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 5

Supplement to "Heterogeneous Choice Sets and Preferences"

This zip file contains the replication files for the manuscript.

Supplement to "Heterogeneous Choice Sets and Preferences"

This online appendix contains material not found within the manuscript.

Supplement to "Market Selection and the Information Content of Prices"

This online appendix contains material not found within the manuscript.

Supplement to "Bootstrap with Cluster-Dependence in Two or More Dimensions"

This zip file contains the replication files for the manuscript.

Supplement to "Bootstrap with Cluster-Dependence in Two or More Dimensions"

This appendix contains extensions of the results in Menzel (2021) as well as an asymptotic theory for alternative inference procedures under multi-way clustering.

Supplement to "Random Evolving Lotteries and Intrinsic Preference for Information"

In this online appendix, we extend our formal framework to study sequential choice and we allow agents to take an action in every period. We provide a recursive formulation of our model and show that choices are dynamically consistent. We include an application of this recursive setting to address the “ostrich effect.”

Supplement to "What Do Data on Millions of U.S. Workers Reveal about Lifecycle Earnings Dynamics?"

This online appendix contains material not found within the manuscript.

Supplement to "Whither Formal Contracts?"

This zip file contains the replication files for the manuscript.

Supplement to "Whither Formal Contracts?"

This online appendix contains tables and figures not found within the manuscript.

Supplement to "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models"

This online appendix contains material not found within the manuscript.

Supplement to "Economic Predictions with Big Data: The Illusion of Sparsity"

This document contains some additional results and technical details not included in the main body of the paper. In particular, we present: i) more Monte Carlo simulation evidence; ii) the details of our out-of-sample forecasting exercise. This supplement is not self-contained, so readers are advised to read the main paper first.

Supplement to "Economic Predictions with Big Data: The Illusion of Sparsity"

This zip file contains only the replication codes (without data and posterior simulation results).

Supplement to "Economic Predictions with Big Data: The Illusion of Sparsity"

This zip file contains only one file, i.e. the main estimation function (the top of the file contains a thorough description).

Supplement to "Economic Predictions with Big Data: The Illusion of Sparsity"

This zip file contains the full replication material for the manuscript.

Supplement to "A Projection Framework for Testing Shape Restrictions that Form Convex Cones"

This zip file contains the replication material for the manuscript.

Supplement to "A Projection Framework for Testing Shape Restrictions that Form Convex Cones"

This supplement is organized as follows. Appendix B discusses particular shape restrictions with the convex cone property, Appendix C specializes our test to the regular case where rn{ˆθ_n − θ0} converges, Appendix D collects additional proofs and auxiliary results, and Appendix E presents additional simulation studies and an empirical application. Appendix F verifies the main assumptions for our examples, Appendix G provides proofs for Appendix C, while Appendix H contains simulation results omitted from the main text and Appendix E, all of which are relegated to the arXiv version of this paper (https://arxiv.org/abs/1910.07689) due to space limitation.

Supplement to "Location as an Asset"

This online appendix contains material not within the manuscript.

Supplement to "Location as an Asset"

This zip file contains the replication files for the manuscript.

Supplement to "The Size-Power Tradeoff in HAR Inference"

This zip file contains the replication files for the manuscript.

Supplement to "The Size-Power Tradeoff in HAR Inference"

This online appendix contains material not found within the manuscript.

Supplement to "Inferring Inequality with Home Production"

This online appendix contains material not found within the manuscript.

Supplement to "Inferring Inequality with Home Production"

This zip file contains the replication files for the manuscript.