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 80, Issue 3

Supplement to "Costly Self Control and Random Self Indulgence"

This appendix contains an omitted proof referenced in the paper.

Supplement to "Endogenous Completeness of Diffusion Driven Equilibrium Markets"

This document gives the proofs that were omitted from the main text, provide details for some of the arguments used in the proofs of the main results, and discuss some additional results concerning the assumption of real analyticity in the space variables and economies with terminal dividends, heterogenous discount rates and time-dependent aggregate consumption.

Supplement to "Set Identified Linear Models"

This zip file contains replication files for the manuscript.

Supplement to "Set Identified Linear Models"

This PDF contains proofs for the manuscript.

Supplement to "The Realzed Laplace Transform of Volatility"

This appendix consists of a shorter section describing the added details regarding the empirical work in the paper along with a longer section that presents asymptotic results for the Realized Laplace Transform for the case in which volatility has a deterministic intraday component.

Supplement to "The Realzed Laplace Transform of Volatility"

This zip file contains the replication files for the manuscript.

Supplement to "Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory"

This appendix outlines the details of the manuscript's data construction (section S.1) and the implementation of the selection correction procedure described in the main text (section S.2).  In addition, we examine the robustness of our results in a number of dimensions and provide some derivations of key equations in the main paper.

Supplement to "The Costs of Environmental Regulation in a Concentrated Industry"

This appendex discusses identification of the model in the paper.  New results concerning the identification of parameters in a two-step Bajari, Benkard, and Levin (2007) setup are given.  Under linearity of the unknown parameters, it is shown that identification obtains when an easily-verified rank and order condition on a matrix derived from estimated functions holds.

Supplement to "The Costs of Environmental Regulation in a Concentrated Industry"

This zip file contains the replication files for the manuscript.

Journal News

View