Econométrica: Journal of the Econometric Society

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  Año 2003, Vol. 71, Número 2

  • ON MODES OF ECONOMIC GOVERNANCE

    Avinash Dixit

    págs. 449-481

    

  • THE EFFECTS OF RANDOM AND DISCRETE SAMPLING WHEN ESTIMATING CONTINUOUS-TIME DIFFUSIONS

    Per A. Mykland, Yacine Aït-Sahalia

    págs. 483-549

    

  • THE EFFECTS OF A BABY BOOM ON STOCK PRICES AND CAPITAL ACCUMULATION IN THE PRESENCE OF SOCIAL SECURITY

    Andrew B. Abel

    págs. 551-578

    

  • MODELING AND FORECASTING REALIZED VOLATILITY

    Paul Labys, Francis X. Diebold, Torben G. Andersen, Tim Bollerslev

    págs. 579-625

    

  • EMPIRICAL LIMITS FOR TIME SERIES ECONOMETRIC MODELS

    Peter C.B. Phillips, Werner Ploberger

    págs. 627-673

    

  • A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER

    Patrik Guggenberger, Donald W.K. Andrews

    págs. 675-712

    

  • THE LAW OF DEMAND AND RISK AVERSION

    John K.-H. Quah

    págs. 713-721