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 78, Issue 2

Supplement to "An Equilibrium Theory of Learning, Search and Wages"

PDF file containing complete proofs of the lemmas and theorems presented in the paper.

Supplement to "Instrumental Variable Models for Discrete Outcomes"

This document gives additional graphical displays of identified sets for the binary outcome, binary endogenous varible case considered in section 3.1.3 of the manuscript.

Supplement to "Instrumental Variable Models for Discrete Outcomes"

A zip file that contains all the programs used to generate the figures in the paper, as well as a "read me" file.

Supplement to "Solving the Feldstein-Horioka Puzzle with Financial Frictions"

PDF file of two technical appendices. Appendix 1 demonstrates how the optimal allocation in the bond-enforcement model can be decentralized into a competitive equilibrium with either national default risk or resident default risk.  Appendix 2 describes two alternative strategies to compute the bond-enforcement model.

Supplement to "Framing Contingencies"

Supplement provides additional material to accompany manuscript. 

Supplement to "Constructing Optimal Instruments by First Stage Prediction Averaging"

This appendix contains detailed proofs for the results in the manuscript.

Supplement to "A Dynamic Model for Binary Panel Data with Unobserved Heterogneity Admitting a Root-n Consistent Conditional Estimator"

A PDF file that describes the Monte Carlo study of the conditional estimator of the model proposed in the paper, as well as a comparison of the conditional estimator with some other estimators.

Supplement to "The Dynamic Pivot Mechanism"

PDF document that shows the socially efficient solution to the scheduling problem of section 3 in the manuscript.  It also shows a slight modification of the example where the bidding mechanism is inefficient.

Supplement to "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality"

This file contains the details on the derivation of the dynamic first-order optimality conditions, the linearization of the general model, the new filters, the parallelized Metropolis-Hastings algorithm, an example of a two-dimensional Smolyak poly-nomial approximation and detailed simulation results.

Supplement to "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality"

A link to the authors' website where replication files may be found (using their software).

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