The following articles, listed alphabetically by the first author's last name, have been accepted for publication in Econometrica. Click on the title to view the PDF of the article. Supplementary material, if cited in the article, can be found at the bottom of this page. You will need to be logged in.

Acemoglu, Daron, Vasco M. Carvalho, Asuman Ozdaglar, and Alireza Tahbaz-Salehi: The Network Origins of Aggregate Fluctuations Corresponding author email: daron@mit.edu

Altonji, Joseph G., Hidehiko Ichimura, and Taisuke Otsu: Estimating Derivatives in Nonseparable Models with Limited Dependent Variables Corresponding author email: ichimura@e.u-tokyo.ac.jp

Andrews, Donald W.K., and Panle Jia Barwick: Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure Corresponding author email: donald.andrews@yale.edu

Andrews, Donald W.K., and Xu Cheng: Estimation and Inference with Weak, Semi-strong, and Strong Identification Corresponding author email: donald.andrews@yale.edu

Beaudry, Paul, David A. Green, and Benjamin Sand: Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory Corresponding author email: green@econ.ubc.ca

Bonhomme, Stéphane : Functional Differencing Corresponding author email: bonhomme@cemfi.es

Bontemps, Christian, Thierry Magnac, and Eric Maurin: Set Identified Linear Models Corresponding author email: magnac@cict.fr

Bugni, Federico A., Ivan A. Canay, and Patrik Guggenberger: Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models Corresponding author email: iacanay@northwestern.edu

Carter, Andrew V., and Douglas G. Steigerwald: Testing for Regime Switching: A Comment Corresponding author email: doug@econ.ucsb.edu

Carvajal, Andrés, Marzena Rostek, and Marek Weretka: Competition in Financial Innovation Corresponding author email: weretka@wisc.edu

Cavaliere, Giuseppe, Andres Rahbek, and A.M. Robert Taylor: Bootstrap Determination of the Co-integration Rank in VAR Models Corresponding author email: giuseppe.cavaliere@unibo.it

Chen, Bin and Yongmiao Hong: Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression Corresponding author email: bchen8@mail.rochester.edu

Chetty, Raj: Bounds on Elasticities with Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply Corresponding author email: chetty@fas.harvard.edu

Combes, Pierre-Philippe, Gilles Duranton, Laurent Gobillon, Diego Puga, and Sébastien Roux: The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection Corresponding author email: diego.puga@imdea.org

Daley, Brendan, and Brett Green: Waiting for News in the Market for Lemons Corresponding author email: b-green@kellogg.northwestern.edu

Dávila, Julio, Jay H. Hong, Per Krusell, and José-Víctor Ríos-Bull: Constrained Efficiency in the Neoclassical Growth Model with Uninsurable Idiosyncratic Shocks Corresponding author email: per.krusell@iies.su.se

Dekel, Eddie, and Barton L. Lipman: Costly Self Control and Random Self Indulgence Corresponding author email: blipman@bu.edu

Deneckere, Raymond, and James Peck: Dynamic Competition with Random Demand and Costless Search: A Theory of Price Posting Corresponding author email: peck.33@osu.edu

Doblas-Madrid, Antonio: A Robust Model of Bubbles with Multidimensional Uncertainty Corresponding author email: doblasma@msu.edu

Dubé, Jean-Pierre, Jeremy T. Fox, and Che-Lin Su: Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation Corresponding author email: jdube@chicagobooth.edu

Duffie, Darrell, and Bruno Strulovici: Capital Mobility and Asset Pricing Corresponding author email: duffie@stanford.edu

Duggan, John: Noisy Stochastic Games Corresponding author email: dugg@ur.rochester.edu

Echenique, Federico, Sangmok Lee, Matthew Shum, and M. Bumin Yenmez: The Revealed Preference Theory of Stable and Extremal Stable Matchings Corresponding author email: byenmez@andrew.cmu.edu

