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 online appendix contains material not found within the manuscript.
This online appendix contains material not found within the manuscript.
This zip file contains the replication files for the manuscript.
This appendix contains extensions of the results in Menzel (2021) as well as an asymptotic theory for alternative inference procedures under multi-way clustering.
This zip file contains the replication files for the manuscript.
This supplement contains material not found within the manuscript.
In this online appendix, we extend our formal framework to study sequential choice and we allow agents to take an action in every period. We provide a recursive formulation of our model and show that choices are dynamically consistent. We include an application of this recursive setting to address the “ostrich effect.”
This zip file contains the replication files for the manuscript.
This online appendix contains material not found within the manuscript.
This zip file contains the replication files for the manuscript.
This zip file contains the replication files for the manuscript.
This online appendix contains tables and figures not found within the manuscript.
This online appendix contains material not found within the manuscript.
This zip file contains replication files for the manuscript.
This document contains some additional results and technical details not included in the main body of the paper. In particular, we present: i) more Monte Carlo simulation evidence; ii) the details of our out-of-sample forecasting exercise. This supplement is not self-contained, so readers are advised to read the main paper first.
This zip file contains only the replication codes (without data and posterior simulation results).
This zip file contains only one file, i.e. the main estimation function (the top of the file contains a thorough description).
This zip file contains the full replication material for the manuscript.
This zip file contains the replication material for the manuscript.
This supplement is organized as follows. Appendix B discusses particular shape restrictions with the convex cone property, Appendix C specializes our test to the regular case where rn{ˆθ_n − θ0} converges, Appendix D collects additional proofs and auxiliary results, and Appendix E presents additional simulation studies and an empirical application. Appendix F verifies the main assumptions for our examples, Appendix G provides proofs for Appendix C, while Appendix H contains simulation results omitted from the main text and Appendix E, all of which are relegated to the arXiv version of this paper (https://arxiv.org/abs/1910.07689) due to space limitation.
This online appendix contains material not within the manuscript.
This zip file contains the replication files for the manuscript.
This zip file contains the replication files for the manuscript.
This online appendix contains material not found within the manuscript.
This online appendix contains material not found within the manuscript.
This zip file contains the replication files for the manuscript.
