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 85, Issue 3

Supplement to "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework"

This zip file contains the replication files for the manuscript.

Supplement to "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework"

This appendix contains material not found within the manuscript.

Supplement to "Strong Duality for a Multiple-Good Monopolist"

This appendix contains proofs not found within the manuscript.

Supplement to "A Structural Model of Dense Network Formation"

This supplement provides proofs not found within the manuscript.

Supplement to "A Structural Model of Dense Network Formation"

This supplement contains material not found within the manuscript.

Supplement to "A Structural Model of Dense Network Formation"

This zip file contains the replication files for the manuscript.

Supplement to "Political Economy of Redistribution"

This appendix contains proofs not found within the paper.

Supplement to "Uncertainty Shocks in a Model of Effective Demand"

This zip file contains the replication files for the manuscript.

Supplement to "Uncertainty Shocks in a Model of Effective Demand"

This online appendix contains additional material not found within the manuscript.

Supplement to "Generalized Instrumental Variable Models"

This zip file contains the replication files for the manuscript.

Supplement to "Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models"

In Appendices A and B, we describe additional details of the lower-bound error analysis in the neoclassical stochastic growth model and in the new Keynesian model studied in the main text.

Supplement to "Randomization Tests under an Approximate Symmetry Assumption"

This document provides additional results for the authors' paper "Randomization Tests under an Approximate Symmetry Assumption". It includes an application to time series regression, Monte Carlo simulations, an empirical application revisiting the analysis of Angrist and Lavy (2009), the proof of Theorem 2.1, and three auxiliary lemmas.

Journal News

View