# Econometric Society

# Econometrica

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### 1975, Volume 43, Issue 5-6

**913-31 Personal Attributes, Job Performance, and Probability of Promotion***by*Wise, David A**933-36 Note on a Large-Sample Result in Specification Analysis***by*Kloek, T**937-57 Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances***by*Berndt, Ernst R & Savin, N Eugene**959-74 The Power of the Durbin-Watson Test***by*Tillman, John A**975-77 Semiorders and Choice Functions***by*Fishburn, Peter C**979-80 Semiorders and the Theory of Choice: A Correction***by*Jamison, Dean T & Lau, Lawrence J**981-83 Existence of a Continuous Utility Function: An Elementary Proof***by*Jaffray, Jean-Yves**985-86 A Third Remark on the Number of Equilibria of an Economy***by*Varian, Hal R**987-95 Price Ignorance and the Stability of Stock-Flow Equilibrium***by*Obst, Norman P**997-98 Optimal Saving Policy When Labor Grows Edogenously: A Critique***by*Lane, John S**999-1003 The Most General Class of CES Functions***by*Sato, Ryuzo**1005-06 Minimax Regret Significance Points for a Preliminary Test in Regression Analysis: Comment***by*Farebrother, R W

### 1975, Volume 43, Issue 4

**611-46 Values of Markets with a Continuum of Traders***by*Aumann, Robert J**647-60 The Nature of Stochastic Equilibria***by*Green, Jerry R & Majumdar, Mukul**661-68 Coalitional Fairness of Allocations in Pure Exchange Economies***by*Gabszewicz, Jean Jaskold**669-82 Observations on the Shape and Relevance of the Spatial Demand Function***by*Greenhut, M L & Hwang, M & Ohta, H**683-90 Social Choice with Continuous Expression of Individual Preferences***by*Saposnik, Rubin**691-709 Error Analysis in Nearly-Completely Decomposable Stochastic Systems***by*Courtois, P J**711-17 A Test for the Presence of First-Order Vector Autoregressive Errors When Lagged Endogenous Variables Are Present***by*Guilkey, David K**719-25 Testing the Error Specification in Nonlinear Regression***by*Leech, Dennis**727-38 An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models***by*Hausman, Jerry A**739-44 Estimation of the Cobb-Douglas Production Function***by*Wu, De-Min**745-55 Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach***by*Schmidt, Peter & Strauss, Robert P**757-70 Factor Prices, Expectations, and Demand for Labor***by*Gupta, Kanhaya L**771-88 The Distribution of Tenant Benefits in Public Housing***by*Murray, Michael P**789-802 Optimal Cropping of Self-Reproducible Natural Resources***by*Beddington, John R & Watts, C M K & Wright, W D C**803-06 Social Preference Orderings under Majority Rule***by*Hoyer, Robert W & Mayer, Lawrence S**807-09 Identification and Consumer Unit Scales***by*Muellbauer, John

### 1975, Volume 43, Issue 3

**363-93 A Stochastic Decentralized Resource Allocation Process: Part II***by*Hurwicz, Leonid & Radner, Roy & Reiter, Stanley**395-419 Production and Demand Models with Direct or Indirect Implicit Additivity***by*Hanoch, Giora**421-30 Certainty Equivalence, First Order Certainty Equivalence, Stochastic Control, and the Covariance Structure***by*Young, Richard M**431-54 A Quantitative Theory of Risk Premiums on Securities with an Application to the Term Structure of Interest Rates***by*Dieffenbach, Bruce C**455-68 Comparative Advantage and the Distributions of Earnings and Abilities***by*Sattinger, Michael**469-92 Non-Steady-State Economic Growth in a Two-Sector World***by*Lapan, Harvey E**493-98 A Note on the Underestimation and Overestimation of the Leontief Inverse***by*Simonovits, A**499-512 The Cyclic Properties of the Production-Inventory Process***by*Duffy, William J & Lewis, Kenneth A**513-18 Other Solutions to Nash's Bargaining Problem***by*Kalai, Ehud & Smorodinsky, Meir**519-20 Radial Change in Distortion and Choice of Numeraire***by*Hatta, Tatsuo**521-22 The Koopmans and Hood Test: A Comment***by*Savin, N Eugene**523-28 Combining Microsimulation and Regression: Comment***by*Mirer, Thad W & Peck, Jon K**529-31 Combining Microsimulation and Regression: A Reply***by*Bergmann, Barbara R

