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 6

Supplement to "Dynamic Identification of DSGE Models"

A zip file containing replication files for the manuscript.

Supplement to "Dynamic Identification of DSGE Models

This document contains additional examples of structural identification. Matlab code is also provided to show that while the expression appears complex the computation is simple.

Supplement to "Efficient Repeated Implementation"

A PDF file containing formal results and proofs omitted from manuscript.

Supplement to "Strategic Supply Function Competition with Private Information"

An appendix that contains proofs, simulations, and extensions for the manuscript

Supplement to "Non-Exclusive Competition in the Market for Lemons"

This supplement provides a detailed analysis of the exclusive competition game for the two-type specification of the model considered in Section 3 of the paper.

Supplement to "CCP Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity"

Proofs of the lemmas and theorems as well as more detailed description of the Monte Carlo exercises are provided in this appendix.

Supplement to "Sharp Identification Regions in Models with Convex Moment Predictions"

A zip file containing Fortran and Matlab programs to replicate the simulation results appearing in the manuscript.

Supplement to "Sharp Identification Regions in Models with Convex Moment Predictions"

This supplement includes five appendices which illustrate how to build confidence sets for the sharp identification regions, and apply the methodology provided in the manuscript to additional models with convex moment predictions.

Supplement to "Dynamic Female Labor Supply"

A zip file containing the manuscript's replication files.

Supplement to "Estimation of Jump Tails"

This zip file contains replication files for the manuscript.

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