The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
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This online appendix contains the instructions to the subjects.
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In Appendices A and B, we describe additional details of the lower-bound error analysis in the neoclassical stochastic growth model and in the new Keynesian model studied in the main text.
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This document provides additional results for the authors' paper "Randomization Tests under an Approximate Symmetry Assumption". It includes an application to time series regression, Monte Carlo simulations, an empirical application revisiting the analysis of Angrist and Lavy (2009), the proof of Theorem 2.1, and three auxiliary lemmas.
