Econometrica: Jan 1999, Volume 67, Issue 1

Report of the Secretary

https://doi.org/10.1111/1468-0262.t01-1-00011
p. 195-202



Log In To View Full Content

Supplemental Material

Supplement to "Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior"

This zip file contains replication files which are fortran source code files and the files the fortran programs read.

Read More View ZIP


Supplement to "Inference in Dynamic Discrete Choice Models with Serially Correlated Unobserved State Variables"

This supplement provides proofs for the manuscript.

Read More View PDF


Supplement to "Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set"

An appendix for the manuscript.

Read More View PDF


Supplement to "Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set"

A zip file containing replication files for the manuscript.

Read More View ZIP


Supplement to "Temptation and Taxation"

PDF file containing proofs for the manuscript.

Read More View PDF


Supplement to "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions"

A PDF file containing additional proofs for the manuscript.

Read More View PDF


Supplement to "Strict Stationarity Testing and Estimation of Explosive and Stationary GARCH Models"

This zip file contains the replication files for the manuscript.

Read More View ZIP


Supplement to "Estimation and Inference with Weak, Semi-strong, and Strong Identification"

This appendix includes (i) a heuristic description of the approach of the paper, (ii) additional assumptions, (iii) proofs, and (iv) verification of the assumptions, additional tables and figures, and simulation details for (a) the ARMA (1,1) model, (b) the nonlinear regression model, and (c) the LIML example. 

Read More View PDF


Supplement to "Estimation and Inference with Weak, Semi-strong, and Strong Identification"

This zip file contains the replication files for the manuscript.

Read More View ZIP


Supplement to "Monopolistic Competition: Beyond the CES"

In this appendix, we prove the various statements made in our paper.  In Appendix A, we study the impact of market size on the FEE. Appendix B is devoted to the multi-sector economy, while Appendix C shows that the equilibrium under the translog behaves like the equilibrium under the CARA.

Read More View PDF


Supplement to "Costly Self Control and Random Self Indulgence"

This appendix contains an omitted proof referenced in the paper.

Read More View PDF


Supplement to "Asymptotic Variance of Semi-parametric Estimators with Generated Regressors"

This supplement addresses the derivative of Lemma 1.

Read More View PDF


Supplement to "Genericity and Robustness of Full Surplus Extraction"

This supplement contains additional proofs for the manuscript.

Read More View PDF


Supplement to "Eigenvalue Ratio Test for the Number of Factors"

This zip file contains all of the Gauss codes used to produce the figures in the paper.

Read More View ZIP


Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

This zip file contains the replication files for the manuscript.

Read More View ZIP


Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

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.

Read More View PDF


Supplement to "Life Expectancy, Schooling, and Lifetime Labor Supply: Theory and Evidence Revisited"

This appendix contains additional figures not found within the manuscript.

Read More View PDF


Supplement to "Life Expectancy, Schooling, and Lifetime Labor Supply: Theory and Evidence Revisited"

A zip file containing replication files for the manuscript.

Read More View ZIP


Supplement to "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities"

This appendix includes all proofs of results stated in the main text, a more detailed discussion of the examples introduced in Section 2.1, and the results of our Monte Carlo study.  The proof of each main result is contained in its own Appendix, which also includes a discussion of the strategy of proof and the role of the auxiliary results.

Read More View PDF


Supplement to "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities"

This zip file contains the replication files for the manuscript.

Read More View ZIP


Supplement to "Local Identification of Nonparametric and Semiparametric Models"

This supplemental material gives proofs for the results of Sections 4 and 5 of the paper as well as some additional results and discussions.

Read More View PDF


Supplement to Corrigendum to "Teachers, Schools, and Academic Achievement"

This zip file provides corrections to the tables in the original papers along with added technical details to the data, variable definitions, and estimation.  It also contains all the replication files used for data construction and estimation.

Read More View ZIP


Back