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 82, Issue 2

Supplement to "Local Identification of Nonparametric and Semiparametric Models"

This supplemental material gives proofs for the results of Sections 4 and 5 of the paper as well as some additional results and discussions.

Supplement to "Optimal Test for Markov Switching Parameters"

This zip file contains the replication files for the manuscript.

Supplement to "Optimal Test for Markov Switching Parameters"

This appendix contains all the proofs of the results presented in the paper.  Moreover, it presents various potential applications of our tests, derives their asymptotic distributions and critical values in special cases, defines tensor notations, and provides some extra results on the power of the tests.

Supplement to "Macroeconomic Implications of Agglomeration"

This document provides supplementary background for the paper.  It discusses (1) the growth model, (2) the data, (3) deriving the moment conditions underlying estimation, (4) measuring the impact of agglomeration on per capita consumption growth (5) solving the model, (6) standard errors of our estimates, (7) monte carlo analysis of our estimation strategy, (8) proofs of equilibrium existence and uniqueness for versions of the model without housing, (9) several perturbations to our estimation and (10) how we verify numerically that the Luttmer (2007) property holds.

Supplement to "Macroeconomic Implications of Agglomeration"

This zip file contains replication files for the manuscript.

Supplement to "Macroeconomic Implications of Agglomeration"

This zip file contains the replication files for the manuscript.

Supplement to "Returns to Tenure or Seniority?"

This appendix contains additional tables (in Section A) and additional identification proofs (in Section B), mentioned but not included in the paper.

Supplement to "Returns to Tenure or Seniority?"

This zip file contains the replication files for the manuscript.

Supplement to "Dynamic Mechanism Design: A Myersonian Approach"

This document contains additional results and an omitted proof for the manuscript.

Supplement to "Stable Matching with Incomplete Information"

This appendix contains proofs not found within the manuscript.

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