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 61, Issue 4 (July 1993)

Front Matter

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Signalling and Renegotiation in Contractual Relationships

Michel Poitevin, Paul Beaudry
p. 745-782

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A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson
p. 783-820

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Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews
p. 821-856

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Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models

Peter A. Zadrozny, Stefan Mittnik
p. 857-870

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Nonlinear Dynamic Structures

A. Ronald Gallant, George Tauchen, Peter E. Rossi
p. 871-907

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Temporal Aggregation of Garch Processes

Feike C. Drost, Theo E. Nijman
p. 909-927

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Simulated Moments Estimation of Markov Models of Asset Prices

Darrell Duffie, Kenneth J. Singleton
p. 929-952

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Notes and Comments: Existence and Uniqueness of Equilibria When Preferences are Additively Separable

Rose Anne Dana
p. 953-957

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Notes and Comments: Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation

Timothy Erickson
p. 959-969

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Notes and Comments: Implied Probabilities in GMM Estimators

David P. Brown, Kerry Back
p. 971-975

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Announcements

p. 977-978

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Program of the 1992 India and South-East Asia Meeting of the Econometric Society

p. 981-988

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Back Matter

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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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