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Econometrica Forthcoming Papers
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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.
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Abel, Andrew B., Janice C. Eberly, and Stavros Panageas: Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
Corresponding author email: abel@wharton.upenn.edu
Ahn, Seung C., and Alex R. Horenstein: Eigenvalue Ratio Test for the Number of Factors
Corresponding author email: miniahn@asu.edu
Alger, Ingela, and Jörgen Weibull : Homo Moralis - Preference Evolution under Incomplete Information and Assortative Matching
Corresponding author email: Jorgen.weibull@hhs.se
Altonji, Joseph G., Anthony A. Smith, and Ivan Vidangos: Modeling Earnings Dynamics
Corresponding author email: joseph.altonji@yale.edu
Amador, Manuel, and Kyle Bagwell: The Theory of Optimal Delegation with an Application to Tariff Caps
Corresponding author email: amador@stanford.edu
Ambrus, Attila, and Georgy Egorov: A Comment on Commitment vs. Flexibility
Corresponding author email: aa231@duke.edu
Bergemann, Dirk, and Stephen Morris: Robust Predictions in Games with Incomplete Information
Corresponding author email: smorris@princeton.edu
Berry, Steven, Amit Gandhi, and Philip Haile: Connected Substitutes and Invertibility of Demand
Corresponding author email: agandhi@ssc.wisc.edu
Bhattacharya, Sourav: Preference Monotonicity and Information Aggregation in Elections
Corresponding author email: sourav@pitt.edu
Bloom, Nicholas, Mark Schankerman, and John Van Reenen: Identifying Tehcnology Spillovers and Product Market Rivalry
Corresponding author email: J.Vanreenen@lse.ac.uk
Canay, Ivan A., Andres Santos, Azeem M. Shaikh: On the Testability of Identification in Some Nonparametric Models with Endogeneity
Corresponding author email: amshaikh@uchicago.edu
Carrell, Scott E., Bruce I. Sacrerdote, and James E. West: From Natural Variation to Optimal Policy? The Importance of Endogenous Peer Group Formation
Corresponding author email: bruce.sacerdote@dartmouth.edu
Carvajal, Andrés, Rahul Deb, James Fenske, and John K.-H. Quah: Revealed Preference Tests of the Cournot Model
Corresponding author email: john.quah@economics.ox.ac.uk
Cassola, Nuno, Ali Hortaçsu, and Jakub Kastl: The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds
Corresponding author email: jkastl@stanford.edu
Cervellati, Matteo, and Uwe Sunde: Life Expectancy, Schooling, and Lifetime Labor Supply: Theory and Evidence Revisited
Corresponding author email: uwe.sunde@lmu.de
Chan, Marc K.: A Dynamic Model of Welfare Reform
Corresponding author email: kingchanjhu@gmail.com
Chaney, Eric: Revolt on the Nile: Economic Shocks, Religion and Political Power
Corresponding author email: echaney@fas.harvard.edu
Chassang, Sylvain : Calibrated Incentive Contracts
Corresponding author email: chassang@princeton.edu
Chernozhukov, Victor, Iván Fernández-Val, and Blaise Melly: Inference on Counterfactual Distributions
Corresponding author email: vchern@mit.edu
Collard-Wexler, Allan: Demand Fluctuations in the Ready-Mix Concrete Industry
Corresponding author email: wexler@stern.nyu.edu
Dovonon, Prosper, and Eric Renault: Testing for Common GARCH Factors
Corresponding author email: prosper.dovonon@concordia.ca
Escobar, Juan F., and Juuso Toikka: Efficiency in Games with Markovian Private Information
Corresponding author email: toikka@mit.edu
Eyster, Erik, and Michele Piccione: An Approach to Asset-Pricing Under Incomplete and Diverse Perceptions
Corresponding author email: m.piccione@lse.ac.uk
Fischer, Greg: Contract Structure, Risk Sharing, and Investment Choice
Corresponding author email: g.fischer@lse.ac.uk
Hendren, Nathaniel: Private Information and Insurance Rejections
Corresponding author email: nhendren@fas.harvard.edu
Kitamura, Yuichi, Taisuke Otsu, and Kirill Evdokimov: Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
Corresponding author email: yuichi.kitamura@yale.edu
Lee, Jihong, and Qingmin Liu: Gambling Reputation: Repeated Bargaining with Outside Options
Corresponding author email: jihonglee@snu.ac.kr
Leeper, Eric M., Todd B. Walker, and Shu-Chun Susan Yang: Fiscal Foresight and Information Flows
