Quantitative Economics

Journal Of The Econometric Society

Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331

Supplemental Material

Quantitative Economics - Volume 2, Issue 3

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.

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 "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 "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 "Strategic Supply Function Competition with Private Information"

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

Supplement to "Efficient Repeated Implementation"

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

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.