Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Supplemental Material
Quantitative Economics - Volume 9, Issue 1
Supplement to "Demand Analysis using Strategic Reports: An application to a school choice mechanism"
This zip file contains the replication files for the manuscript.
Supplement to "A Theory of Non-Bayesian Social Learning"
This online supplement contains three parts. Appendix B contains several proofs omitted from the main body of the paper. Appendix C extends the concept of unanimity introduced in Definition 1 and provides a generalization to Theorem 4 in the paper. Appendix D illustrates that if signals are normally distributed and agents’ prior beliefs are normal, Bayesian updating takes a log-linear form regardless of the structure of the underlying social network.
Supplement to "A News-Utility Theory for Inattention and Delegation in Portfolio Choice"
This zip file contains the replication files for the manuscript.
Supplement to "A News-Utility Theory for Inattention and Delegation in Portfolio Choice"
This appendix contains material not found within the main manuscript.
Supplement to "A Theory of Input-Output Architecture"
This appendix contains material not found within the manuscript.
Supplement to "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice"
This zip file contains an additional appendix and replication files for the manuscript.
Supplement to "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice"
This appendix contains lemmas and proofs not found within the manuscript.
Supplement to "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach"
The Online Appendix contains supplementary material and consists of the following sections:
A. Data Sources
B. The Measurement Error Model for Consumption
C. Solving the Long-Run Risks Model
D. State-Space Representations of the Empirical Models
E. Posterior Inference
F. Supplementary Figures and Tables
Supplement to "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach"
This zip file contains the replication files for the manuscript.
Supplement to "Optimal Inference in a Class of Regression Models"
This zip file contains an appendix within additional material not found within the manuscript and the replication files for the manuscript.
Supplement to "Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications"
This zip file contains the replication files for the manuscript.
Supplement to "Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications"
This supplement is organized as follows. Section I shows that using one-sided numerical derivatives can decrease computational time without compromising numerical accuracy. Section II tests for the variance of the importance sampler weights to be finite. Section III provides a step-by-step pseudo-code for using Algorithms 1 and 3 in the paper.
Supplement to "Very Simple Markov-Perfect Industry Dynamics: Theory"
This zip file contains the replication files for the manuscript.
Supplement to "Very Simple Markov-Perfect Industry Dynamics: Theory"
This supplement to Abbring, Campbell, Tilly, and Yang (2017b) (hereafter referred to as the "main text") (i) proves a theorem we rely upon for the characterization of equilibria and (ii) develops results for an alternative specification of the model.
Supplement to "Estimating Semi-parametric Panel Multinomial Choice Models using Cyclic Monotonicity"
This zip file contains the replication files for the manuscript and additional material within an appendix.
Supplement to "Estimating Both Supply and Demand Elasticities Using Variation in a Single Tax Rate"
In this appendix we consider three extensions to our main result derived in section 2. The extensions are, i.) supply-side instead of demand-side taxation, ii.) non-linear, instead of ad-valorum taxation and iii.) a setting with multiple goods and multiple taxes.