Corresponding author email: walkertb@indiana.edu
Levy, Yehuda: Discounted Stochastic Games with No Stationary Nash Equilibrium: Two Examples
Corresponding author email: yehuda.levy@mail.huji.ac.il
Li, Jia: Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method
Corresponding author email: jl410@duke.edu
Liu, Zheng, Pengfei Wang, and Tao Zha: Land-Price Dynamics and Macroeconomic Fluctuations
Corresponding author email: zmail@tzha.net
Maccheroni, Fabio, Massimo Marinacci, and Doriana Ruffino: Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
Corresponding author email: massimo.marinacci@unibocconi.it
Matsuyama, Kiminori: Endogenous Ranking and Equilibrium Lorenz Curve Across (ex-ante) Identical Countries
Corresponding author email: k-matsuyama@northwestern.edu
Miller, David A., and Joel Watson: A Theory of Disagreement in Repeated Games with Bargaining
Corresponding author email: jwatson@ucsd.edu
Moinas, Sophie, and Sebastien Pouget: The Bubble Game: An Experimental Study of Speculation
Corresponding author email: spouget@univ-tlse1.fr
Müller, Ulrich K. : Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix
Corresponding author email: umueller@princeton.edu
Piketty, Thomas, and Emmanuel Saez: A Theory of Optimal Inheritance Taxation
Corresponding author email: piketty@ens.fr
Strzalecki, Tomasz: Temporal Resolution of Uncertainty and Recursive Models of Ambiguity Aversion
Corresponding author email: tomasz_strzalecki@harvard.edu
Sweeting, Andrew: Dynamic Product Positioning in Differentiated Product Markets: The Effect of Fees for Musical Performance Rights on the Commercial Radio Industry
Corresponding author email: atsweet@duke.edu
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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 Custom Web Solutions for assistance.
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Abel, Andrew B., Janice C. Eberly, and Stavros Panageas: Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs" (pdf file format). This pdf contains proofs for the manuscript.
Abel, Andrew B., Janice C. Eberly, and Stavros Panageas: Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs" (zip file format). This zip file contains the replication files for the manuscript.
Ahn, Seung C., and Alex R. Horenstein: Supplement to "Eigenvalue Ratio Test for the Number of Factors" (zip file format). This zip file contains all of the Gauss codes used to produce the figures in the paper.
Altonji, Joseph G., Anthony A. Smith, and Ivan Vidangos: Supplement to "Modeling Earnings Dynamics" (pdf file format). This file contains Supplemental Appendices A,B,C,D, and E.
Altonji, Joseph G., Anthony A. Smith, and Ivan Vidangos: Supplement to "Modeling Earnings Dynamics" (zip file format). This zip file contains the replication files for the manuscript.
Amador, Manuel, and Kyle Bagwell: Supplement to "The Theory of Optimal Delegation with an Application to Tariff Caps" (pdf file format). The following appendix collects several results and extensions to the main model.
Ambrus, Attila, and Georgy Egorov: Supplement to "A Comment on Commitment vs. Flexibility" (pdf file format). This appendix contains proofs omitted from the text.
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.
Bhattacharya, Sourav: Supplement to "Preference Monotonicity and Information Aggregation in Elections" (pdf file format). This online appendix refers to equations, lemmas and theorems in the main text (in print) by the respective numbers as assigned in the text.
Bloom, Nicholas, Mark Schankerman, and John Van Reenen: Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry" (zip file format). This zip file contains the replication files for the manuscript.
Bloom, Nicholas, Mark Schankerman, and John Van Reenen: Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry" (pdf file format). This appendix contains three generalizations of the simple model presented in Section 2. It examines tournament models of R&D. It allows patenting decision to be an endogenous choice for the firm.
Carrell, Scott E., Bruce I. Sacrerdote, and James E. West: Supplement to "From Natural Variation to Optimal Policy? The Importance of Endogenous Peer Group Formation" (pdf file format). This appendix contains tables not found within the manuscript.