### 1975, Volume 43, Issue 2

**187-221 A Stochastic Decentralized Resource Allocation Process: Part I***by*Hurwicz, Leonid & Radner, Roy & Reiter, Stanley**223-29 External Diseconomies in Consumption and Monopoly Pricing***by*Luski, Israel & Lusky, Rafael**231-59 A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty***by*Hay, George A & Holt, Charles C**261-81 Optimal Consumption over Time when Prices and Interest Rates Follow a Markovian Process***by*Anastasopoulos, A & Kounias, Stratis**283-92 A Price Characterization of Efficient Random Variables***by*Peleg, Bezalel & Yaari, M E**293-99 Voting Majority Sizes***by*Rosenthal, Robert W**301-03 Wealth Effects and Slutsky Equations for Assets***by*Epps, Thomas W**305-25 Some Estimation Methods for a Random Coefficient Model***by*Hsiao, Cheng**327-46 Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators***by*Sargan, J D**347-59 On the Interest Rate Theorems of Malinvaud and Starrett***by*Gale, David & Rockwell, Richard

### 1975, Volume 43, Issue 1

**1-29 Pareto Optimality in Non-Convex Economies***by*Guesnerie, Roger**31-39 Samuelson's Self-Dual Preferences***by*Haque, Wahidul**41-56 Nonstandard Exchange Economies***by*Brown, Donald J & Robinson, Abraham**57-64 The Samuelson Nonsubstitution Theorem and the Computation of Equilibrium Prices***by*Diewert, W E**65-80 Tatonnement Stability of Infinite Horizon Models with Saddle-Point Instability***by*Heller, Walter Perrin**81-92 Congestion Tolls for Poisson Queuing Processes***by*Edelson, Noel M & Hildebrand, David K**93-113 Rendement qualitatif et financement optimal des politiques d'environnement. (With English summary.)***by*Kolm, Serge-Christophe**115-24 International Factor Mobility, Nontraded Goods, and the International Equalization of Prices of Goods and Factors***by*Rodriguez, Carlos Alfredo**125-40 Linear Cross-Equation Constraints and the Identification Problem***by*Kelly, Jerry S**141-46 Estimation of the Two-Limit Probit Regression Model***by*Rosett, Richard N & Nelson, Forrest D**147-62 A Method for Stochastic Control of Nonlinear Econometric Models and an Application***by*Cooper, J Phillip & Fischer, Stanley**163-68 A Note on the Extraction of Components from Time Series***by*Pagan, Adrian R**169-72 A Note on "Interpersonal Aggregation and Partial Comparability"***by*Fine, Ben**173-74 Path-Independent Social Choice Functions: A Further Result***by*Blair, Douglas H**175 A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model***by*Drygas, Hilmar**177-78 A Program for Estimating Econometric Models-ECOMP 3***by*Richardson, D H & Rohr, R J

### 1974, Volume 42, Issue 6

**971-98 Errors in Variables and Other Unobservables***by*Griliches, Zvi**999-1012 Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal***by*Amemiya, Takeshi**1013-30 Maximum Likelihood Methods for Models of Markets in Disequilibrium***by*Maddala, G S & Nelson, Forrest D**1031-44 Some Time and Frequency Domain Distributed Lag Estimators: A Comparative Monte Carlo Study***by*Cargill, Thomas F & Meyer, Robert A**1045-67 Voter Antagonism and the Paradox of Voting***by*Kuga, Kiyoshi & Nagatani, Hiroaki**1069-80 A Test of the "No Trade Off in the Long Run" Hypothesis***by*Cukierman, Alex**1081-91 Short-Run Equilibrium and Stability in the Two-Sector Growth Model***by*Chacholiades, Miltiades**1093-1113 Money and the Decentralization of Exchange***by*Ostroy, Joseph M & Starr, Ross M**1115-27 A Convenient Descriptive Model of Income Distribution: The Gamma Density***by*Salem, A B Z & Mount, T D**1129-31 A Note on Preference Aggregation***by*Young, H Peyton**1133 A General Formulation of the Lechatelier-Samuelson Principle: A Comment***by*Watson, Donald

