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 74, Issue 5

Supplement to "Toward a Strategic Foundation for Rational Expectations Equilibrium"

The proof of the main result in Reny and Perry (2006) is provided here. We also provide an example in which the best reply to nondecreasing bidding functions fails to be nondecreasing, and we show how to approximate a degenerate density by one that satis?es the assumptions in Reny and Perry (2006). Finally, we establish that Reny and Perry?s (2006) main result continues to hold when the notion of genericity is changed from the topological notion of residual sets to the measure-motivated notion of prevalent sets.

Appendix B: Calculating Value-Added by High School Campus

This appendix describes how we calculated a value-added measure for each school in order to examine the impact of winning a lottery by school productivity.

Appendix C: Testing for Attrition Bias

This appendix presents a variety of additional tests that we conducted to examine the sensitivity of our estimates to potential selective attrition.  We first show the relationship between missing outcomes and observable characteristics for a variety of different outcome measures.  We next examines the sensitivity of the ninth grade reading score results to a variety of sample selection correction methodologies, including generic bounding, worst-case bounding and optimistic bounding.

Supplemental material for "The Effect of School Choice on Participants: Evidence from Randomized Lotteries": Data (part 1)

This zip file, together with data (part 2), are intended to help the interested reader replicate our results. They contain do files, data sets and a word document with data descriptions.

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