Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Supplemental Material

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Latest Issue: November 2024 - Volume 15, Issue 4

Supplement to "Estimation and Inference in Games of Incomplete Information with Unobserved Heterogeneity and Large State Space"

Yanqin Fan, Shuo Jiang, and Xuetao Shi

The replication package for this paper is available at https://doi.org/10.5281/zenodo.13318751. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices. Given the highly demanding nature of the algorithms, the reproducibility checks were run on a simplified version of the code, which is also available in the replication package.
 

Supplement to "Estimation and Inference in Games of Incomplete Information with Unobserved Heterogeneity and Large State Space"

Yanqin Fan, Shuo Jiang, and Xuetao Shi

This document provides proofs and additional details for the results in the authors’ paper: “Estimation and Inference in Games of Incomplete Information with Unobserved Heterogeneity and Large State Space”. Appendix B collects the proofs. Appendix C collects illustration of Xiao (2018)’s CCP estimator and discussion on Step-2 identification in the General Game. Appendix D provides more details on the games used in the simulation.

Supplement to "Robust Machine Learning Algorithms for Text Analysis"

Shikun Ke, José Luis Montiel Olea, and James Nesbit

The replication package for this paper is available at https://doi.org/10.5281/zenodo.10856384. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Robust Machine Learning Algorithms for Text Analysis"

Shikun Ke, José Luis Montiel Olea, and James Nesbit

Supplemental Appendix

Supplement to "Covariate Adjustment in Stratified Experiments"

Max Cytrynbaum

The replication package for this paper is available at https://doi.org/10.5281/zenodo.12674972. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Covariate Adjustment in Stratified Experiments"

Max Cytrynbaum

This supplemental appendix contains material not found within the manuscript.

Supplement to "Design-Robust Two-Way-Fixed-Effects Regression For Panel Data"

Dmitry Arkhangelsky, Guido W. Imbens, Lihua Lei and Xiaoman Luo

The replication package for this paper is available at https://doi.org/10.5281/zenodo.12637091. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Design-Robust Two-Way-Fixed-Effects Regression For Panel Data"

Dmitry Arkhangelsky, Guido W. Imbens, Lihua Lei and Xiaoman Luo

Supplemental Appendix

Supplement to "Dynamic Regression Discontinuity under Treatment Effect Heterogeneity"

Yu-Chin Hsu and Shu Shen

The replication package for this paper is available at https://doi.org/10.5281/zenodo.12037888. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Dynamic Regression Discontinuity under Treatment Effect Heterogeneity"

Yu-Chin Hsu and Shu Shen

This supplemental appendix contains material not found within the manuscript.

Supplement to "Deconvolution from two order statistics"

JoonHwan Cho, Yao Luo, and Ruli Xiao

The replication package for this paper is available at https://doi.org/10.5281/zenodo.12602953. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Optimal HAR Inference"

Liyu Dou

The replication package for this paper is available at https://doi.org/10.5281/zenodo.11527191. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Purchasing Seats in School Choice and Inequality"

Tong Wang and Congyi Zhou

The replication package for this paper is available at https://doi.org/10.5281/zenodo.12735964. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. Therefore, the replication package only includes the codes and the parts of the data that are not subject to the exemption. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the restricted data. The Journal checked the provided and restricted data and the codes for their ability to reproduce the results in the paper and approved online appendices. Given the highly demanding nature of the algorithms, the reproducibility checks were run on a simplified version of the code, which is also available in the replication package.
 

Supplement to "Purchasing Seats in School Choice and Inequality"

Tong Wang and Congyi Zhou

This online appendix contains material not found within the manuscript.

Supplement to "Capital Income Jumps and Wealth Distribution"

Jess Benhabib, Wei Cui, and Jianjun Miao

The replication package for this paper is available at https://doi.org/10.5281/zenodo.11510714. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission"

Thomas Hintermaier and Winfried Koeniger

The replication package for this paper is available at https://doi.org/10.5281/zenodo.11397064. The authors were granted an exemption to publish their data because either access to the data is restricted or the authors do not have the right to republish them. Therefore, the replication package only includes the codes but not the data. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the data. The Journal checked the restricted data and the provided codes for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission"

Thomas Hintermaier and Winfried Koeniger

This supplemental appendix contains material not found within the manuscript.

