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 89, Issue 2

Supplement to "Spurious Factor Analysis"

This zip file contains the replication files for the manuscript.

Supplement to "Spurious Factor Analysis"

This note contains supplementary material for Onatski and Wang (2019) (OW in what follows). It is lined up with sections in the main text to make it easy to locate the required proofs.

Supplement to "Selecting Applicants"

This online appendix contains material not found within the manuscript.

Supplement to "Learning from Coworkers"

This zip file contains the replication files for the manuscript. It also contains an appendix with appendices D-E.

Supplement to "Learning from Coworkers"

This online appendix contains material not found within the manuscript.

Supplement to "Micro Data and Macro Technology"

This zip file contains the replication files for the manuscript.  It also contains a copy of Supplemental Appendix (App. H—Q). 

Supplement to "Micro Data and Macro Technology"

This appendix conatins material not found within the manuscript.

Supplement to "Theory of Weak Identification in Semiparametric Models"

This zip file contains the replication files for the manuscript.

Supplement to "Long-Term Contracting with Time-Inconsistent Agents"

This online appendix contains material not found within the manuscript.

Supplement to "Model Selection for Treatment Choice: Penalized Welfare Maximization"

This zip file contains the replication files for the manuscript.

Supplement to "Model Selection for Treatment Choice: Penalized Welfare Maximization"

This online appendix contains material not found within the manuscript.

Supplement to "Errors in the Dependent Variable of Quantile Regression Models"

This zip file contains the replication files for the manuscript.

Supplement to "Errors in the Dependent Variable of Quantile Regression Models"

In this appendix, we present implementation details for our maximum-likelihood estimator.

Supplement to "Quantile Factor Models"

This appendix contains material not found within the manuscript.

Supplement to "Local Projections and VARs Estimate the Same Impulse Responses"

This zip file contains the replication files for the manuscript.

Supplement to "Local Projections and VARs Estimate the Same Impulse Responses"

This online appendix contains supplemental material for the article “Local Projections and VARs Estimate the Same Impulse Responses”.