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 7, Issue 3

Supplement to "Random Choice and Private Information"

This supplement uses the notation and definitions established in the main paper. Theorems, propositions and lemmas are numbered S.1, S.2, etc. in this supplement. Numbers without the prefix S refer those in the main paper.

Supplement to "Communication with Unknown Perspectives"

In this appendix we consider some additional properties of long-run dynamics in Section A.  Section B contains three variants of our model: a two-sided case in which the sets of observers and experts are disjoint, a case with delayed observability of states, and a case with common priors but unobserved preferences.  A model of shifting perspectives is explored in Section C.

Supplement to "The Dynamics of Inequality"

This zip file contains replication files for the manuscript.

Supplement to "The Dynamics of Inequality"

This appendix contains material not found within the manuscript.

Supplement to "Conditional Linear Combination Tests for Weakly Identified Models"

This zip file contains replication files for the manuscript and additional material not found within the main manuscript.

Supplement to "Conditional Linear Combination Tests for Weakly Identified Models"

This appendix contains asymptotic results and proofs for the paper.

Supplement to "Credibility of Confidence Sets in Nonstandard Econometric Problems"

Section 1 presents Chamberlain's (2007) reparameterization of the weak instrument problem.  Section 2 contains implementation details.  Section 3 includes additional figures.

Supplement to "Identifying Latent Structures in Panel Data"

This supplement is composed of four parts. Section S1 contains the proofs of some technical lemmas for the proofs of the main results in Section 2.  Section S2 gives bias correction formulae in linear panel data models for both PPL and PGMM estimation. Sections S3 and S4 contain some additional simulation and applications results, respectively.

Supplement to "Identifying Latent Structures in Panel Data"

This zip file contains the replication files for the manuscript.