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 51, Issue 3 (May 1983)

Front Matter

Log In To View Full Content

A Model of Stochastic Process Switching

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

Log In To View Full Content Abstract

Testing Rational Expectations and Efficiency in the Foreign Exchange Market

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

Log In To View Full Content Abstract

Expectations, Demand, and Observability

H. M. Polemarchakis
p. 565-574

Log In To View Full Content Abstract

Efficient Exchange with a Variable Number of Consumers

Urs Schweizer
p. 575-584

Log In To View Full Content Abstract

Input-Output Analysis and Technical Change

John Craven
p. 585-598

Log In To View Full Content Abstract

Inventories and Price Inflexibility

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

Log In To View Full Content Abstract

Capital Market Equilibrium with Personal Tax

George M. Constantinides
p. 611-636

Log In To View Full Content Abstract

A Financial Theory of Investment Behavior

Erling Steigum, Jr.
p. 637-646

Log In To View Full Content Abstract

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

Log In To View Full Content Abstract

An Intertemporal Model of Saving and Investment

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

Log In To View Full Content Abstract

Equilibrium Trajectories of Economic Growth

V. M. Polterovich
p. 693-730

Log In To View Full Content

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

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

Log In To View Full Content Abstract

More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form

J. G. Cragg
p. 751-764

Log In To View Full Content Abstract

Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model

Stephen R. Cosslett
p. 765-782

Log In To View Full Content Abstract

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

Christopher Sims, Fumio Hayashi
p. 783-798

Log In To View Full Content Abstract

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

Log In To View Full Content Abstract

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

Kimio Morimune
p. 821-842

Log In To View Full Content Abstract

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

Charles Wolf, Larry Pohlman
p. 843-850

Log In To View Full Content

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

M. J. Browning
p. 851-856

Log In To View Full Content

Accepted Manuscripts

p. 857-858

Log In To View Full Content

News Notes

p. 859-862

Log In To View Full Content

1982 Election of Fellows of the Econometric Society

p. 863-865

Log In To View Full Content

Fellows of the Econometric Society as of January, 1983

p. 866-877

Log In To View Full Content

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

p. 878-893

Log In To View Full Content

Submission of Manuscripts of Econometrica

Log In To View Full Content

[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

Log In To View Full Content

Back Matter

Log In To View Full Content

Journal News

View