The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
This zip file contains the replication files for the manuscript.
This zip file contains replication files for the manuscript.
This zip file contains replication files for the manuscript.
In this appendix, we formalize properties of the general model discussed in Section 4 in the article, and provide a characterization of the first-order conditions for the differentiable case.
This appendix contains material not found within the manuscript.
This zip file contains the replication files for the manuscript.
This Electronic Supplementary Material (ESM) contains two parts. Section S.1 complements Section B of the paper by providing an exhaustive proof of Proposition 1 with all technical details included. Section S.2 provides the proof of Proposition 4.
To avoid confusion in the numbering of equations and sections between the main text and this ESM, all numbers in the ESM will be prefixed by “S”. Conversely, numbers without prefix refer to an equation or a section of the main text.
This supplementary material contains sufficient conditions for several assumptions in Sections 3 and 4 and proofs of all results in the main text.
This zip file contains the replication files for the manuscript and additional appendices E, F, and G. Appendix F provides further details on the relation between the identification and existence conditions in Section 2.3 and the identification and existence conditions in Hansen and Scheinkman (2009) and Borovička et al. (2016). Appendix G presents proofs of results in Appendix C of the supplementary material and this online appendix.
This appendix contains material not found within the manuscript.
This zip file contains the replication files for the manuscript.
This Supplemental Material is structured as follows. Section 1 establishes the equivalence of the CU-GMM estimators with centered and uncentered optimal weighting matrices and serially correlated moment conditions. Section 2 shows that the result in Theorem 2 in the paper continues to hold under the assumption that the returns and the factors are jointly elliptically distributed.
This zip file contains the replication files for the manuscript.
This supplement contains additional material to accompany the main text. First, I show that the results in Theorem 1 also hold as ε → 0 and I informally outline a bootstrap procedure to select the critical value. I then provide additional explanations for the main assumptions as well as extensions of the main results.
This zip file contains the replication files for the manuscript.
In the dynamic simulations, patients and their donors arrive over time and remain in the population until they are matched through exchange. We run statically optimal exchange algorithms once in each period. In each simulation, we generate S = 500 such populations and report the averages and sample standard errors of the simulation statistics.
