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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.

Abadie, Alberto, and Guido W. Imbens: On the Failure of the Bootstrap for Matching Estimators Corresponding author email: alberto_abadie@harvard.edu

Alvarez, Fernando, and Francesco Lippi: Financial Innovation and the Transactions Demand for Cash Corresponding author email: f.lippi@uniss.it

Andrews, Donald W.K., and Patrik Guggenberger: Hybrid and Size-Corrected Subsampling Methods Corresponding author email: donald.andrews@yale.edu

Arellano, Manuel, and Stéphane Bonhomme: Robust priors in nonlinear panel data models Corresponding author email: bonhomme@cemfi.es 

Bandiera, Oriana, Iwan Barankay, and Imran Rasul: Social Connections and Incentives in the Workplace: Evidence from Personnel Data Corresponding author email: i.rasul@ucl.ac.uk

Barndorff-Nielsen, Ole E., Peter Reinhard Hansen, Asger Lunde, and Neil Shephard: Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise Corresponding author email: neil.shephard@economics.ox.ac.uk

Blundell, Richard, Martin Browning, and Ian Crawford: Best Nonparametric Bounds on Demand Responses Corresponding author email: r.blundell@ucl.ac.uk

Burke, Jonathan L.: Virtual Determinacy in Overlapping Generations Models Corresponding author email: jon.burke@pepperdine.edu

Chamberlain, Gary: Decision Theory Applied to an Instrumental Variables Model: Comment Corresponding author email: g_chamberlain@harvard.edu

Chamberlain, Gary, and Marcelo J. Moreira: Decision Theory Applied to a Linear Panel Data Model Corresponding author email: gary_chamberlain@harvard.edu

Chiappori, P.A. and I. Ekeland: The Micro Economics of Efficient Group Behavior: Identification Corresponding author email: pc2167@columbia.edu

Conlon, John R.: Two New Conditions Supporting the First-Order Approach to Multi-Signal Principal-Agent Problems Corresponding author email: jrconlon@olemiss.edu

Currarini, Sergio, Matthew O. Jackson and Paolo Pin: An Economic Model of Friendship: Homophily, Minorities and Segregation Corresponding author email: jacksonm@stanford.edu

de Clippel, Geoffroy, and Roberto Serrano: Marginal Contributions and Externalities in the Value Corresponding author email: declippel@brown.edu

Ellison, Glenn, and Sara Fisher Ellison: Search, Obfuscation, and Price Elasticities on the Internet Corresponding author email: gellison@mit.edu

Florens, J.P., J.J. Heckman, C. Meghir, and E. Vytlacil: Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects. Corresponding author email: c.meghir@ucl.ac.uk

Fortnow, Lance, and Rakesh V. Vohra: The Complexity of Forecast Testing Corresponding author email: r-vohra@kellogg.northwestern.edu

Goeree, Michelle Sovinsky: Limited Information and Advertising in the US Personal Computer Industry Corresponding author email: michelle.goeree@gmail.com

Gonçalves, Sílvia, and Nour Meddahi: Bootstrapping Realized Volatility Corresponding author email: silvia.goncalves@montreal.ca

Govindan, Srihari, and Robert Wilson: On Forward Induction Corresponding author email: rwilson@stanford.edu

Hansen, Lars Peter, and José Scheinkman: Long-term Risk: An Operator Approach Corresponding author email: l-hansen@uchicago.edu

Heydenreich, Birgit, Rudolf Müller, Marc Uetz, and Rakesh Vohra: Characterization of Revenue Equivalence Corresponding author email: r-vohra@kellogg.northwestern.edu

Hörner, Johannes and Stefano Lovo: Belief-free equilibria in games with incomplete information Corresponding author email: lovo@hec.fr

Hörner, Johannes, and Nicolas Vieille: Public vs. Private Offers in the Market for Lemons Corresponding author email: j-horner@kellogg.northwestern.edu

Jansson, Michael: Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis Corresponding author email: mjansson@econ.berkeley.edu

Jia, Panle: What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry Corresponding author email: pjia@MIT.edu

Karni, Edi : A Mechanism for Eliciting Probabilities Corresponding author email: karni@jhu.edu

Kasahara, Hiroyuki, and Katsumi Shimotsu: Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices Corresponding author email: shimotsu@econ.queensu.ca

Kleven, Henrik Jacobsen, Claus Thustrup Kreiner, and Emmanuel Saez: The Optimal Income Taxation of Couples Corresponding author email: saez@econ.berkeley.edu

Lagos, Ricardo, and Guillaume Rocheteau: Liquidity in Asset Markets with Search Frictions Corresponding author email: ricardo.lagos@nyu.edu

