Econometrica: Jan 1999, Volume 67, Issue 1

The Influence of VAR Dimensions on Estimator Biases

https://doi.org/10.1111/1468-0262.00008
p. 163-181

Karim M. Abadir, Kaddour Hadri, Elias Tzavalis



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Supplemental Material

Supplement to "Inference Based on Conditional Moment Inequalities"

This zip file contains the GAUSS programs for the manuscript.

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Supplement to "Why do People Keep Their Promises? An Experimental Test of Two Explanations"

This zip file contains data, programs and images of the screens.

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Supplement to "Why do People Keep Their Promises? An Experimental Test of Two Explanations"

This file contains the translation of zTree Screens.

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Supplement to "Why do People Keep Their Promises? An Experimental Test of Two Explanations"

This file contains the translation of instructions.

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Supplement to "Directed Search for Equilibrium Wage-Tenure Contracts"

This supplementary appendix provides the proofs of Lemmas 3.2, B.1, B.2, B.3, and B.4, and Theorem 6.1

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Supplement to "Panel Data Models with Interactive Fixed Effects"

This document contains additional related results and omitted proofs.

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Supplement to "Incentives to Exercise"

A zip file containing a copy of original instructions given to subjects for the experiment, as well as data and a guide for the data.

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Supplement to "What Happens in the Field Stays in the Field: Exploring Whether Professionals Play Minimax in Laboratory Experiments"

PDF file contains appendix tables with summary results, as well as instructions to experimental subjects.

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Supplement to "Framing Contingencies"

Supplement provides additional material to accompany manuscript. 

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Supplement to "Quantile and Probability Curves without Crossing"

A zip file containing replication files and a pdf file providing added details related to data and the programs used.

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Supplement to "The Diffusion of Wal-Mart and Economies of Density"

This file contains a data file of Wal-Mart stores and distribution centers.

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Supplement to "Reconsidering the Effect of Market Experience on the 'Endowment Effect' "

An excel file containing data and a description to replicate the experiment.

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Supplement to "The Diffusion of Wal-Mart and Economies of Density"

This zip file contains the data set on payoffs to deviations.  It contains the gauss programs and output files used to estimate the bounds.

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Supplement to "The Diffusion of Wal-Mart and Economies of Density"

This contains the data and programs used to calculate sales, operating profits, and distribution miles for any given configuration of WalMart stores in any given year.

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Supplement to "Temptation and Revealed Preference"

A PDF file containing proofs for the manuscript.

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Supplement to "Rain and the Democratic Window of Opportunity"

This PDF file contains tables and figures for the paper.

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Supplement to "Rain and the Democratic Window of Opportunity"

A zip file containing replication files for the manuscript.

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Supplement to "On the Size Distribution of Macroeconomic Disasters"

This zip file contains the data and programs used to obtain the estimates in the manuscript.

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Supplement to "Efficient Repeated Implementation"

A PDF file containing formal results and proofs omitted from manuscript.

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Supplement to "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals"

This supplemental document first provides a brief summary of commonly used function spaces and sieve spaces.  It then provides mathematical proofs of all the theorems, corollaries, propositions, and lemmas that appear in the main text and appendix.

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Supplement to "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals"

A zip file containing replication files for the manuscript.

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Supplement to "Efficient Semiparametric Estimation of the Fama-French Model and Extensions"

This zip file contains the replication files for this manuscript.

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Supplement to "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression"

This PDF file contains proofs for the manuscript.

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Supplement to "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression"

This zip file contains the replication files for the manuscript.

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Supplement to "Continuous Implementation"

This file contains the proof of Theorem 4 which is omitted in the main text.

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Supplement to "Reputational Bargaining with Minimal Knowledge of Rationality"

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.

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Supplement to "Fiscal Foresight and Information Flows"

This zip file contains the replication files for the manuscript.

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Supplement to "Fiscal Foresight and Information Flows"

This appendix contains a thorough description of the model used in the paper.

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Supplement to "The Bubble Game: An Experimental Study of Speculation"

This zip file contains the replication files for the manuscript.

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Supplement to "The Bubble Game: An Experimental Study of Speculation"

This document complements the main text by including additional theoretical derivations and empirical results.

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Supplement to "Competition for a Majority"

This online appendix provides additional results that supplement those published in the manuscript. 

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Supplement to "Returns to Tenure or Seniority?"

This appendix contains additional tables (in Section A) and additional identification proofs (in Section B), mentioned but not included in the paper.

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Supplement to "Returns to Tenure or Seniority?"

This zip file contains the replication files for the manuscript.

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Supplement to "How Portable is Level-0 Behaviour?  A Test of Level-k Theory in Games with Non-Neutral Frames"

This document provides additional information, data and analysis related to the paper.  The material is divided as follows: Section I: Additional details about the implementation of the experimental design Section II: Screen shots of instructions, quizzes and decision tasks Section III: Additional analysis of position effects Section IV: Analysis restricted to games with neutral connotations Section V: Patterns in Hide and Seek data consistent with 'plausible' level-k models.

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Supplement to "How Portable is Level-0 Behaviour?  A Test of Level-k Theory in Games with Non-Neutral Frames"

This zip file contains the replication files for the manuscript.

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Supplement to "Endogenous Liquidity and Defaultable Bonds"

This zip file contains the replication files for the manuscript.

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