Einav, Liran, Mark Jenkins, and Jonathan Levin: Contract Pricing in Consumer Credit Markets Corresponding author email: jdlevin@stanford.edu

Evans, Robert: Mechanism Design with Renegotiation and Costly Messages Corresponding author email: robert.evans@econ.cam.ac.uk

Gagliardini, Patrick, and Olivier Scaillet: Nonparametric Instrumental Variable Estimation of Structural Quantile Effects Corresponding author email: olivier.scaillet@unige.ch

Galaabaatar, Tsogbadral, and Edi Karni: Subjective Expected Utility with Incomplete Preferences Corresponding author email: karni@jhu.edu

Govindan, Srihari, and Robert Wilson: Axiomatic Equilibrium Selection for Generic Two-Player Games Corresponding author email: rwilson@stanford.edu

Graham, Bryan S., and James L. Powell: Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models Corresponding author email: bgraham@econ.berkeley.edu

Hansen, Lars Peter: Dynamic Valuation Decomposition within Stochastic Economies Corresponding author email: l-hansen@uchicago.edu

Hirano, Keisuke, and Jack R. Porter: Impossibility Results for Nondifferentiable Functionals Corresponding author email: hirano@u.arizona.edu

Hortaçsu, Ali, and Jakub Kastl: Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions Corresponding author email: Jkastl@stanford.edu

Hugonnier, Julien, Semyon Malamud, and Eugene Trubowitz: Endogenous Completeness of Diffusion Driven Equilibrium Markets Corresponding author email: Julien.Hugonnier@epfl.ch

Jansson, Michael, and Morten Ørregaard Nielsen: Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis Corresponding author email: mjansson@econ.berkeley.edu

Johansen, Søren, and Morten Ørregaard Nielsen: Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model Corresponding author email: mon@econ.queensu.ca

Kasahara, Hiroyuki, and Katsumi Shimotsu: Sequential Estimation of Structural Models with a Fixed Point Constraint Corresponding author email: shimotsu@econ-hit-u.ac.jp

Kirkegaard, René : A Mechanism Design Approach to Ranking Asymmetric Auctions Corresponding author email: rkirkega@uoguelph.ca

Klibanoff, Peter, Massimo Marinacci, and Sujoy Mukerji: On the Smooth Ambiguity Model: A Reply Corresponding author email: peterk@kellogg.northwestern.edu

Kopylov, Igor: Perfectionism and Choice Corresponding author email: ikopylov@uci.edu

Merlo, Antonio, and Xun Tang: Identification and Estimation of Stochastic Bargaining Models Corresponding author email: merloa@econ.upenn.edu

Ok, Efe A., Pietro Ortoleva, and Gil Riella: Incomplete Preferences under Uncertainty: Indecisiveness in Beliefs vs. Tastes Corresponding author email: efe.ok@nyu.edu

Ostrovsky, Michael: Information Aggregation in Dynamic Markets with Strategic Traders Corresponding author email: ostrovsky@gsb.stanford.edu

Oury, Marion, and Olivier Tercieux: Continuous Implementation Corresponding author email: tercieux@pse.ens.fr

Palfrey, Thomas R., and Stephanie W. Wang: Speculative Overpricing in Asset Markets with Information Flows Corresponding author email: trp@hss.caltech.edu

Quah, John K.-H., and Bruno Strulovici: Aggregating the Single Crossing Property Corresponding author email: john.quah@economics.ox.ac.uk

Ray, Debraj, and Arthur Robson: Status, Intertemporal Choice and Risk-Taking Corresponding author email: robson@sfu.ca

Rothe, Christoph: Partial Distributional Policy Effects Corresponding author email: rothe@cict.fr

Ryan, Stephen P.: The Costs of Environmental Regulation in a Concentrated Industry Corresponding author email: sryan@mit.edu

Schmitt-Grohé, Stephanie, and Martín Uribe: What's News In Business Cycles Corresponding author email: ss3501@columbia.edu

Su, Che-Lin, and Kenneth L. Judd: Constrained Optimization Approaches to Estimation of Structural Models Corresponding author email: che-lin.su@chicagobooth.edu

