The Econometric Society An International Society for the Advancement of Economic Theory in its Relation to Statistics and Mathematics
Home Contacts
Econometrica

New Journals

Econometrica
Editorial Board
Journal News

Monograph Series

Supplemental material - November 2011 Volume 79 Issue 6


Sharp Identification Regions in Models With Convex Moment Predictions

Arie Beresteanu
Ilya Molchanov
Francesca Molinari

Go to: Data And ProgramsExtensions



Data And Programs - Supplement to "Sharp Identification Regions in Models with Convex Moment Predictions"
Arie Beresteanu, Ilya Molchanov, and Francesca Molinari

Description: A zip file containing Fortran and Matlab programs to replicate the simulation results appearing in the manuscript.

View the file (zip file format)



Extensions - Supplement to "Sharp Identification Regions in Models with Convex Moment Predictions"
Arie Beresteanu, Ilya Molchanov, and Francesca Molinari

Description: This supplement includes five appendices which illustrate how to build confidence sets for the sharp identification regions, and apply the methodology provided in the manuscript to additional models with convex moment predictions.

View the file (pdf file format)



Go to top
Membership



Email me my password
Join/Renew
Change your address
Register for password
Require login:
Amend your profile
E-mail Alerting
The Society
About the Society
Society News
Society Reports
Officers
Fellows
Members
Regions
Meetings
Future Meetings
Past Meetings
Meeting Announcements
Google
web this site
   
Wiley-Blackwell
Site created and maintained by Wiley-Blackwell.
Comments? Contact customsiteshelp@wiley.com
To view our Privacy Policy, please click here.