Quantitative Economics

Journal Of The Econometric Society

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

Supplemental Material

Quantitative Economics - Volume 4, Issue 2

Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

Description of the Iterative Algorithm, institutional background, results from the Long Term Refinancing Operations.

Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

This zip file contains the replication files for the manuscript.

Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

This appendix contains three generalizations of the simple model presented in Section 2.  It examines tournament models of R&D. It allows patenting decision to be an endogenous choice for the firm.

Supplement to "Modeling Earnings Dynamics"

This file contains Supplemental Appendices A,B,C,D, and E.

Supplement to "Modeling Earnings Dynamics"

This zip file contains the replication files for the manuscript.

Supplement to "The Bubble Game: An Experimental Study of Speculation"

This zip file contains the replication files for the manuscript.

Supplement to "The Bubble Game: An Experimental Study of Speculation"

This document complements the main text by including additional theoretical derivations and empirical results.

Supplement to "The Theory of Optimal Delegation with an Application to Tariff Caps"

The following appendix collects several results and extensions to the main model.

Supplement to "Gambling Reputation: Repeated Bargaining with Outside Options"

This supplement contains additional results and proofs that are left out from the main paper.

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

This supplement includes two appendices.  Supplemental Appendix A gives the proofs of the results in the main text.  Supplemental Appendix B provides simulation results of the theory in the main text.