Supplement to "On Monotone Recursive Preferences"
This Electronic Supplementary Material (ESM) contains two parts. Section S.1 complements Section B of the paper by providing an exhaustive proof of Proposition 1 with all technical details included. Section S.2 provides the proof of Proposition 4.
To avoid confusion in the numbering of equations and sections between the main text and this ESM, all numbers in the ESM will be prefixed by “S”. Conversely, numbers without prefix refer to an equation or a section of the main text.
Supplement to "Nonparametric Stochastic Discount Factor Decomposition"
This zip file contains the replication files for the manuscript and additional appendices E, F, and G. Appendix F provides further details on the relation between the identification and existence conditions in Section 2.3 and the identification and existence conditions in Hansen and Scheinkman (2009) and Borovička et al. (2016). Appendix G presents proofs of results in Appendix C of the supplementary material and this online appendix.
Supplement to "Spurious Inference in Reduced-Rank Asset-Pricing Models"
This Supplemental Material is structured as follows. Section 1 establishes the equivalence of the CU-GMM estimators with centered and uncentered optimal weighting matrices and serially correlated moment conditions. Section 2 shows that the result in Theorem 2 in the paper continues to hold under the assumption that the returns and the factors are jointly elliptically distributed.
Supplement to "Dual-Donor Organ Exchange"
In the dynamic simulations, patients and their donors arrive over time and remain in the population until they are matched through exchange. We run statically optimal exchange algorithms once in each period. In each simulation, we generate S = 500 such populations and report the averages and sample standard errors of the simulation statistics.