Quantitative Economics

Journal Of The Econometric Society

Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331

Supplemental Material

Quantitative Economics - Volume 7, Issue 2

Supplement to "Bayesian inference in a class of partially identified models"

Supplement to "Bayesian inference in a class of partially identified models"

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Supplement to "Bayesian inference in a class of partially identified models"

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Supplement to "Bayesian inference in a class of partially identified models"

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Supplement to "Inference under stability of risk preferences"

Supplement to "Inference under stability of risk preferences"

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Supplement to "Inference under stability of risk preferences"

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Supplement to "Explaining the gender wage gap: Estimates from a dynamic model of job changes and hours changes"

Supplement to "Explaining the gender wage gap: Estimates from a dynamic model of job changes and hours changes"

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Supplement to "Clearinghouses for two‐sided matching: An experimental study"

Supplement to "Clearinghouses for two‐sided matching: An experimental study"

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Supplement to "Clearinghouses for two‐sided matching: An experimental study"

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Supplement to "Unobserved heterogeneity in dynamic games: Cannibalization and preemptive entry of hamburger chains in Canada"

Supplement to "Unobserved heterogeneity in dynamic games: Cannibalization and preemptive entry of hamburger chains in Canada"

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Supplement to "Unobserved heterogeneity in dynamic games: Cannibalization and preemptive entry of hamburger chains in Canada"

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Supplement to "Pooling data across markets in dynamic Markov games"

Supplement to "Pooling data across markets in dynamic Markov games"

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Supplement to "Identification and estimation of semiparametric two‐step models"

Supplement to "Identification and estimation of semiparametric two‐step models"

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Supplement to "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century"

Supplement to "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century"

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Supplement to "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century"

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Supplement to "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century"

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Supplement to "The development and spread of financial innovations"

Supplement to "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models"

Supplement to "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models"

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Supplement to "From Bottom of the Barrel to Cream of the Crop: Sequential Screening with Positive Selection"

This appendix provides information not found within the manuscript.

Supplement to "Market Microstructure Invariance: Empirical Hypotheses"

This supplement provides additional information not found within the manuscript.

Supplement to "Market Microstructure Invariance: Empirical Hypotheses"

This zip file contains the replication files for the manuscript.

Supplement to "Robust Contracts in Continuous Time"

This appendix consists of two sections. In Section A we adopt the Chen-Epstein (2002) recursive multiple-priors utility model to study the robust contracting problem. We compare this case with the robust contracting problem studied in the paper. In Section B we study a model with risk aversion only and compare the solution with our robust contracting solution. We also establish some observational equivalence results.

Supplement to "Insider Trading, Stochastic Liquidity and Equilibrium Prices"

This appendix contains material not found within the manuscript.

Supplement to "Why Doesn't Technology Flow from Rich to Poor Countries?"

The online appendix contains two sections, namely Sections 14 and 15. Section 14 deals with theoretical aspects of the analysis. In particular, it provides the proofs for all of the lemmas in paper. Section 15 pertains to the empirical work and discusses the data used.

Supplement to "Why Doesn't Technology Flow from Rich to Poor Countries?"

This zip file contains the replication files for the manuscript.

Supplement to "Unemployment and Business Cycles"

This appendix contains material not found within the manuscript.

Supplement to "Unemployment and Business Cycles"

This zip file contains the replication files for the manuscript.

Supplement to "Conditional Inference with a Functional Nuisance Parameter"

The supplementary appendix contains additional results concerning the interpretation of our conditional critical values, the bounded completeness of our sufficient statistics, the derivation of the conditioning process h_T (.) in homoscedastic linear IV, the power of tests in a simple Gaussian model, the power of the conditional QLR tests in linear IV with non-homoscedastic errors, proofs of asymptotic results stated in the paper, a theoretical analysis and additional simulation results for the quantile IV model, and additional results for Stock and Wright (2000)'s setting.

Supplement to "Generalized Method of Integrated Moments for High-Frequency Data"

This supplement contains proofs of results in the main text.

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