Carrell, Scott E., Bruce I. Sacrerdote, and James E. West: Supplement to "From Natural Variation to Optimal Policy? The Importance of Endogenous Peer Group Formation" (zip file format). This zip file contains the replication files for the manuscript.
Carvajal, Andrés, Rahul Deb, James Fenske, and John K.-H. Quah: Supplement to "Revealed Preference Tests of the Cournot Model" (zip file format). This zip file contains the replication files for the manuscript.
Cassola, Nuno, Ali Hortaçsu, and Jakub Kastl: Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds" (zip file format). This zip file contains the replication files for the manuscript.
Cassola, Nuno, Ali Hortaçsu, and Jakub Kastl: Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds" (pdf file format). Description of the Iterative Algorithm, institutional background, results from the Long Term Refinancing Operations.
Cervellati, Matteo, and Uwe Sunde: Supplement to "Life Expectancy, Schooling, and Lifetime Labor Supply: Theory and Evidence Revisited" (pdf file format). This appendix contains additional figures not found within the manuscript.
Cervellati, Matteo, and Uwe Sunde: Supplement to "Life Expectancy, Schooling, and Lifetime Labor Supply: Theory and Evidence Revisited" (zip file format). A zip file containing replication files for the manuscript.
Chan, Marc K.: Supplement to "A Dynamic Model of Welfare Reform" (pdf file format). This appendix contains additional tables and figures for the manuscript.
Chan, Marc K.: Supplement to "A Dynamic Model of Welfare Reform" (zip file format). This zip file contains the replication files for the manuscript.
Chaney, Eric: Supplement to "Revolt on the Nile: Economic Shocks, Religion and Political Power" (pdf file format). This file provides additional results and an overview of the data used in the paper.
Chaney, Eric: Supplement to "Revolt on the Nile: Economic Shocks, Religion and Political Power" (zip file format). This zip file contains the replication files for the manuscript.
Chassang, Sylvain : Supplement to "Calibrated Incentive Contracts" (pdf file format). This supplement provides several extensions as well as simulations illustrating key properties of calibrated contracts. In particular, extensions show how to allow for time discounting, describe a broader class of high-liability contracts that can be successfully calibrated under limited liability, and explore contract performance when the agent isn't fully rational.
Chernozhukov, Victor, Iván Fernández-Val, and Blaise Melly: Supplement to "Inference on Counterfactual Distributions" (zip file format). This zip file contains the data and programs for the empirical application. A brief guide to the content of the folder is given in the README.PDF file.
Chernozhukov, Victor, Iván Fernández-Val, and Blaise Melly: Supplement to "Inference on Counterfactual Distributions" (pdf file format). This supplement material contains the proof of he validity of bootstrap confidence bands for counterfactual functionals, a numerical comparison of quantile and distribution regression estimators, additional empirical results, and details about the variance decomposition of the composition effect.
Collard-Wexler, Allan: Supplement to "Demand Fluctuations in the Ready-Mix Concrete Industry" (pdf file format). This appendix contains material not found in the manuscript. It includes a description of algorithm used in the paper, more detail on data assembly, as well as robustness checks on the results in the paper.
Collard-Wexler, Allan: Supplement to "Demand Fluctuations in the Ready-Mix Concrete Industry" (zip file format). This zip file contains the replication files for the manuscript.
Dovonon, Prosper, and Eric Renault: Supplement to "Testing for Common GARCH Factors" (pdf file format). This appendix contains details on mathematical proofs as well as a discussion of related approaches.
Fischer, Greg: Supplement to "Contract Structure, Risk Sharing, and Investment Choice" (pdf file format). This PDF contains the instructions for the joint liability game with imperfect monitoring (complete experimental instructions are contained in the replication files) and Figure A1.
Fischer, Greg: Supplement to "Contract Structure, Risk Sharing, and Investment Choice" (zip file format). This file contains the replication files for the manuscript.