Todorov, Viktor, and George Tauchen: The Realzed Laplace Transform of Volatility Corresponding author email: v-todorov@kellogg.northwestern.edu

Wolitzky, Alexander: Reputational Bargaining with Minimal Knowledge of Rationality Corresponding author email: alexander.wolitzky@gmail.com

Zhelobodko, Evgeny, Sergey Kokovin, Mathieu Parenti, and Jacques-François Thisse: Monopolistic Competition: Beyond the CES Corresponding author email: mathieu.parenti@univ-paris1.fr

Supplemental material can be presented in various file formats. When clicking on the link, if you are using Internet Explorer and you are prompted by a dialog box, please choose to save the file to your computer first and then open it from there. If you experience any difficulties please contact Custom Web Solutions for assistance.

Acemoglu, Daron, Vasco M. Carvalho, Asuman Ozdaglar, and Alireza Tahbaz-Salehi: Supplement to "The Network Origins of Aggregate Fluctuations" (zip file format). A zip file containing the replication files for the manuscript.

Altonji, Joseph G., Hidehiko Ichimura, and Taisuke Otsu: Supplement to "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables" (pdf file format). This file contains proofs omitted from the paper.

Andrews, Donald W.K., and Panle Jia Barwick: Supplement to "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure" (pdf file format). This paper contains supplementary material for the manuscript.

Andrews, Donald W.K., and Panle Jia Barwick: Supplement to "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure" (zip file format). This zip file contains the GAUSS replication files for the manuscript.

Andrews, Donald W.K., and Panle Jia Barwick: Supplement to "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure" (zip file format). This file contains the Matlab replication files for the manuscript.

Andrews, Donald W.K., and Xu Cheng: Supplement to "Estimation and Inference with Weak, Semi-strong, and Strong Identification" (pdf file format). This appendix includes (i) a heuristic description of the approach of the paper, (ii) additional assumptions, (iii) proofs, and (iv) verification of the assumptions, additional tables and figures, and simulation details for (a) the ARMA (1,1) model, (b) the nonlinear regression model, and (c) the LIML example. 

Andrews, Donald W.K., and Xu Cheng: Supplement to "Estimation and Inference with Weak, Semi-strong, and Strong Identification" (zip file format). This zip file contains the replication files for the manuscript.

Arcidiacono, Peter, and Robert A. Miller: Supplement to "CCP Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity" (zip file format). A zip file containing replication files for the manuscript.

Beaudry, Paul, David A. Green, and Benjamin Sand: Supplement to "Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory" (pdf file format). This appendix outlines the details of the manuscript's data construction (section S.1) and the implementation of the selection correction procedure described in the main text (section S.2).  In addition, we examine the robustness of our results in a number of dimensions and provide some derivations of key equations in the main paper.

Beaudry, Paul, David A. Green, and Benjamin Sand: Supplement to "Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory" (zip file format). This zip file contains replication files for the manuscript.

Bonhomme, Stéphane : Supplement to "Functional Differencing" (zip file format). This zip file contains codes used to generate the numerical results.

Bonhomme, Stéphane : Supplement to "Functional Differencing" (pdf file format). This appendix contains analytical and numerical results on various models.  It also presents a method to numerically compute information bounds and check the non-surjectivity condition. Lastly, it outlines a specification test of parametric random-effects models.

Bontemps, Christian, Thierry Magnac, and Eric Maurin: Supplement to "Set Identified Linear Models" (zip file format). This zip file contains replication files for the manuscript.

Bontemps, Christian, Thierry Magnac, and Eric Maurin: Supplement to "Set Identified Linear Models" (pdf file format). This PDF contains proofs for the manuscript.