### 1974, Volume 42, Issue 5

**773-801 Factor Substitution and Durability of Capital in a Two-Sector Putty-Clay Model***by*Adachi, Hideyuki**803-23 The Estimation of Some Continuous Time Models***by*Phillips, P C B**825-39 Finite Sample Distributions Associated with Stochastic Difference Equations-Some Experimental Evidence***by*Basmann, R L & Richardson, D H & Rohr, R J**841-51 Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models***by*Maddala, G S**853-67 Testing a Subset of the Overidentifying Restrictions***by*Kadane, Joseph B**869-83 Testing Structural Specification Using the Unrestricted Reduced Form***by*Byron, R P**885-91 Learning the Optimal Strategy in a Zero-Sum Game***by*Crawford, Vincent P**893-912 Some Generalizations of Social Decisions under Majority Rule***by*Wendell, Richard E & Thorson, Stuart J**913-19 The Nontransitive Consumer***by*Shafer, Wayne J**921-32 On the Uniqueness of Competitive Equilibrium: Part II, Bounded Demand***by*Pearce, Ivor F & Wise, J**947-66 Measurement of Conjectural Variations in Oligopoly***by*Iwata, Gyoichi

### 1974, Volume 42, Issue 4

**611-32 Marx in the Light of Modern Economic Theory***by*Morishima, Michio**633-42 Some Remarks on the Core of a "Large" Economy***by*Khan, M Ali**643-66 The Topology of Pareto-Optimal Regions with Public Goods***by*Zeckhauser, Richard J & Weinstein, Milton C**667-77 The Capacity of the Smithies Model to Explain the Growth Trend by Endogenous Forces***by*Kromphardt, Jurgen & Dorfner, Joachim**679-94 Shadow Prices, Market Wages, and Labor Supply***by*Heckman, James J**695-704 Impossibility Theorems without the Social Completeness Axiom***by*Fishburn, Peter C**705-16 Equilibrium and Stability***by*Allingham, M G**717-30 An Experimental Study of Structural Estimators and Test Statistics Associated with Dynamical Econometric Models***by*Basmann, R L & Richardson, D H & Rohr, R J**731-36 Identifiability in Linear Models***by*Richmond, J**737-48 Asymptotic Minimum-MSE Prediction in the Cobb-Douglas Model with a Multiplicative Disturbance Term***by*Aigner, Dennis J**749-58 The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables***by*Ullah, Aman & Nagar, A L**759-62 A Note on a Fair and Jaffee Model***by*Amemiya, Takeshi**763-69 Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables***by*Kenkel, James L**771 A Comment on SYMINV: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition***by*Stewart, J

### 1974, Volume 42, Issue 3

**393-423 Towards an Economic Theory of Replacement Investment***by*Feldstein, Martin S & Rothschild, Michael**425-33 An Axiomatic Characterization of the Price Mechanism***by*Sonnenschein, Hugo**435-60 Price Distortion and Potential Welfare***by*Kawamata, Kunio**461-70 Power, the Economic Environment, and Social Choice***by*Saposnik, Rubin**471-86 The Hahn Process with Firms but No Production***by*Fisher, Franklin M**487-96 Recursively Decentralized Decision Making***by*Blackorby, Charles, et al**497-516 Intertemporal Consumer Theory and the Demand for Durables***by*Diewert, W E**517-27 Random Parameters in a Simultaneous Equation Framework: Identification and Estimation***by*Kelejian, Harry H**529-46 Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results***by*Wu, De-Min**547-58 Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular***by*Court, R H**559-78 Stochastic Specification in an Aggregate Demand Model of the United Kingdom***by*Hendry, David F**579-90 A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models***by*Oberhofer, W & Kmenta, J**591-92 The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model***by*Schmidt, Peter**593-96 Saddlepoint in Homogeneous Programming without Slater Condition***by*Van Moeseke, Paul**597-600 A Note on the Efficient Estimation of the New Measures of Income Inequality***by*Kakwani, N C**601-08 Use of the Chow Test under Heteroscedasticity***by*Toyoda, Toshihisa

