Quantitative Economics

Journal Of The Econometric Society

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

Supplemental Material

Quantitative Economics - Volume 9, Issue 2

Supplement to "A divide and conquer algorithm for exploiting policy function monotonicity"

Supplement to "A divide and conquer algorithm for exploiting policy function monotonicity"

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Supplement to "A divide and conquer algorithm for exploiting policy function monotonicity"

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Supplement to "A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity"

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Supplement to "Credible ecological inference for medical decisions with personalized risk assessment"

Supplement to "Empirical welfare analysis for discrete choice: Some general results"

Supplement to "Empirical Welfare Analysis for Discrete Choice: Some General Results"

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Supplement to "The identification power of smoothness assumptions in models with counterfactual outcomes"

Supplement to "The identification power of smoothness assumptions in models with counterfactual outcomes"

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Supplement to "The identification power of smoothness assumptions in models with counterfactual outcomes"

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Supplement to "The Identification Power of Smoothness Assumptions in Models with Counterfactual Outcomes"

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Supplement to "The age‐time‐cohort problem and the identification of structural parameters in life‐cycle models"

Supplement to "The age‐time‐cohort problem and the identification of structural parameters in life‐cycle models"

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Supplement to "The age‐time‐cohort problem and the identification of structural parameters in life‐cycle models"

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Supplement to "The Age-Time-Cohort Problem and the Identification of Structural Parameters in Life-Cycle Models"

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Supplement to "Life‐cycle and intergenerational effects of child care reforms"

Supplement to "Life‐cycle and intergenerational effects of child care reforms"

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Supplement to "Life-Cycle and Intergenerational Effects of Child Care Reforms"

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Supplement to "The effect of public pensions on women's labor market participation over a full life cycle"

Supplement to "The effect of public pensions on women's labor market participation over a full life cycle"

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Supplement to "The effect of public pensions on women's labor market participation over a full life cycle"

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Supplement to "The Effect of Public Pensions on Women’s Labor Market Participation over a Full Life-Cycle"

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Supplement to "Turbulence and the employment experience of older workers"

Supplement to "Turbulence and the employment experience of older workers"

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Supplement to "Precautionary borrowing and the credit card debt puzzle"

Supplement to "Precautionary Borrowing and the Credit Card Debt Puzzle"

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Supplement to "Smoking initiation: Peers and personality"

Supplement to "Smoking initiation: Peers and personality"

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Supplement to "Measuring mobility"

Supplement to "Measuring Mobility"

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Supplement to "Solution methods for models with rare disasters"

Supplement to "Solution methods for models with rare disasters"

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Supplement to "Ambiguity and the historical equity premium"

Supplement to "Ambiguity and the historical equity premium"

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Supplement to "Ambiguity and the Historical Equity Premium"

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Supplement to "Information structure and statistical information in discrete response models"

Supplement to "Information structure and statistical information in discrete response models"

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Supplement to "When does regression discontinuity design work? Evidence from random election outcomes"

Supplement to "When Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes"

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Supplement to "Do basketball scoring patterns reflect illegal point shaving or optimal in‐game adjustments?"

Supplement to "Do basketball scoring patterns reflect illegal point shaving or optimal in‐game adjustments?"

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Supplement to "Do basketball scoring patterns reflect illegal point shaving or optimal in‐game adjustments?"

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Supplement to "Do Basketball Scoring Patterns Reflect Illegal Point Shaving or Optimal In-Game Adjustments?"

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Supplement to "Strategic Trading in Informationally Complex Environments"

This supplement contains additional results and proofs omitted from the main paper.

Supplement to "Learning and Type Compatibility in Signaling Games"

This supplement contains material not found within the manuscript.

Supplement to "Consumer Search and Price Competition"

In this supplement we provide three examples in which H_i(w_i) can be explicitly calculated.

Supplement to "The Implementation Duality"

This appendix contains arguments omitted from the paper.

Supplement to "Dynamic Mixture-Averse Preferences"

IN THIS SUPPLEMENT, we provide several supporting results that are used in the main paper. In Section S.1, we provide a general local expected-utility result for mixture-averse preferences that nests Proposition 1 in the main paper as a special case. In Section S.2, we establish the relationship between mixture-averse preferences and several prominent non-expected-utility theories, including rank-dependent utility, betweenness, disappointment aversion, and cautious expected utility. Section S.3 describes the implications of preference for diversification for insurance demand, and discusses how preference for diversification is equivalent to risk aversion for either rank-dependent utility or any preference that is quasiconcave in probabilities. Section S.4 establishes the existence of a value function for the optimal risk attitude representation. Proofs are contained in Section S.5.

Supplement to "Risk Preferences and the Macroeconomic Announcement Premium"

This zip file contains the replication files for the manuscript.

Supplement to "Risk Preferences and the Macroeconomic Announcement Premium"

IN THIS SUPPLEMENT, we provide details of the proofs omitted in the main text and the appendices of the paper. In Section S.1, we prove the equivalence between the Arrow– Debreu setup and the sequential market setup in the two-period model. Section S.2 contains details of the certainty equivalent functionals of dynamic preferences that Theorems 1 and 2 allow for and the associated A-SDF. Section S.3 provides details of the continuous time model in Section 5 of the paper.

Supplement to "Alternative Asymptotics for Cointegration Tests in Large VARs"

This zip file contains all MATLAB files used in the Monte Carlo analysis. It also contains supplementary material for Onatski and Wang (2017). The appendix is lined up with sections in the main text to make it easy to locate the required proofs.

Supplement to "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models"

This zip file contains the replication files for the manuscript as well as three online appendices with material not found within the manuscript.

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

This zip file has the replication files for the comment.

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

This supplement extends our analysis along three dimensions. One, it provides additional analytical results that show how the specification of the preference shock in recursive, Epstein and Zin (1991), preferences affects equilibrium outcomes. Two, it explores the implications of using a risk premium shock instead of a preference shock and additively separable preferences in consumption and leisure. Three, it conducts further sensitivity analysis on the parameters.

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

This zip file contains the replication files for the reply.

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