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

Home> Publications>Econometrica

Econometrica
Volume 64, Issue 3 (May 1996)

Front Matter

Institutional Access
Log In To View Full Content

Nonparametric Pricing of Interest Rate Derivative Securities

Yacine Ait-Sahalia
p. 527-560

Institutional Access
Log In To View Full Content Abstract

Asymptotically Optimal Smoothing with Arch Models

Daniel B. Nelson
p. 561-573

Institutional Access
Log In To View Full Content Abstract

Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models

Robin L. Lumsdaine
p. 575-596

Institutional Access
Log In To View Full Content Abstract

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach

Jushan Bai
p. 597-622

Institutional Access
Log In To View Full Content Abstract

Federal Fiscal Constitutions: Risk Sharing and Moral Hazard

Guido Tabellini, Torsten Persson
p. 623-646

Institutional Access
Log In To View Full Content Abstract

Unemployment Insurance Rules, Joblessness, and Part-Time Work

Brian P. McCall
p. 647-682

Institutional Access
Log In To View Full Content Abstract

Notes and Comments: Changes in Background Risk and Risk Taking Behavior

Christian Gollier, Harris Schlesinger, Louis Eeckhoudt
p. 683-689

Institutional Access
Log In To View Full Content

Notes and Comments: Maintaining a Reputation Against a Long-Lived Opponent

David K. Levine, Drew Fudenberg, Marco Celetani, Wolfgang Pesendorfer
p. 691-704

Institutional Access
Log In To View Full Content

Notes and Comments: Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative

Donald W. K. Andrews
p. 705-718

Institutional Access
Log In To View Full Content

Notes and Comments: Convergence Rates of SNP Density Estimators

A. Ronald Gallant, Victor M. Fenton
p. 719-727

Institutional Access
Log In To View Full Content

Announcements

p. 728-729

Institutional Access
Log In To View Full Content

News Notes

p. 730-731

Institutional Access
Log In To View Full Content

The Econometric Society Annual Reports, 1995: Report of the President

Christopher A. Sims
p. 732-735

Institutional Access
Log In To View Full Content

1995 Election of Fellows to the Econometric Society

p. 736-740

Institutional Access
Log In To View Full Content

Fellows of the Econometric Society, January, 1996

p. 741-761

Institutional Access
Log In To View Full Content

[Photograph]: Christopher A. Sims, President of the Econometric Society, 1995

Institutional Access
Log In To View Full Content

Back Matter

Institutional Access
Log In To View Full Content

Publications

Econometrica

Journal News

December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
View

Log In


Forgot your password?