Quantitative Economics

Journal Of The Econometric Society

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

Supplemental Material

Quantitative Economics - Volume 6, Issue 2

Supplement to "Equilibria in Health Exchanges: Adverse Selection versus Reclassification Risk"

This zip file contains the replication files and an additional supplement with additional analysis for the manuscript.

Supplement to “Equilibria in Health Exchanges: Adverse Selection versus Reclassification Risk”

This online appendix has three sections.  The first presents details of the choice model estimation algorithm, as well as additional estimates from our primary specification not included in the main text.  The second describes our model for consumer self-insurance from savings and borrowing in detail.  The third provides additional figures and tables referenced in the main text.

Supplement to "Dynamic Marriage Matching: An Empirical Framework"

This zip file contains the replication files for the manuscript.

Supplement to “Dynamic Marriage Matching: An Empirical Framework”

This supplement provides details and extensions omitted from the main paper.

Supplement to “Commitment, Flexibility, and Optimal Screening of Time Inconsistency”

Appendix B contains all omitted  proofs  of  the  main paper.  Appendix C contains the calculations for the illustrative example. Appendix D discusses the case of outside options  with  type-dependent  values.  Appendix E discusses  the  case of  finitely  many states.

Supplement to “Savage in the Market”

The supplement contains extensions to the results in the paper, and some proofs and discussions that were omitted from the paper. We illustrate how alternative theories to risk-averse SEU give rise to data that violate our revealed preference axiom.  We include some results on the 2X2 case and probabilistic sophistication.  Finally, we discuss objective expected utitlity and the comparison to Savage's axiomatization.

Supplement to "Power Enhancement in High-Dimensional Cross-Sectional Tests"

This zip file contains the replication files for the manuscript.

Supplement to “Power Enhancement in High‐Dimensional Cross‐Sectional Tests”

This supplementary material contains additional proofs of the main paper.

Supplement to "Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects"

This zip file contains the replication files for the manuscript and a supplemental appendix.

Supplement to “A Test of Exogeneity Without Instrumental Variables in Models With Bunching”

This supplement provides details of the implementation of the test statistic described in Section 3.1 in the manuscript.  It also develops the theorems that describe the test statistic's asymptotic behavior.  Finally, it presents a Monte Carlo study of the small sample behavior of the test statistic using real data (the same dataset used in the paper's Section 3).

Supplement to “Tight Revenue Bounds With Possibilistic Beliefs and Level‐ k Rationality”

This appendix provides additional proofs not found in the manuscript.