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.

Aït-Sahalia, Yacine, and Jean Jacod: Fisher's Information for Discretely Sampled Lévy Processes Corresponding author email: yacine@princeton.edu

Anderson, Robert M., and Roberto C. Raimondo: Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets Corresponding author email: anderson@econ.Berkeley.edu

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

Bellemare, Charles, Sabine Kröger, and Arthur van Soest: Measuring Inequity Aversion in a Heterogeneous Population using Experimental Decisions and Subjective Probabilities Corresponding author email: cbellemare@ecn.ulaval.ca

Beresteanu, Arie, and Francesca Molinari: Asymptotic Properties for a Class of Partially Identified Models Corresponding author email: fm72@cornell.edu

Cripps, Martin W., Jeffrey C. Ely, George J. Mailath, and Larry Samuelson: Common Learning Corresponding author email: gmailath@econ.upenn.edu

Dubois, Pierre, Bruno Jullien, and Thierry Magnac: Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence Corresponding author email: magnac@cict.fr

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

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

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

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

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

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

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.

Bellemare, Charles, Sabine Kröger, and Arthur van Soest: Supplement to "Measuring Inequity Aversion in a Heterogeneous Population using Experimental Decisions and Subjective Probabilities" (pdf file format). This appendix presents tables of results and supplementary material.

Bellemare, Charles, Sabine Kröger, and Arthur van Soest: Supplement to "Measuring Inequity Aversion in a Heterogeneous Population using Experimental Decisions and Subjective Probabilities" (zip file format). This file contains three STATA data files, as well as a copy of the shortened translated version of the computer screens.

Dubois, Pierre, Bruno Jullien, and Thierry Magnac: Supplement to "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence" (zip file format). This zip file contains a PDF file describing data and all necessary variables used to be able to replicate results.

Goeree, Michelle Sovinsky: Supplement to "Limited Information and Advertising in the US Personal Computer Industry" (pdf file format). This supplement provides technical details of the data used to estimate the limited information model presented in the main paper.

Goeree, Michelle Sovinsky: Supplement to "Limited Information and Advertising in the US Personal Computer Industry" (pdf file format). This supplement consists of three sections.  The first section presents a proof showing that the fixed-point algorithm is a contraction mapping.  The second section contains parameter estimates for alternative models discussed.  The third section illustrates why the full information and limited information models will (most likely) result in different estimates for price elasticities of demand.

Goeree, Michelle Sovinsky: Supplement to "Limited Information and Advertising in the US Personal Computer Industry" (zip file format). This zip file contains data and Fortran programs.

Jansson, Michael: Supplement to "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis" (pdf file format). This file contains proofs.

Müller, Ulrich K., and Mark W. Watson: Supplement to "Testing Models of Low-Frequency Variability" (zip file format). This zip file contains a replication file that contains data and programs.

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