### 1974, Volume 42, Issue 2

**221-37 Non-Cooperative Equilibria in Time-Dependent Supergames***by*Friedman, James W**239-51 Voting Anomalies, the Number of Voters, and the Number of Alternatives***by*Kelly, Jerry S**253-66 Optimal Consumption with a Stochastic Income Stream***by*Miller, Bruce L**267-72 Necessary Conditions for Optimal Control Problems with Infinite Horizons***by*Halkin, Hubert**273-77 Horizon in a Simple Model of Economic Growth***by*Keeler, Emmett**279-87 Dynamic Oligopoly with Inventories***by*Kirman, Alan P & Sobel, Matthew J**289-301 Product Durability under Monopoly and Competition***by*Kamien, Morton I & Schwartz, Nancy L**303-09 The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model***by*Schmidt, Peter**311-32 A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors***by*Dhrymes, Phoebus J & Berner, R & Cummins, J David**333-40 Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors***by*Sathe, S T & Vinod, H D**341-67 The Analysis of Consumer Demand in the United Kingdom, 1900-1970***by*Deaton, Angus S**369-75 Application of Random Coefficient Regression Models to the Aggregation Problem***by*Akkina, K R**377-88 Education and the Decision to Migrate: An Econometric Analysis of Migration in Venezuela***by*Levy, Mildred B & Wadycki, Walter J**389-91 Pooling as a Specification Error-A Note***by*Desai, Meghnad

### 1974, Volume 42, Issue 1

**1-20 Equilibrium in a Finite Sequence of Markets with Transaction Cost***by*Kurz, Mordecai**21-34 The Stability of Edgeworth's Recontracting Process***by*Green, Jerry R**35-44 Recontracting Stability***by*Feldman, Allan M**45-54 The Price of Money in a Pure Exchange Monetary Economy with Taxation***by*Starr, Ross M**55-71 A Metric Structure Derived from Subjective Judgments: Scaling under Perfect and Imperfect Discrimination***by*Bartoszynski, Robert**73-85 The Estimation of Income and Substitution Effects in a Model of Family Labor Supply***by*Ashenfelter, Orley & Heckman, James J**87-101 Some Empirical Evidence on the Decreasing Scale Elasticity***by*Ringstad, Vidar**103-12 Information-Improvement Functions***by*Sharma, Bhu Dev & Autar, Ram**113-34 Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than Their Components***by*Aigner, Dennis J & Goldfeld, Stephen M**135-46 Specification of the Disturbance for Efficient Estimation***by*Engle, Robert F**147-67 Quality, Commodity Hierarchies, and Housing Markets***by*Sweeney, James L**169-76 The Validity of Nagar's Expansion for the Moments of Econometric Estimators***by*Sargan, J D**177-90 Methods of Estimation for Markets in Disequilibrium: A Further Study***by*Fair, Ray C & Kelejian, Harry H**191-96 Large Sample Theory of Some Measures of Income Inequality***by*Gastwirth, Joseph L**197-98 Negative Quasi-Definiteness and the Global Stability of General Equilibrium***by*Gordon, Roger H**199-205 The Existence of Optimal Price Vectors in the General Balanced-Growth Model of Gale***by*Soyster, A L**207-10 On the Form of Market Demand Functions***by*Case, J**211-13 A Note on Theil's Test for Linearity of Regression***by*Hollander, Myles

