Econometrica

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 3, Issue 3

Supplement to "Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain"

This supplement provides proofs and other supplementary material for the manuscript.

Supplement to "Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain"

This zip contains files to generate simulation results for the manuscript.

Supplement to "Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain"

This zip file contains files to generate empirical results for the manuscript.

Supplement to "Capital Mobility and Asset Pricing"

This supplement uses appendix and equation numbering that continue from the main text of the paper.

Supplement to "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection"

This document contains a set of appendices with supplemental material.  Appendix E extends the model to introduce worker mobility, consumption amenities, and urban crowding costs.  Appendix F derives asymptotic properties of the estimator.  Appendix G explains how we compute the minimisation criterium to estimate the values of the parameters.  Appendix H provides further details on the data.  Appendix I explains how we implement alternative approaches to estimate TFP.  Finally, Appendix J provides sector-level estimates using urban areas as spatial units.

Supplement to "What's News In Business Cycles"

This zip file contains the replication files for the manuscript.

Supplement to "What's News In Business Cycles"

This appendix gathers supplementary material to the manuscript.

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.

Supplement to "Rotten Parents and Disciplined Children: A Politico-Economic Theory of Public Expenditure and Debt"

This PDF provides the politico-economic microfoundations of the model.  Section B2 provides the derivation of equation (9). Section B3 provides the proof of Proposition 2.  Section B4 extends the analysis under CRRA utility.  Section B5 shows the result of numerical analysis using the alternative method of Krusell et al. (2002).  Finally, Section B6 shows the details of the numerical analysis of a demographic transition such as the one discussed in the text.

Supplement to "Ambiguity in the Small and in the Large"

This document contains a characterization of locally Lipschitz and nice preferences, calculations for Example 4, a behavioral test for relevant priors, and additional technical results.