Hendren, Nathaniel: Supplement to "Private Information and Insurance Rejections" (pdf file format). Appendix A contains the proof of Theorem 1 and discusses Remark 1. Appendix B provides proofs for the lower bound approach discussed in Section 4.1. Appendix C discusses the data, including details for the covariate specifications and the sample selection. Appendix D discusses the empirical specification for the lower bound estimator, presents the decomposition discussed in Section 6.3, and presents additional robustness checks referred to in Section 6.5. Section E provides details on the specification and estimation of the structural approach referred to throughout Section 7. Finally Section F presents a selection of pages from the LTC underwriting guidelines of Genworth Financial.
Hendren, Nathaniel: Supplement to "Private Information and Insurance Rejections" (zip file format). This zip file contains the replication files for the manuscript.
Kitamura, Yuichi, Taisuke Otsu, and Kirill Evdokimov: Supplement "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions" (zip file format). This zip file contains the replication files for the manuscript.
Kitamura, Yuichi, Taisuke Otsu, and Kirill Evdokimov: Supplement to "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions" (pdf file format). This appendix presents the proofs of some of the results presented in the previous sections.
Komunjer, Ivana, and Serena Ng: Supplement to "Dynamic Identification of DSGE Models" (zip file format). A zip file containing replication files for the manuscript.
Lee, Jihong, and Qingmin Liu: Supplement to "Gambling Reputation: Repeated Bargaining with Outside Options" (pdf file format). This supplement contains additional results and proofs that are left out from the main paper.
Leeper, Eric M., Todd B. Walker, and Shu-Chun Susan Yang: Supplement to "Fiscal Foresight and Information Flows" (zip file format). This zip file contains the replication files for the manuscript.
Leeper, Eric M., Todd B. Walker, and Shu-Chun Susan Yang: Supplement to "Fiscal Foresight and Information Flows" (pdf file format). This appendix contains a thorough description of the model used in the paper.
Li, Jia: Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method" (zip file format). This zip file contains the replication files for the manuscript.
Li, Jia: Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method" (pdf file format). This supplement includes two appendices. Supplemental Appendix A gives the proofs of the results in the main text. Supplemental Appendix B provides simulation results of the theory in the main text.
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.
Liu, Zheng, Pengfei Wang, and Tao Zha: Supplement to "Land-Price Dynamics and Macroeconomic Fluctuations" (pdf file format). This online appendix presents the detail of the data, the derivations of various models, the full discussions of estimation challenges, and other aspects of the model that are left out of the main text due to the space constraint.
Liu, Zheng, Pengfei Wang, and Tao Zha: Supplement to "Land-Price Dynamics and Macroeconomic Fluctuations" (zip file format). This zip file contains the replication files for the manuscript.
Miller, David A., and Joel Watson: Supplement to" A Theory of Disagreement in Repeated Games with Bargaining" (pdf file format). This supplemental appendix contains proofs and additional results not found in the manuscript.
Moinas, Sophie, and Sebastien Pouget: Supplement to "The Bubble Game: An Experimental Study of Speculation" (zip file format). This zip file contains the replication files for the manuscript.
Moinas, Sophie, and Sebastien Pouget: Supplement to "The Bubble Game: An Experimental Study of Speculation" (pdf file format). This document complements the main text by including additional theoretical derivations and empirical results.
Müller, Ulrich K. : Supplement to "Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix" (zip file format). This zip file contains replication files for the manuscript.
Piketty, Thomas, and Emmanuel Saez: Supplement to "A Theory of Optimal Inheritance Taxation" (pdf file format). This appendix contains proofs omitted from the main text.
Piketty, Thomas, and Emmanuel Saez: Supplement to "A Theory of Optimal Inheritance Taxation" (zip file format). This zip file contains the replication files for the manuscript.
Sweeting, Andrew: Supplement to "Dynamic Product Positioning in Differentiated Product Markets: The Effect of Fees for Musical Performance Rights on the Commercial Radio Industry" (zip file format). This zip file contains MATLAB code used to estimate and solve the model. The file also contains data that can be used to estimate the parameters, although the share and revenue data has been permuted in accordance with my agreement with the company providing the data.
Sweeting, Andrew: Supplement to "Dynamic Product Positioning in Differentiated Product Markets: The Effect of Fees for Musical Performance Rights on the Commercial Radio Industry" (pdf file format). This file contains 4 Appendices. Appendix A lists the variables in the state space, while Appendices B-D contain details of the methods used to estimate and solve the model.
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