input-Output Analysis and Technical Change

John Craven
p. 585-598

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Inventories and Price Inflexibility

John McMillan, Klaus F. Zimmermann, Seiichi Kawasaki
p. 599-610

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Capital Market Equilibrium with Personal Tax

George M. Constantinides
p. 611-636

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A Financial Theory of Investment Behavior

Erling Steigum, Jr.
p. 637-646

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The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing

Larry G. Epstein, Michael G. S. Denny
p. 647-674

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An Intertemporal Model of Saving and Investment

Andrew B. Abel, Olivier J. Blanchard
p. 675-692

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Equilibrium Trajectories of Economic Growth

V. M. Polterovich
p. 693-730

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The Impact of Exogenous Child Mortality on Fertility: A Waiting Time Regression with Dynamic Regressors

Kenneth I. Wolpin, Randall J. Olsen
p. 731-750

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More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form

J. G. Cragg
p. 751-764

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Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model

Stephen R. Cosslett
p. 765-782

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Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments

Christopher Sims, Fumio Hayashi
p. 783-798

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Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle

Alok Bhargava, J. D. Sargan
p. 799-820

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Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size

Kimio Morimune
p. 821-842

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Notes and Comments: The Recovery of Risk Preferences from Actual Choices

Charles Wolf, Larry Pohlman
p. 843-850

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Notes and Comments: Necessary and Sufficient Conditions for Conditional Cost Functions

M. J. Browning
p. 851-856

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Accepted Manuscripts

p. 857-858

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News Notes

p. 859-862

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1982 Election of Fellows of the Econometric Society

p. 863-865

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Fellows of the Econometric Society as of January, 1983

p. 866-877

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Program of the 1982 North American Winter Meeting of the Econometric Society

p. 878-893

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Submission of Manuscripts of Econometrica

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[Photograph]: James A. Mirrlees, President of the Econometric Society, 1982; First Vice-President of the Econometric Society, 1981; Second Vice-President of the Econometric Society, 1980

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Back Matter

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