This Online Appendix extends the results of Di Tella and Sannikov (2016) to incorporate hidden investment, aggregate risk, and renegotiation. The case with no hidden investment and price of aggregate risk π = 0 yields the expressions in the paper.

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Supplement to "Optimal Asset Management Contracts with Hidden Savings"

This zip file contains the replication files for the manuscript.

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Supplement to "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness"

This zip file contains replication files for the manuscript.

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Supplement to "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness"

These supplemental materials are organized as follows. Supplemental Appendix C gives additional empirical results. Supplemental Appendix D proves Lemma A.3, gives the derivation of the solution path in the proof of Theorem 2.2, completes the proof of Theorem 2.3, proves Lemma B.1 and Lemma B.2, gives conditions for asymptotic efficiency of the matching estimator with a single match, and finally verifies Assumption B.1 for the matching estimator.

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Econometrica

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Supplemental Material

Econometrica - Volume 12, Issue 2

Supplement to "Dealing with misspecification in structural macroeconometric models"

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Supplement to "Identification of counterfactuals in dynamic discrete choice models"

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Supplement to "Making summer matter: The impact of youth employment on academic performance"

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Supplement to "Where did it go wrong? Marriage and divorce in Malawi"

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Supplement to "From dual to unified employment protection: Transition and steady state"

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Supplement to "Uncertainty‐driven business cycles: Assessing the markup channel"

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Supplement to "Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk"

Supplement to "Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk"

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Supplement to "General Equilibrium Oligopoly and Ownership Structure"

Supplement to "Limit Points of Endogenous Misspecified Learning"

Supplement to "Optimal Asset Management Contracts with Hidden Savings"

Supplement to "Optimal Asset Management Contracts with Hidden Savings"

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Supplement to "Nash Equilibria on (Un)Stable Networks"

Supplement to "Nash Equilibria on (Un)Stable Networks"

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Supplement to "Aggregate Dynamics in Lumpy Economies"

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Supplement to "Optimal auction design with common values: An informationally-robust approach"

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