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 41, Issue 1 (January 1973)

Front Matter

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A Mixture-Set Axiomatization of Conditional Subjective Expected Utility

Peter C. Fishburn
p. 1-25

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Risk Independence and Multiattributed Utility Functions

Ralph L. Keeney
p. 27-34

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The Risk Independence Axiom

Robert A. Pollak
p. 35-39

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The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator

D. H. Richardson, R. L. Basmann
p. 41-58

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An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator

Donald H. Ebbeler, James B. McDonald
p. 59-65

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Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Roberto S. Mariano
p. 67-77

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The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models

A. Rodney Dobell, Christopher Caton, Edwin Burmeister, Stephen Ross
p. 79-95

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A Stochastic Model of Discrimination in the Labor Market

John E. Rolph, Stephen J. Carroll
p. 97-108

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Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

Gregory C. Chow
p. 109-118

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Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency

Phoebus J. Dhrymes
p. 119-134

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A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

Peter K. Clark
p. 135-155

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Notes and Comments: Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark

Benoit B. Mandelbrot
p. 157-159

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Notes and Comments: The Asymptotic Distribution of Dynamic Multipliers

Peter Schmidt
p. 161-164

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Notes and Comments: On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters

Peter Schmidt
p. 165-169

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Notes and Comments: Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

J. Kmenta, W. Oberhofer
p. 171-177

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Notes and Comments: Externalities and the Core

David A. Starrett
p. 179-183

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Accepted Manuscripts

p. 184-184

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Unpublished Memoranda

p. 185-186

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Unpublished Research Memoranda

p. 185-185

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Volume Information

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Back Matter

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Econometrica

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December 4, 2024

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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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