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 70, Issue 1 (January 2002)

The Mirrlees Approach to Mechanism Design with Renegotiation (with Applications to Hold‐up and Risk Sharing)

Ilya Segal, Michael D. Whinston
p. 1-45

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Consumption Over the Life Cycle

Pierre‐Olivier Gourinchas, Jonathan A. Parker
p. 47-89

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Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

Alberto Abadie, Joshua Angrist, Guido Imbens
p. 91-117

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Higher‐Order Improvements of a Computationally Attractive ‐Step Bootstrap for Extremum Estimators

Donald W. K. Andrews
p. 119-162

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A New Specification Test for the Validity of Instrumental Variables

Jinyong Hahn, Jerry Hausman
p. 163-189

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Determining the Number of Factors in Approximate Factor Models

Jushan Bai, Serena Ng
p. 191-221

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Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach

Yacine Aït‐Sahalia
p. 223-262

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Individual Sense of Justice: A Utility Representation

Edi Karni, Zvi Safra
p. 263-284

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Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?

J. Rust, J. F. Traub, H. Wozniakowski
p. 285-329

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Independence, Monotonicity, and Latent Index Models: An Equivalence Result

Edward Vytlacil
p. 331-341

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On the Value of Competition in Procurement Auctions

Olivier Compte, Philippe Jehiel
p. 343-355

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Regressions, Short and Long

Philip J. Cross, Charles F. Manski
p. 357-368

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An Impossibility Theorem Concerning Multilateral International Comparison of Volumes

Matthijs Van Veelen
p. 369-375

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Bootstrapping Autoregressive Processes with Possible Unit Roots

Atsushi Inoue, Lutz Kilian
p. 377-391

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Comment on: “Do Sunspots Matter When Spot Market Equilibria Are Unique?”

Richard C. Barnett, Eric O’N. Fisher
p. 393-396

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Announcements

p. 397-402

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News Notes

p. 403-406

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Report of the Secretary

p. 407-416

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Report of the Treasurer

p. 417-423

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Report of the Editors 2000–2001

p. 425-427

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Econometrica Referees 2000–2001

p. 429-433

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The Econometric Society Research Monograph Series Report of the Editors

p. 435-436

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Submission of Manuscripts to the Econometric Society Monograph Series

p. 437-437

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