The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
This appendix provides information not found within the manuscript.
This supplement provides additional information not found within the manuscript.
This zip file contains the replication files for the manuscript.
This appendix consists of two sections. In Section A we adopt the Chen-Epstein (2002) recursive multiple-priors utility model to study the robust contracting problem. We compare this case with the robust contracting problem studied in the paper. In Section B we study a model with risk aversion only and compare the solution with our robust contracting solution. We also establish some observational equivalence results.
This appendix contains material not found within the manuscript.
The online appendix contains two sections, namely Sections 14 and 15. Section 14 deals with theoretical aspects of the analysis. In particular, it provides the proofs for all of the lemmas in paper. Section 15 pertains to the empirical work and discusses the data used.
This zip file contains the replication files for the manuscript.
This appendix contains material not found within the manuscript.
This zip file contains the replication files for the manuscript.
The supplementary appendix contains additional results concerning the interpretation of our conditional critical values, the bounded completeness of our sufficient statistics, the derivation of the conditioning process hT (.) in homoscedastic linear IV, the power of tests in a simple Gaussian model, the power of the conditional QLR tests in linear IV with non-homoscedastic errors, proofs of asymptotic results stated in the paper, a theoretical analysis and additional simulation results for the quantile IV model, and additional results for Stock and Wright (2000)'s setting.
This supplement contains proofs of results in the main text.
