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 86, Issue 3 (May 2018)

Frontmatter of Econometrica Vol. 86 Iss. 3

p. i-ii

Institutional Access

Log In To View Full Content

Long-Run Covariability

Ulrich K. Müller, Mark W. Watson
p. 775-804

Institutional Access

Log In To View Full Content Abstract Supplemental Material

Saving and Dissaving with Hyperbolic Discounting

Dan Cao, Iván Werning
p. 805-857

Institutional Access

Log In To View Full Content Abstract

Eliciting Temptation and Self-Control Through Menu Choices: a Lab Experiment

Séverine Toussaert
p. 859-889

Institutional Access

Log In To View Full Content Abstract Supplemental Material

The Welfare Effects of Vertical Integration in Multichannel Television Markets

Gregory S. Crawford, Robin S. Lee, Michael D. Whinston, Ali Yurukoglu
p. 891-954

Institutional Access

Log In To View Full Content Abstract Supplemental Material

Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency

Matias D. Cattaneo, Michael Jansson
p. 955-995

Institutional Access

Log In To View Full Content Abstract Supplemental Material

The Efficiency of Slacking Off: Evidence from the Emergency Department

David C. Chan
p. 997-1030

Institutional Access

Log In To View Full Content Abstract Supplemental Material

Really Uncertain Business Cycles

Nicholas Bloom, Max Floetotto, Nir Jaimovich, Itay Saporta‐Eksten, Stephen J. Terry
p. 1031-1065

Institutional Access

Log In To View Full Content Abstract Supplemental Material

Competing on Speed

Emiliano S. Pagnotta, Thomas Philippon
p. 1067-1115

Institutional Access

Log In To View Full Content Abstract Supplemental Material

Forthcoming Papers

p. 1117-1117

Institutional Access

Log In To View Full Content

Backmatter of Econometrica Vol. 86 Iss. 3

p. iii-v

Institutional Access

Log In To View Full Content

Become A Member Of The Econometric Society