### 1973, Volume 41, Issue 6

**997-1016 Regression Analysis when the Dependent Variable is Truncated Normal***by*Amemiya, Takeshi**1017-25 Divisia Index Numbers***by*Hulten, Charles R**1027-41 Aggregation of Preferences with Variable Electorate***by*Smith, John H**1043-48 The Stability of Models of Money and Growth with Perfect Foresight***by*Sargent, Thomas J & Wallace, Neil**1049-68 Competitive Equilibrium in a Game***by*Baudier, Edmond**1069-74 The Theory of Parametric Identification***by*Bowden, Roger J**1075-91 Path Independence, Rationality, and Social Choice***by*Plott, Charles R**1093-1101 Minimax Regret Significance Points for a Preliminary Test in Regression Analysis***by*Sawa, Takamitsu & Hiromatsu, Takeshi**1103-23 Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions***by*Green, Jerry R**1125-36 Systems k-Class Estimators***by*Savin, N E**1137-58 Un systeme complet de fonctions de demande: Les equations de Fourgeaud et Nataf***by*Nasse, Ph**1159-66 Existence of Approximate Equilibria and Cores***by*Hildenbrand, Werner & Schmeidler, David & Zamir, Shmuel**1167-82 A Nonlinear Input-Output Model of a Multisectored Economy***by*Sandberg, I W**1183-96 Summation Social Choice Functions***by*Fishburn, Peter C**1197-99 A Theorem on Shadow Prices***by*Afriat, S N**1201-02 Let's Block "Block."***by*Shapley, Lloyd S**1203-06 Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound***by*Yancey, T A & Judge, G G & Bock, M E**1207 A Computer Program for Dynamic Multipliers***by*Liew, C K

### 1973, Volume 41, Issue 5

**797-815 Stabilization of the Canadian Dollar: 1952-1960***by*Pippenger, John E & Phillips, Llad**817-28 On the Uniqueness of Competitive Equilibrium: Part I, Unbounded Demand***by*Pearce, I F & Wise, J**829-52 Non-Price Rationing of Intermediate Goods in Centrally Planned Economies***by*Manove, Michael**853-66 The Elasticity of Labor Supply to the Individual Firm***by*Nelson, Phillip**867-87 An Intertemporal Capital Asset Pricing Model***by*Merton, Robert C**889-99 Conditions for the Existence of Cycles Under Majority and Non-Minority Rules***by*Fine, Kit**901-12 Semiorders and the Theory of Choice***by*Jamison, Dean T & Lau, Lawrence J**913-35 Nice Demand Functions***by*Rader, J Trout**937-54 Toward an Econometric Accommodation of the Capital-Intensity-Perversity Phenomenon***by*Brown, Murray**955-63 Combining Microsimulation and Regression: A "Prepared" Regression of Poverty Incidence on Unemployment and Growth***by*Bergmann, Barbara R**965-80 A Price Schedules Decomposition Algorithm for Linear Programming Problems***by*Jennergren, L Peter**981-84 Concavity of Production Functions and Non-Increasing Returns to Scale***by*Friedman, James W**985-86 Errors in the Variables Bias in the Presence of Correctly Measured Variables***by*Levi, Maurice D**987-91 Independence of Irrelevant Alternatives***by*Ray, Paramesh

### 1973, Volume 41, Issue 4

**587-601 Manipulation of Voting Schemes: A General Result***by*Gibbard, Allan**603-15 Transitive Binary Social Choices and Intraprofile Conditions***by*Fishburn, Peter C**617-31 Incentives in Teams***by*Groves, Theodore**633-42 An Econometric Analysis of Fertility in Sweden, 1870-1965***by*Wilkinson, Maurice**643-56 Choice of Response Functional Form in Designing Subsidy Experiments***by*Conlisk, John**657-65 Generalized Costs of Adjustment and Dynamic Factor Demand Theory***by*Mortensen, Dale T**667-82 Neo-Classical Technology Sets and Properties of Production Possibility Sets***by*Otani, Yoshihiko**683-714 Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions***by*Anderson, T W & Sawa, Takamitsu**715-21 Approximations to the Distribution Functions of Theil's K-Class Estimators***by*Mariano, Roberto S**723-32 Generalized Least Squares with an Estimated Autocovariance Matrix***by*Amemiya, Takeshi**733-50 Alternative Tests of Independence Between Stochastic Regressors and Disturbances***by*Wu, De-Min**751-59 Linear Regression with Error in the Deflating Variable***by*Casson, M C**761-74 Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors***by*Maddala, G S & Rao, A S**775-88 A Distributed Lag Estimator Derived from Smoothness Priors***by*Shiller, Robert J

### 1973, Volume 41, Issue 3

**383-410 Markets for an Exchange Economy with Individual Risks***by*Malinvaud, E**411-23 Revealed Preference-A Proof of Houthakker's Theorem***by*Stigum, Bernt P**425-54 Edgeworth's Conjecture***by*Bewley, Truman F