Bugni, Federico A., Ivan A. Canay, and Patrik Guggenberger: Supplement to "Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models" (pdf file format). This supplement contains the Lemmas and their proofs that are used in the proofs of Theorems 3.1 and 3.2 of the paper in Sections S1 and S2; the proof of Corollary 3.1 in Section S2; a missing data example and Monte Carlo simulations in Section S3; the verification of Assumptions A.6 and A.7 in two leading examples in Section S4; a discussion of the intuition behind Theorem 3.2 in Section S5; and details of the computations carried out in Table 1 in Section S6.

Carter, Andrew V., and Douglas G. Steigerwald: Supplement to "Testing for Regime Switching: A Comment" (pdf file format). In this supplemental section we prove that, for an autoregressive process, the gradient of the quasi-log-likelihood does not equal zero when evaluated at the popluation parameter values.

Chen, Bin and Yongmiao Hong: Supplement to "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression" (pdf file format). This PDF file contains proofs for the manuscript.

Chen, Bin and Yongmiao Hong: Supplement to "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression" (zip file format). This zip file contains the replication files for the manuscript.

Chetty, Raj: Supplement to "Bounds on Elasticities with Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply" (pdf file format). A PDF file containing proofs and meta-analysis appendices for the manuscript.

Chetty, Raj: Supplement to "Bounds on Elasticities with Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply" (zip file format). This zip file contains the replication files for the manuscript.

Combes, Pierre-Philippe, Gilles Duranton, Laurent Gobillon, Diego Puga, and Sébastien Roux: Supplement to "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection" (pdf file format). This document contains a set of appendices with supplemental material.  Appendix E extends the model to introduce worker mobility, consumption amenities, and urban crowding costs.  Appendix F derives asymptotic properties of the estimator.  Appendix G explains how we compute the minimisation criterium to estimate the values of the parameters.  Appendix H provides further details on the data.  Appendix I explains how we implement alternative approaches to estimate TFP.  Finally, Appendix J provides sector-level estimates using urban areas as spatial units.

Combes, Pierre-Philippe, Gilles Duranton, Laurent Gobillon, Diego Puga, and Sébastien Roux: Supplement to "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection" (zip file format). This zip file contains the replication files for the manuscript.

Daley, Brendan, and Brett Green: Supplement to "Waiting for News in the Market for Lemons" (pdf file format). The purpose of this supplement is to establish the strong connection between the continuous-time model of Daley and Green (2011) and a discrete-time analog.

Dávila, Julio, Jay H. Hong, Per Krusell, and José-Víctor Ríos-Bull: Supplement to "Constrained Efficiency in the Neoclassical Growth Model with Uninsurable Idiosyncratic Shocks" (zip file format). This zip file contains replication files for the manuscript

Dekel, Eddie, and Barton L. Lipman: Supplement to "Costly Self Control and Random Self Indulgence" (pdf file format). This appendix contains an omitted proof referenced in the paper.

Deneckere, Raymond, and James Peck: Supplement to "Dynamic Competition with Random Demand and Costless Search: A Theory of Price Posting" (pdf file format). This PDF file contains proofs for the manuscript.

Dubé, Jean-Pierre, Jeremy T. Fox, and Che-Lin Su: Supplement to "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation" (pdf file format). This appendix discusses the implementation details for MPEC and NFP applied to the BLP demand estimation problem, the KNITRO outputs for MPEC and NFP, how a researcher would adapt static MPEC to a likelihood-based estimation of random-coefficients-logit demand, varying the quality of the data, and dynamic BLP with one consumer type.

Dubé, Jean-Pierre, Jeremy T. Fox, and Che-Lin Su: Supplement to "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation' (zip file format). This zip file contains the replication files for the manuscript.

Duffie, Darrell, and Bruno Strulovici: Supplement to "Capital Mobility and Asset Pricing" (pdf file format). This supplement uses appendix and equation numbering that continue from the main text of the paper.

Echenique, Federico, Sangmok Lee, Matthew Shum, and M. Bumin Yenmez: Supplement to "The Revealed Preference Theory of Stable and Extremal Stable Matchings" (pdf file format). This appendix contains the sufficiency proof for Theorem 1.

