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 71, Issue 2 (March 2003)

On Modes of Economic Governance

Avinash Dixit
p. 449-481

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The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions

Yacine Aït–Sahalia, Per A. Mykland
p. 483-549

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The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

Andrew B. Abel
p. 551-578

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Modeling and Forecasting Realized Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
p. 579-625

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Empirical Limits for Time Series Econometric Models

Werner Ploberger, Peter C. B. Phillips
p. 627-673

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A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

Donald W. K. Andrews, Patrik Guggenberger
p. 675-712

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The Law of Demand and Risk Aversion

John K.H. Quah
p. 713-721

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Announcements

p. 723-728

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News Notes

p. 729-730

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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.
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