The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
This supplement uses the notation and definitions established in the main paper. Theorems, propositions and lemmas are numbered S.1, S.2, etc. in this supplement. Numbers without the prefix S refer those in the main paper.
In this appendix we consider some additional properties of long-run dynamics in Section A. Section B contains three variants of our model: a two-sided case in which the sets of observers and experts are disjoint, a case with delayed observability of states, and a case with common priors but unobserved preferences. A model of shifting perspectives is explored in Section C.
This zip file contains replication files for the manuscript.
This appendix contains material not found within the manuscript.
This zip file contains replication files for the manuscript and additional material not found within the main manuscript.
This appendix contains asymptotic results and proofs for the paper.
Section 1 presents Chamberlain's (2007) reparameterization of the weak instrument problem. Section 2 contains implementation details. Section 3 includes additional figures.
This supplement is composed of four parts. Section S1 contains the proofs of some technical lemmas for the proofs of the main results in Section 2. Section S2 gives bias correction formulae in linear panel data models for both PPL and PGMM estimation. Sections S3 and S4 contain some additional simulation and applications results, respectively.
This zip file contains the replication files for the manuscript.
