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 79, Issue 4

Supplement to "Efficient Derivative Pricing by the Extended Method of Moments"

This appendix provides the proofs of the theoretical results and technical Lemmas that have been omitted in the paper.

Supplement to "Efficient Derivative Pricing by the Extended Method of Moments"

A zip file containing replication files for the manuscript.

Supplement to "Menu Costs, Multi-Product Firms, and Aggregate Fluctuations"

A zip file containing replication files for the manuscript.

Supplement to "Menu Costs, Multi-Product Firms, and Aggregate Fluctuations"

Appendix 1 describes the algorithm used to construct the regular price series.  Appendix 2 describes the computational algorithm used to characterize decision rules and the equilibrium in the model economy.  Appendix 3 studies an extension of the model in which the retailer face a fixed cost of changing the temporary price, in addition to the cost of deviating from the regular price.

Supplement to "Nature or Nurture? Learning and the Geography of Female Labor Force Participation"

This appendix contains details about the dynamic panel estimation, international evidence about labor force, details about survey data, and sources and summary statistics for all the county-level data.

Supplement to "Non-Homotheticity and Bilateral Trade:  Evidence and a Quantitative Explanation"

Appendix A generalizes the utility function in the original paper.  Appendix B describes the data.  Appendix C presents robustness checks, and Appendix D presents Monte Carlo simulations.

Supplement to "Risk Sharing in Private Information Models with Asset Accumulation: Explaining the Excess Smoothness of Consumption"

This document contains two main sections which correspond to Appendix B and Appendix C in the main text.  In the first section we formally derive the closed forms presented in Sections 3.2 and 3.3 in the main text.  In the second section, we derive the expression for the bias in the variance induced by the use of a pseudo-panel (such as the one we consider in our estimations).

Supplement to "Herding and Contrarian Behaviour in Finanicial Markets"

There are results in the paper that were not fully discussed or proven fully.  This supplementary material contains what was omitted or mentioned in the paper.

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