Einav, Liran, Mark Jenkins, and Jonathan Levin: Supplement to "Contract Pricing in Consumer Credit Markets' (zip file format). This zip file contains the replication files for the manuscript.

Einav, Liran, Mark Jenkins, and Jonathan Levin: Supplement to "Contract Pricing in Consumer Credit Markets" (pdf file format). This appendix provides a more detailed analysis of a parameterized version of the consumer model presented in Section 4.1.  It also illustrates some of the theoretical properties of the model and shows that the model can incorporate features observed in the data. Third, it shows the calibrated parameters of the model to match several key moments in data and further explores the features of the model.  Finally, it reports how well this model can be approximated by the linearized version in Section 4.3 of the paper.

Einav, Liran, Mark Jenkins, and Jonathan Levin: Supplement to "Contract Pricing in Consumer Credit Markets" (pdf file format). This appendix describes the details associated with the estimation of the model described Sections 4 and 5 of the paper. 

Gagliardini, Patrick, and Olivier Scaillet: Supplement to "Nonparametric Instrumental Variable Estimation of Structural Quantile Effects" (zip file format). This zip file contains the replication files for the manuscript.

Gagliardini, Patrick, and Olivier Scaillet: Supplement to "Nonparametric Instrumental Variable Estimation of Structural Quantile Effects" (pdf file format). This PDF file contains the proofs of Lemmas found within the manuscript.

Graham, Bryan S., and James L. Powell: Supplement to "Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models" (zip file format). This file contains the replication files for the manuscript.

Graham, Bryan S., and James L. Powell: Supplement to "Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models" (pdf file format). This supplement contains proofs of some auxiliary Lemmas used to show Theorem 2.1. It also contains a proof of Theorem 2.2 and additional details regarding the empirical application. All notation is as established in the main paper unless noted otherwise.  Equation numbering continues in sequence with that established in the main paper.  References not included in the bibliography to the main paper are listed as well.

Hortaçsu, Ali, and Jakub Kastl: Supplement to "Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions" (pdf file format). Table 7: Joint Hypothesis Studentized Test Results

Hortaçsu, Ali, and Jakub Kastl: Supplement to "Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions" (zip file format). This zip file contains the replication files for the manuscript.

Hugonnier, Julien, Semyon Malamud, and Eugene Trubowitz: Supplement to "Endogenous Completeness of Diffusion Driven Equilibrium Markets" (pdf file format). This document gives the proofs that were omitted from the main text, provide details for some of the arguments used in the proofs of the main results, and discuss some additional results concerning the assumption of real analyticity in the space variables and economies with terminal dividends, heterogenous discount rates and time-dependent aggregate consumption.

Jansson, Michael, and Morten Ørregaard Nielsen: Supplement to "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis" (pdf file format). This appendix contains Monte Carlo simulations to assess the finite sample properties of the likelihood ratio test in the manuscript.

Kasahara, Hiroyuki, and Katsumi Shimotsu: Supplement to "Sequential Estimation of Structural Models with a Fixed Point Constraint" (zip file format). This zip file contains the replication files for the manuscript.

Kasahara, Hiroyuki, and Katsumi Shimotsu: Supplement to "Sequential Estimation of Structural Models with a Fixed Point Constraint" (pdf file format). This supplement contains the following details omitted from the main paper due to space constraints: (A) proof of the results in the paper, (B) auxiliary results and their proof, (C) additional alternative sequential algorithms, (D) the convergence properties of the NPL algorithm for models with unobserved heterogeneity, and (E) additional Monte Carlo results.

Kirkegaard, René: Supplement to "A Mechanism Design Approach to Ranking Asymmetric Auctions" (pdf file format). This appendix contains extensions as well as derivations of more refined bounds on the tying function.

Komunjer, Ivana, and Serena Ng: Supplement to "Dynamic Identification of DSGE Models" (zip file format). A zip file containing replication files for the manuscript.

