Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Supplemental Material
Quantitative Economics - Volume 88, Issue 1
Supplement to "Testing Models of Social Learning on Networks: Evidence from Two Experiments"
In this appendix, we describe the algorithm for computing the actions in the complete and incomplete information Bayesian model.
Supplement to "Testing Models of Social Learning on Networks: Evidence from Two Experiments"
This zip file contains the replication files for the manuscript. It also includes an additional appendix with material not found within the manuscript.
Supplement to "Endogenous Production Networks"
This online appendix contains additional results and omitted proofs not found within the manuscript.
Supplement to "Endogenous Production Networks"
This zip file contains the replication files for the manuscript.
Supplement to "The Global Diffusion of Ideas"
This zip file contains the replication files for the manuscript. It also contains an additional appendix for the manuscript with omitted proofs.
Supplement to "The Global Diffusion of Ideas"
This online appendix contains material not found within the manuscript.
Supplement to "Heterogeneity and Persistence in Returns to Wealth"
In this Online Appendix we provide supplementary material to the article. In particular, Section OA.1 contains detailed information on the data sources and variables used in the analyses. Section OA.2 details how we estimate net saving flows to perform the Dietz’ adjustment to our return measures. Section OA.3 discusses the bias from not observing the timing of net saving flows. Section OA.4 details the imputation of defined contribution private pension wealth; Section OA.5 discusses issues related to the imputation of services from safe assets; Section OA.6 how we construct the β's for the stock market portfolio, private equity, and housing. Finally, Section OA.7 shows how we correct estimates of the higher moments of the fixed effect estimates to account for small-T bias. Additional figures and tables are in Section OA.8 and Section OA.9, respectively.
Supplement to "Heterogeneity and Persistence in Returns to Wealth"
This zip file contains the replication files for the manuscript.
Supplement to "Forecasting with Dynamic Panel Data Models"
This zip file contains the replication files for the manuscript.
Supplement to "Forecasting with Dynamic Panel Data Models"
This online appendix contains proofs not found within the manuscript.
Supplement to "Nonlinear Pricing in Village Economies"
This zip file contains the replication files for the manuscript. It also contains an online appendix. Summary of the appendix: This appendix is structured as follows. We provide details of the model in Jullien (2000), which are useful to
understand our derivations, in Section A.1. We discuss how the problem of a single seller that we focus on in the empirical analysis could be equivalently interpreted as the problem of an oligopolist in Section A.2. We elaborate on our identification strategy in Section A.3. We present details of the examples mentioned in Section 3 of the paper in Section B. We present estimation results omitted from the paper in Sections C and D. Please see Elena Pastorino’s webpage for any additional details.
Supplement to "Sampling-based vs. Design-based Uncertainty in Regression Analysis"
This appendix contains proofs not found within the manuscript.
Supplement to "Sampling-based vs. Design-based Uncertainty in Regression Analysis"
This zip file contains the replication files for the manuscript.
Supplement to "Informational channels of financial contagion"
This zip file contains the replication files for the manuscript.
