Quantitative Economics

Supplement to "Political mergers as coalition formation: An analysis of the Heisei municipal amalgamations"

Supplement to "Political mergers as coalition formation: An analysis of the Heisei municipal amalgamations"

Supplement to "Political mergers as coalition formation: An analysis of the Heisei municipal amalgamations"

Supplement to "Equilibria in Health Exchanges: Adverse Selection versus Reclassification Risk"

This zip file contains the replication files and an additional supplement with additional analysis for the manuscript.

Supplement to “Equilibria in Health Exchanges: Adverse Selection versus Reclassification Risk”

This online appendix has three sections. The first presents details of the choice model estimation algorithm, as well as additional estimates from our primary specification not included in the main text. The second describes our model for consumer self-insurance from savings and borrowing in detail. The third provides additional figures and tables referenced in the main text.

Supplement to "Inference on sets in finance"

Supplement to "Inference on sets in finance"

Supplement to "Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis"

This zip file contains the replication files for the manuscript.

Supplement to "Estimating overidentified, nonrecursive, time‐varying coefficients structural vector autoregressions"

Supplement to "Estimating overidentified, nonrecursive, time‐varying coefficients structural vector autoregressions"

Supplement to "Estimating overidentified, nonrecursive, time‐varying coefficients structural vector autoregressions"

Supplement to "Estimating overidentified, nonrecursive, time‐varying coefficients structural vector autoregressions"

Supplement to "Dynamic Marriage Matching: An Empirical Framework"

This zip file contains the replication files for the manuscript.

Supplement to “Dynamic Marriage Matching: An Empirical Framework”

This supplement provides details and extensions omitted from the main paper.

Supplement to "Accounting for cross‐country differences in intergenerational earnings persistence: The impact of taxation and public education expenditure"

Supplement to "Accounting for cross‐country differences in intergenerational earnings persistence: The impact of taxation and public education expenditure"

Supplement to “Commitment, Flexibility, and Optimal Screening of Time Inconsistency”

Appendix B contains all omitted proofs of the main paper. Appendix C contains the calculations for the illustrative example. Appendix D discusses the case of outside options with type-dependent values. Appendix E discusses the case of finitely many states.

Supplement to "Flexible Bayesian analysis of first price auctions using a simulated likelihood"

Supplement to “Savage in the Market”

The supplement contains extensions to the results in the paper, and some proofs and discussions that were omitted from the paper. We illustrate how alternative theories to risk-averse SEU give rise to data that violate our revealed preference axiom. We include some results on the 2X2 case and probabilistic sophistication. Finally, we discuss objective expected utitlity and the comparison to Savage's axiomatization.

Supplement to "Likelihood‐ratio‐based confidence sets for the timing of structural breaks"

Supplement to "Likelihood‐ratio‐based confidence sets for the timing of structural breaks"

Supplement to "Likelihood‐ratio‐based confidence sets for the timing of structural breaks"

Supplement to "Likelihood‐ratio‐based confidence sets for the timing of structural breaks"

Supplement to "Power Enhancement in High-Dimensional Cross-Sectional Tests"

This zip file contains the replication files for the manuscript.

Supplement to “Power Enhancement in High‐Dimensional Cross‐Sectional Tests”

This supplementary material contains additional proofs of the main paper.

Supplement to "Combinatorial approach to inference in partially identified incomplete structural models"

Supplement to "Combinatorial approach to inference in partially identified incomplete structural models"

Supplement to "Combinatorial approach to inference in partially identified incomplete structural models"

Supplement to "Combinatorial approach to inference in partially identified incomplete structural models"

Supplement to "Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects"

This zip file contains the replication files for the manuscript and a supplemental appendix.

Supplement to "Research and development, profits, and firm value: A structural estimation"

Supplement to "Research and development, profits, and firm value: A structural estimation"

Supplement to “A Test of Exogeneity Without Instrumental Variables in Models With Bunching”

This supplement provides details of the implementation of the test statistic described in Section 3.1 in the manuscript. It also develops the theorems that describe the test statistic's asymptotic behavior. Finally, it presents a Monte Carlo study of the small sample behavior of the test statistic using real data (the same dataset used in the paper's Section 3).

Supplement to “Tight Revenue Bounds With Possibilistic Beliefs and Level‐ k Rationality”

This appendix provides additional proofs not found in the manuscript.