Approximate Power Functions for Some Robust Tests of Regression Coefficients

Thomas J. Rothenberg
p. 997-1019

Regression Theory for Near-Integrated Time Series

P. C. B. Phillips
p. 1021-1043

Controlling a Stochastic Process with Unknown Parameters

David Easley, Nicholas M. Kiefer
p. 1045-1064

On the Formulation of Wald Tests of Nonlinear Restrictions

Joon Y. Park, P. C. B. Phillips
p. 1065-1083

Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets

Charles R. Plott, Shyam Sunder
p. 1085-1118

Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets

Arlington W. Williams, Gerry L. Suchanek, Vernon L. Smith
p. 1119-1151

The Dynamics of Incentive Contracts

Jean Tirole, Jean-Jacques Laffont
p. 1153-1175

Justifying the First-Order Approach to Principal-Agent Problems

Ian Jewitt
p. 1177-1190

Subgame Perfect Implementation

John Moore, Rafael Repullo
p. 1191-1220

Context-Dependent Choice with Nonlinear and Nontransitive Preferences

Irving H. LaValle, Peter C. Fishburn
p. 1221-1239

1989 Far Eastern Meeting of the Econometric Society: Announcement and Call for Papers

p. 1240-1240

Call for Papers: 1989 North American Summer Meeting of the Econometric Society

p. 1240-1241

Australasian Meeting of the Econometric Society: Announcement and Call for Papers

p. 1241-1242

Accepted Manuscripts

p. 1242-1243

Call for Papers: Econometric Applications in Finance

p. 1242-1242

News Notes

p. 1244-1245

Submission of Manuscripts to Econometrica

Back Matter

Back Matter