Lee, Sokbae, Oliver Linton, and Yoon-Jae Whang: Testing for Stochastic Monotonicity Corresponding author email: l.sokbae@ucl.ac.uk

Lentz, Rasmus, and Dale T. Mortensen: An Empirical Model of Growth Through Product Innovation Corresponding author email: rlentz@ssc.wisc.edu

Marquez, Robert, and Bilge Yilmaz: Information and Efficiency in Tender Offers Corresponding author email: yilmaz@wharton.upenn.edu

Matzkin, Rosa L.: Identification in Nonparametric Simultaneous Equations Models Corresponding author email: matzkin@econ.ucla.edu

Müller, Ulrich K., and Mark W. Watson: Testing Models of Low-Frequency Variability Corresponding author email: umueller@princeton.edu

Newey, Whitney K., and Frank Windmeijer: GMM with Many Weak Moment Conditions Corresponding author email: wnewey@mit.edu

Olszewski, Wojciech, and Alvaro Sandroni: Manipulability of Future-Indepedent Tests Corresponding author email: sandroni@econ.upenn.edu

Pissarides, Christopher A. : The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer? Corresponding author email: c.pissarides@lse.ac.uk

Pitarakis, Jean-Yves: Threshold Autoregressions with a Unit Root Revisited Corresponding author email: j.pitarakis@soton.ac.uk

Riedel, Frank: Optimal Stopping with Multiple Priors Corresponding author email: friedel@uni-bielefeld.de

Rigotti, Luca, Chris Shannon, and Tomasz Strzalecki: Subjective Beliefs and Ex-Ante Trade Corresponding author email: tomasz@northwestern.edu

Rincón-Zapatero, Juan Pablo, and Carlos Rodríguez-Palmero: Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case" (Econometrica, Vol. 71, No. 5, September 2003, 1519-1555) Corresponding author email: jrincon@eco.uc3m.es

Safra, Zvi, and Uzi Segal: Calibration Results for Non-Expected Utility Theories Corresponding author email: segalu@bc.edu

Shi, Shouyong: Directed Search for Equilibrium Wage-Tenure Contracts Corresponding author email: shouyong@chass.utoronto.ca

Siegel, Ron: All-Pay Contests Corresponding author email: r-siegel@northwestern.edu

Sinclair-Desgagné, Bernard : Ancillary Statistics in Principal-Agent Models Corresponding author email: bsd@hec.ca

Teague, Vanessa: Problems with Coordination in Two-Player Games Corresponding author email: vteague@cs.mu.oz.au

Vanberg, Christoph: Why do People Keep Their Promises? An Experimental Test of Two Explanations Corresponding author email: vanberg@econ.mpg.de

Weintraub, Gabriel Y., C. Lanier Benkard, and Benjamin Van Roy: Markov Perfect Industry Dynamics with Many Firms Corresponding author email: lanierb@stanford.edu


Supplemental Material


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 Web Services for assistance.


Alvarez, Fernando, and Francesco Lippi: Supplement to "Financial Innovation and the Transactions Demand for Cash" (pdf file format). This file provides additional data for the paper.

Alvarez, Fernando, and Francesco Lippi: Supplement to "Financial Innovation and the Transactions Demand for Cash" (zip file format). A zip file containing data and programs for this manuscript.  A brief guide to the content of these files is contained in the README.doc file.

Andrews, Donald W.K., and Patrik Guggenberger: Supplement to "Hybrid and Size-Corrected Subsampling Methods" (pdf file format). This file contains 11 sections of results.

Arellano, Manuel, and Stéphane Bonhomme: Supplement to "Robust priors in nonlinear panel data models" (pdf file format). This supplementary appendix contains proofs of some results contained in the paper.

Arellano, Manuel, and Stéphane Bonhomme: Supplement to "Robust priors in nonlinear panel data models" (zip file format). A zip file that contains all the programs used to generate the tables and figures in the paper, as well as a ``read me'' file.

Blundell, Richard, Martin Browning, and Ian Crawford: Supplement to "Best Nonparametric Bounds on Demand Responses" (pdf file format). This file is an account of the various programs and datasets supplied as well as an explanation of how to run them.

Blundell, Richard, Martin Browning, and Ian Crawford: Supplement to "Best Nonparametric Bounds on Demand Responses" (ZIP file format). This zip file contains data and programs for the manuscript.

Blundell, Richard, Martin Browning, and Ian Crawford: Supplement to "Best Nonparametric Bounds on Demand Responses" (zip file format). This zip file contains data sets.

Blundell, Richard, Martin Browning, and Ian Crawford: Supplement to "Best Nonparametric Bounds on Demand Responses" (zip file format). This zip file contains data sets.

