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

Econometrica: Nov, 2014, Volume 82, Issue 6

Inferring Labor Income Risk and Partial Insurance from Economic Choices

https://doi.org/10.3982/ECTA9446
p. 2085-2129

Fatih Guvenen, and Anthony A. Smith, Jr.


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Supplemental Material

Supplement to "Inferring Labor Income Risk and Partial Insurance from Economic Choices"

This zip file contains replication files for the manuscript.

Supplement to "Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach"

This appendix contains (i) omitted proofs and derivations, (ii) details of the estimation, and (iii) details of the imputation procedure.