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 80, Issue 5

Supplement to "The Network Origins of Aggregate Fluctuations"

A zip file containing the replication files for the manuscript.

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.

Supplement to "Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models"

This supplement contains proofs of some auxiliary Lemmas used to show Theorem 2.1. It also contains a proof of Theorem 2.2 and additional details regarding the empirical application. All notation is as established in the main paper unless noted otherwise.  Equation numbering continues in sequence with that established in the main paper.  References not included in the bibliography to the main paper are listed as well.

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. 

Supplement to "Constrained Optimization Approaches to Estimation of Structural Models"

This zip file contains the replication files for the manuscript.

Supplement to "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation"

This appendix discusses the implementation details for MPEC and NFP applied to the BLP demand estimation problem, the KNITRO outputs for MPEC and NFP, how a researcher would adapt static MPEC to a likelihood-based estimation of random-coefficients-logit demand, varying the quality of the data, and dynamic BLP with one consumer type.

Supplement to "Sequential Estimation of Structural Models with a Fixed Point Constraint"

This zip file contains the replication files for the manuscript.

Supplement to "Sequential Estimation of Structural Models with a Fixed Point Constraint"

This supplement contains the following details omitted from the main paper due to space constraints: (A) proof of the results in the paper, (B) auxiliary results and their proof, (C) additional alternative sequential algorithms, (D) the convergence properties of the NPL algorithm for models with unobserved heterogeneity, and (E) additional Monte Carlo results.

Supplement to "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis"

This appendix contains Monte Carlo simulations to assess the finite sample properties of the likelihood ratio test in the manuscript.

Supplement to "A Mechanism Design Approach to Ranking Asymmetric Auctions"

This appendix contains extensions as well as derivations of more refined bounds on the tying function.