Blundell, Richard, Martin Browning, and Ian Crawford: Supplement to "Best Nonparametric Bounds on Demand Responses" (zip file format). This zip file contains data sets.

Chiappori, P.A. and I. Ekeland: Supplement to "The Micro Economics of Efficient Group Behavior: Identification" (pdf file format). General results of the paper illustrated on a parametric example.

Conlon, John R.: Supplement to "Two New Conditions Supporting the First-Order Approach to Multi-Signal Principal-Agent Problems" (pdf file format). This document contains some supplementary results. 

Currarini, Sergio, Matthew O. Jackson and Paolo Pin: Supplement to "An Economic Model of Friendship: Homophily, Minorities and Segregation" (pdf file format). An analysis of two important issues: one providing a treatment of the friendship formation model when preferences are satiated in the number of friends and a study, in detail, of a model with discrete friendships.

Ellison, Glenn, and Sara Fisher Ellison: Supplement to "Search, Obfuscation, and Price Elasticities on the Internet" (pdf file format). This document contains additional material related to our paper.

Ellison, Glenn, and Sara Fisher Ellison: Supplement to "Search, Obfuscation, and Price Elasticities on the Internet" (zip file format). Zip file containing the data and programs.

Gonçalves, Sílvia, and Nour Meddahi: Supplement to "Bootstrapping Realized Volatility" (pdf file format). This Appendix introduces some notation, provides auxiliary lemmas (and their proofs), and proves Proposition 4.2 and part c) of Proposition 4.3.

Hörner, Johannes and Stefano Lovo: Supplement to "Belief-free equilibria in games with incomplete information" (pdf file format). File contains some omitted details on the existence of belief free equilibria for two families of games that are studied in the literature on reputation.

Hörner, Johannes, and Nicolas Vieille: Supplement to "Public vs. Private Offers in the Market for Lemons" (pdf file format). Extensions of the proofs found in the paper.

Jia, Panle: Supplement to "What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry" (zip file format). This zip file contains data and programs for replication.

Kleven, Henrik Jacobsen, Claus Thustrup Kreiner, and Emmanuel Saez: Supplement to "The Optimal Income Taxation of Couples" (pdf file format). Section S1 shows that a given path of earnings (z0 (n) , z1 (n)) is implementable. Section S2 provides conditions for the existence of a solution to the maximization problem. Section S3 discusses conditions ensuring no bunching in the optimum. Section S4 discusses the outcome of a more general model with heterogeneity in both work costs and home production abilities. Section S5 provides technical details of the simulations.

Kleven, Henrik Jacobsen, Claus Thustrup Kreiner, and Emmanuel Saez: Supplement to "The Optimal Income Taxation of Couples" (zip file format). This zip file contains the data and programs for the simulations creating Figures 3 and 4 (with an explanation readme.tex of how to use the data and programs).

Lagos, Ricardo, and Guillaume Rocheteau: Supplement to "Liquidity in Asset Markets with Search Frictions" (pdf file format). In this appendix we generalize the stochastic process for preference shocks.

Lee, Sokbae, Oliver Linton, and Yoon-Jae Whang: Supplement to "Testing for Stochastic Monotonicity" (pdf file format). Mathematical proofs.

Lee, Sokbae, Oliver Linton, and Yoon-Jae Whang: Supplement to "Testing for Stochastic Monotonicity" (zip file format). File includes data and GAUSS programs for the application and simulation in the paper

Lentz, Rasmus, and Dale T. Mortensen: Supplement to "An Empirical Model of Growth Through Product Innovation" (zip file format). Data and progams to enable replication.

Newey, Whitney K., and Frank Windmeijer: Supplement to "GMM with Many Weak Moment Conditions" (pdf file format). This supplement provides proofs for the paper.

Shi, Shouyong: Supplement to "Directed Search for Equilibrium Wage-Tenure Contracts" (pdf file format). This supplementary appendix provides the proofs of Lemmas 3.2, B.1, B.2, B.3, and B.4, and Theorem 6.1

Vanberg, Christoph: Supplement to "Why do People Keep Their Promises? An Experimental Test of Two Explanations" (zip file format). This zip file contains data, programs and images of the screens.

Vanberg, Christoph: Supplement to "Why do People Keep Their Promises? An Experimental Test of Two Explanations" (pdf file format). This file contains the translation of zTree Screens.

Vanberg, Christoph: Supplement to "Why do People Keep Their Promises? An Experimental Test of Two Explanations" (pdf file format). This file contains the translation of instructions.

Weintraub, Gabriel Y., C. Lanier Benkard, and Benjamin Van Roy: Supplement to "Markov Perfect Industry Dynamics with Many Firms" (pdf file format). Proofs and mathematical arguments for section 4.


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