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 12, Issue 1

Supplement to "A Preferred-Habitat Model of the Term Structure of Interest Rates"

This zip file contains the replication files for the manuscript.

Supplement to "A Preferred-Habitat Model of the Term Structure of Interest Rates"

This Online Appendix does not include the proof of Theorem 1 and the material in Appendix C. These are included in the Full Appendix, available at http://personal.lse.ac.uk/vayanos/Papers/PHMTSIR ECMAf.pdf

Supplement to "Adaptive treatment assignment in experiments for policy choice"

This zip file contains the replication files to the manuscript.

Supplement to "Adaptive treatment assignment in experiments for policy choice"

This online appendix contains material not found within the manuscript.

Supplement to "Policy Learning with Observational Data"

This zip file contains the replication files for the manuscript.

Supplement to "Policy Learning with Observational Data"

This appendix contains material not found within the manuscript.

Supplement to "Deep Neural Networks for Estimation and Inference"

This supplement to “Deep Neural Networks for Estimation and Inference” contains resultsfrom a simulation study of the finite sample properties of deep neural networks and their use in semiparametric causal inference. The code (in Python/Tensorflow) used for the simulation exercise is available.

Supplement to "Deep Neural Networks for Estimation and Inference"

This zip file contains the replication files for the manuscript.

Supplement to "Policy Persistence and Drift in Organizations"

This supplement contains material not found within the manuscript.

Supplement to "Media Capture through Favor Exchange"

This zip file contains the replication files for the manuscript.

Supplement to "Media Capture through Favor Exchange"

This online appendix contains material not found within the manuscript.

Supplement to "Structural Change with Long-run Income and Price Effects"

This zip file contains the replication files for the manuscript.  It also contains an online appendix with additional material not found within the manuscript.

Supplement to "Dynamic Belief Elicitation"

This supplement includes additional results omitted from the main paper. In Section S.1, we provide an algorithm that computes the payoffs for a simple instanceof strategy proof protocol in the general setting of Section 4. In Section S.2, we show how to construct elicitation protocols for information structures involving potentially infinitely many time periods using menus with random deadlines. Sections S.3–S.5 are relevant to situations in which expert knowledge is solicited or evaluated for thepurpose of helping decision makers. In Section S.3, we show that, subject to regularity conditions, the knowledge of high-order beliefs elicited by the protocols we studyis sufficient to solve essentially any dynamic decision problem. In Section S.4, we argue that knowledge of these high-order beliefs is much needed when the decision environment is dynamic: we ask what decision problems can be solved using the classical methods that elicit only first-order beliefs, and show they form a degenerate class. Finally, in Section S.5, we illustrate our results in the context of simple principal-agent problems.

Supplement to "The Empirical Content of Binary Choice Models"

This appendix contains material not found within the manuscript.

Supplement to "From Blackwell Dominance in Large Samples to Rényi Divergences and Back Again"

This online appendix contains material not found within the manuscript.