Lilienfeld-Toal, Ulf, Dilip Mookherjee, and Sujata Visaria: Supplement to "The Distributive Impact of Reforms in Credit Enforcement: Evidence from Indian Debt Recovery Tribunals" (zip file format). This zip file contains the replication files for the manuscript.

Merlo, Antonio, and Xun Tang: Supplement to "Identification and Estimation of Stochastic Bargaining Models" (zip file format). This zip file contains the replication files for the manuscript.

Ostrovsky, Michael: Supplement to "Information Aggregation in Dynamic Markets with Strategic Traders" (pdf file format). This appendix contains the proof of Theorem 6.

Oury, Marion, and Olivier Tercieux: Supplement to "Continuous Implementation" (pdf file format). This file contains the proof of Theorem 4 which is omitted in the main text.

Palfrey, Thomas R., and Stephanie W. Wang: Supplement to "Speculative Overpricing in Asset Markets with Information Flows" (pdf file format). Sample instructions for the subjects.

Palfrey, Thomas R., and Stephanie W. Wang: Supplement to "Speculative Overpricing in Asset Markets with Information Flows" (zip file format). The replication files for the manuscript.

Ray, Debraj, and Arthur Robson: Supplement to "Status, Intertemporal Choice and Risk-Taking" (pdf file format). This online appendix contains the proofs of all the lemmas that do not appear in the printed appendix to the paper.  It also contains the statements of all these lemmas and details of the intervening arguments in the proofs of the propositions.  It also contains a proof of existence for a more general model that implies Proposition 3 (ii).

Ryan, Stephen P.: Supplement to "The Costs of Environmental Regulation in a Concentrated Industry" (pdf file format). This appendex discusses identification of the model in the paper.  New results concerning the identification of parameters in a two-step Bajari, Benkard, and Levin (2007) setup are given.  Under linearity of the unknown parameters, it is shown that identification obtains when an easily-verified rank and order condition on a matrix derived from estimated functions holds.

Ryan, Stephen P.: Supplement to "The Costs of Environmental Regulation in a Concentrated Industry" (zip file format). This zip file contains the replication files for the manuscript.

Schmitt-Grohé, Stephanie, and Martín Uribe: Supplement to "What's News In Business Cycles" (zip file format). This zip file contains the replication files for the manuscript.

Schmitt-Grohé, Stephanie, and Martín Uribe: Supplement to "What's News In Business Cycles" (pdf file format). This appendix gathers supplementary material to the manuscript.

Su, Che-Lin, and Kenneth L. Judd: Supplement to "Constrained Optimization Approaches to Estimation of Structural Models" (zip file format). This zip file contains the replication files for the manuscript.

Todorov, Viktor, and George Tauchen: Supplement to "The Realzed Laplace Transform of Volatility" (pdf file format). This appendix consists of a shorter section describing the added details regarding the empirical work in the paper along with a longer section that presents asymptotic results for the Realized Laplace Transform for the case in which volatility has a deterministic intraday component.

Todorov, Viktor, and George Tauchen: Supplement to "The Realzed Laplace Transform of Volatility" (zip file format). This zip file contains the replication files for the manuscript.

Wolitzky, Alexander: Supplement to "Reputational Bargaining with Minimal Knowledge of Rationality" (pdf file format). This appendix shows that the characterization of the maxmin payoff and posture (Theorem 1) continues to apply when the solution concept is strengthened from first-order knowledge of rationality to iterated conditional dominance, or when the continuous-time bargaining protocol of the text is replaced by any discrete-time bargaining protocol with sufficiently frequent offers.

Zhelobodko, Evgeny, Sergey Kokovin, Mathieu Parenti, and Jacques-François Thisse: Supplement to "Monopolistic Competition: Beyond the CES" (pdf file format). In this appendix, we prove the various statements made in our paper.  In Appendix A, we study the impact of market size on the FEE. Appendix B is devoted to the multi-sector economy, while Appendix C shows that the equilibrium under the translog behaves like the equilibrium under the CARA.