## Content

### 2001

### 1999

**308 The Welfare Economics of Insurance Contracts that pay off by Reducing Price***by*Nyman, J.A.**307 The Expected Number for Real Roots of a Multihomogeneous System of Polynominal Equations***by*McLennan, A.**306 The Expected Number of Nash Equilibria of a Normal Form Game***by*McLennan, A.**305 Staggered Contracts and Business Cycle Persistence***by*Huang, K.X. & Liu, Z.**304 Infinite-Horizon Optimal Hedging Under Cone Constraints***by*Huang, K.X.**303 Innovation Fertility and Patent Design***by*Hopenhayn, H.A. & Mitchell, M.F.**302 Valuation and Asset Pricing in Infinite Horizon Sequential Markets with Portfolio Constraints***by*Huang, K.X.

### 1997

**301 The Optimal Design of First-Price Auctions with Financial Constraints and Default Risks***by*Zheng, C.Z.**300 Generic 4 x 4 Two Person Games Have at Most 15 Nash Equilibria***by*McLennan, A & Park, I-U**299 On the Generic Finiteness of Equilibrium Outcome Distributions in Game Forms***by*Govindan, S & McLennan, A

### 1996

**298 Computability of Preference, Utility, and Demand***by*Richter, M.K. & Wong, K-C.**297 Bounded Rationalities and Computable Economies***by*Richter, M.K. & Wong, K-C.**296 Definable Utility in O-Minimal Structures***by*Richter, M.K. & Wong, K-C.**288 Multiple Equilibria in Exchange Economies with Homothetic, Nearly Identical Preferences***by*Gjerstad, S.

### 1995

**284 Price Formation in Double Auctions***by*Gjerstad, S. & Dickhaut, J.**283 Excess Demand Functions, Equilibrium Prices and Existence of Equilibrium***by*Wong, K.C.**282 Stock Price Volatility Tests of Narrow and Broad Dividends : A Closer Examination of the Results of Ackert and Smith***by*TeSelle, G.H.**281 An Aggregate Model of Firm Specific Capital with and without Commitment***by*kwok, S.K.C.**279 Implicit Functions and Diffeomorphisms without C1***by*Hurwicz, L. & Richter, M.K.

### 1994

**278 Activity-Based Costing for Economic Value Added***by*Jordan, J.S. & Anctil, R. & Mukherji, A.**277 Management Accounting in Activity Networks***by*Jordan, J.S.**276 Arrow's Theorem and Turing Computability***by*Mihara, H.R.**275 Endogenous Asset Specificity in a Principal-Agent Model: An Interpretation of Managerial Myopia***by*Kwok, S.K.C.**274 Transportation Cost and Industrial Structure: A Test with China's Cross- Regional Data***by*Feng, Q. & Gong, C. & Li, S.**273 The Maximal Generic Number of Pure Nash Equilibria***by*McLennan, A.**272 The Maximal Number of Regular Totaly Mixed Nash Equilibria***by*McKelvey, R.D. & McLennan, A.

### 1993

**270 A Revealed Preference Implication of Weighted Utility Decisions Under Uncertainty***by*Park, I.U.**269 Generic Finiteness of Equilibrium Outcome Distribution for Sender Receiver Cheap-Talk Games***by*Park, I.U.**268 Maximum Likelihood Estimation of a Binary Choice Model with Random Coefficients of Unknown Distributions***by*Ichimura, H. & Thompson, S.**267 Compititive Matching Equilibrium and Multiple Principal- Agent Models***by*Li, S.**266 A Unified Framework for Implementation, the Revelation Principle, and Optimal Approximation***by*Li, S.

### 1992

**265 Assessing the Economic Impact of North American Free Trade***by*Kehoe, T.J.

### 1991

**264 Semiparametric Least Squares (sls) and Weighted SLS Estimation of Single- Index Models***by*Ichimura, H.**263 Semiparametric Instrumental Variable Estimation of Simultaneous Equation Sample Selection Models***by*Lee, L-F.**262 Amemiya's Generalized Least Squares and Tests of Overidentification in Simultaneous Equation Models with Qualitative or Limited Dependent Variables***by*Lee, L-F.

### 1990

**261 Discrete/Continuous Models of Consumer Demand with Binding Non-Negativity Constraints***by*Chiang, J. & Lee, L-F.**260 On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models***by*Lee, L-F.**259 The Exponantial Convergence of Bayesian Learning in Normal Form Games***by*Jordan, J.S.**258 Convergence to Rational Expectations in a Stationary Linear Game***by*Jordan, J.S.**257 Bayesian Learning in Normal Form Games***by*Jordan, J.S.**256 Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules***by*Lee, L-F.**255 Efficient Semiparametric Scoring Estimation of Sample Selection Models***by*Lee, L-F.**254 Semiparametric Nonlinear Least Square Estimation of Truncated Regression Models***by*Lee, L-F.

### 1989

**253 Semiparametric Maximum Profile Likelihood Estimation Of Polytomous And Sequential Choice Models***by*Lee, L-F.**252 Approximation Of Contractible Valued Correspondences By Functions***by*Mclennan, A.**251 Selected Topics In The Theory Of Fixed Points***by*Mclennan, A.**250 Fiat Money In A Pairwise-Tarding, Multi-Good, Overlapping Generations Model***by*Meada, Y.**249 Identification Of Semiparametric Discrete Choice Models***by*Thompson, T.S.

### 1988

**248 Feasable Nash Implementation Of Competitive Equilibria In A Economy With Externalities***by*Nakamura, S.**247 Rational Expectations Vs. Adaptive Behavior In A Hyperinflation World: Experimental Evidence***by*Marimon, R. & Sunder, S.**246 Meteor Showers Or Heat Wages? Heteroskedastic Intra-Daily Volatility In A The Foreign Exchange Market***by*Engel, R.F. & Ito, T. & Lin, W-L.