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 5 (September 1983)

Front Matter

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Expectations, Plans, and Realizations in Theory and Practice

Marc Nerlove
p. 1251-1280

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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Gary Chamberlain, Michael Rothschild
p. 1281-1304

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Funds, Factors, and Diversification in Arbitrage Pricing Models

Gary Chamberlain
p. 1305-1324

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On the Efficient Markets Hypothesis

J. S. Jordan
p. 1325-1344

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Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions

Gur Huberman, Stephen Ross
p. 1345-1362

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The Determination of Spot and Futures Prices with Storable Commodities

Stephen J. Turnovsky
p. 1363-1388

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Efficient, Anonymous, and Neutral Group Decision Procedures

Walter Armbruster, Werner Boge
p. 1389-1406

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The Theory of Syndicates and Linear Sharing Rules

Amin H. Amershi, Jan H. W. Stoeckenius
p. 1407-1416

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The Determination of the Union Status of Workers

Henry S. Farber
p. 1417-1438

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Strategic Considerations in Invention and Innovation: The Case of Natural Resources

Joseph Stiglitz, Partha Dasgupta, Richard Gilbert
p. 1439-1448

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Technical Progress and Structural Change in the Swedish Cement Industry 1955-1979

Finn R. Forsund, Lennart Hjalmarsson
p. 1449-1468

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Natural Oligopolies

Avner Shaked, John Sutton
p. 1469-1484

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A Difficulty with the Optimum Quantity of Money

Truman Bewley
p. 1485-1504

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ERA's: A New Approach to Small Sample Theory

P. C. B. Phillips
p. 1505-1526

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Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation

Jerry A. Hausman, William E. Taylor
p. 1527-1550

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A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification

F. Mehta, J. D. Sargan
p. 1551-1568

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Notes and Comments: The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators

James L. Powell
p. 1569-1576

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Notes and Comments: Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients

Katsuto Tanaka
p. 1577-1582

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Notes and Comments: Dynamic Effects of a Shift in Savings; The Role of Firms

Olivier J. Blanchard
p. 1583-1592

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Notes and Comments: The Utility Function and the Superneutrality of Money on the Transition Path

Kazumi Asako
p. 1593-1596

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Call for Papers: 1984 Summer Meeting of the Econometric Society

p. 1597-1598

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Accepted Manuscripts

p. 1598-1598

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News Notes

p. 1599-1602

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Erratum: Individual Monotonicity and Lexigraphic Maxmin Solution

Haruo Imai
p. 1603-1603

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Submission of Manuscripts to Econometrica

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Back Matter

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Journal News

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