Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Supplemental Material

Econometrica - Volume 72, Issue 1

Supplementary Material for "Income Variance Dynamics and Heterogeneity"

This zip file contains data and programs for the paper. The file contains most of the explanations. The file that is called vit4.dta in "" is the data file arch.dta supplied here. (You need gauss, the arellano-bond dpd and stata to run these files).