Supplement to "The Impacts of Managerial Autonomy on Firm Outcomes"

Namrata Kala

The replication package for this paper is available at https://doi.org/10.5281/zenodo.11431164. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. However, the authors included in the package, on top of the codes and the parts of the data that are not subject to the exemption, a simulated or synthetic dataset that allows running the codes. The Journal checked the data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. Whenever the available data allowed, the Journal also checked for their ability to reproduce the results. However, the synthetic/simulated data are not designed to produce the same results. Given the highly demanding nature of the algorithms, the reproducibility checks were run on a simplified version of the code, which is also available in the replication package.
 

Supplement to "The Impacts of Managerial Autonomy on Firm Outcomes"

Namrata Kala

This supplement contains material not found within the manuscript.

Supplement to "Aggregate Implications Of Barriers To Female Entrepreneurship"

Gaurav Chiplunkar and Pinelopi Koujianou Goldberg

The replication package for this paper is available at https://doi.org/10.5281/zenodo.13315159. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. Therefore, the replication package only includes the codes and the parts of the data that are not subject to the exemption. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the restricted data. The Journal checked the provided and restricted data and the codes for their ability to reproduce the results in the paper and approved online appendices.
 

Supplement to "Aggregate Implications Of Barriers To Female Entrepreneurship"

Gaurav Chiplunkar and Pinelopi Koujianou Goldberg

This supplement contains material not found within the manuscript.

Supplement to "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification"

Bryan S. Graham

The replication package for this paper is available at https://doi.org/10.5281/zenodo.12811612. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification"

Bryan S. Graham

In this supplemental web appendix I describe the variance estimators used in the Monte Carlo experiments reported in the main text. Graham (2020a) and Graham (2020b) both discuss variance estimation under dyadic dependence and provide references to the primary literature. Equation numbering continues in sequence with that established in the main paper.

Supplement to "Matching and Agglomeration: Theory and Evidence from Japanese Firm-to-Firm Trade"

Yuhei Miyauchi

The replication package for this paper is available at https://doi.org/10.5281/zenodo.13146370. The authors were granted an exemption to publish their data because either access to the data is restricted or the authors do not have the right to republish them. Therefore, the replication package only includes the codes but not the data. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the data. The Journal checked the restricted data and the provided codes for their ability to reproduce the results in the paper and approved online appendices.

Supplement to "Matching and Agglomeration: Theory and Evidence from Japanese Firm-to-Firm Trade"

Yuhei Miyauchi

This supplement contains material not found within the manuscript.

Supplement to "Privacy-Preserving Signals"

Philipp Strack and Kai Hao Yang

This supplement contains material not found within the manuscript.

Supplement to "Stationary Social Learning in a Changing Environment"

Raphaël Levy, Marcin Pęski, and Nicolas Vieille

This supplement contains material not found within the manuscript.

Supplement to "Ambiguous Contracts"

Paul Dütting, Michal Feldman, Daniel Peretz and Larry Samuelson

This supplement contains material not found within the manuscript.

Supplement to "Social Media and Collective Action in China"

Bei Qin, David Strömberg, and Yanhui Wu

The replication package for this paper is available at https://doi.org/10.5281/zenodo.13321975. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
 

Supplement to "Social Media and Collective Action in China"

Bei Qin, David Strömberg, and Yanhui Wu

This supplement contains material not found within the manuscript.

Supplement to "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models"

Christoph Breunig and Xiaohong Chen

The replication package for this paper is available at https://doi.org/10.5281/zenodo.13323460. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. However, the authors included in the package, on top of the codes and the parts of the data that are not subject to the exemption, a simulated or synthetic dataset that allows running the codes. The Journal checked the data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. Whenever the available data allowed, the Journal also checked for their ability to reproduce the results. However, the synthetic/simulated data are not designed to produce the same results.

Supplement to "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models"

Christoph Breunig and Xiaohong Chen

This supplementary appendix contains materials to support our main paper. Appendix C presents additional simulation results. Appendix D provides proofs of our results on confidence sets in Subsection 4.3. Appendix E presents additional technical lemmas and all the proofs.

Supplement to "Caution and Reference Effects"

Simone Cerreia-Vioglio, David Dillenberger, and Pietro Ortoleva

This appendix includes all the missing proofs and the ancillary facts used in the main body of the paper. We begin with a section on facts instrumental for Theorem 1 and Proposition 5.

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