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

Supplemental Material

Econometrica - Volume 74, Issue 2

Supplement To ?Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure?: Variable Definitions, Data, And Programs

This supplement provides added technical details related to the data, variable definitions, and estimation. The paper has two empirical components: estimation of quantile regression weighting schemes and robust inference on the quantile regression process for earnings equations. Both rely on Census microdata for 1980, 1990, and 2000. The original raw data are available from the Integrated Public Use Microdata Series (IPUMS) web site and our Stata extracts are available here. In addition to a description of the data and variables, this supplement includes all Stata and R (version 2.0.1) command files used to construct Figures 1 and 2, and Table I.

On Example 2 in ?Efficiency in Repeated Games Revisited: The Role of Private Strategies?

We provide technical details of the results in Example 2 in ?Efficiency in Repeated Games Revisited: The Role of Private Strategies?.

Supplementary Materials for: "Identification and Inference in Nonlinear Difference-In-Differences Models"

In these supplementary materials we provide some details on the implementation of the methods developed in the paper. In addition we apply the different DID approaches using the data analyzed by Meyer, Viscusi, and Durbin (1995). These authors used DID methods to analyze the effects of an increase in disability benefits in the state of Kentucky, where the increase applied to high-earning but not low-earning workers. Next we do a small simulation study. Finally, we provide some additional proofs.

Supplementary Material for Commitment vs. Flexibility

This supplementary document collects two results. First, we cover some findings regarding the possibilities for money burning with three types. Second, we present a result on how simple minimum savings allocations can be improved upon if Assumption A in the paper fails.

Supplementary Material for Commitment vs. Flexibility

This Matlab code is only directly used and discussed in detail in Section 1 of the supplementary note, which in turn supports a claim made towards the end of Section 3.1 in the paper. The issue is the optimality of money burning in a version of the model with three types. As discussed in the supplementary note, the Matlab code solves the model with three types and produces a figure with the optimal allocation. The optimal allocation is shown as a function of the middle type's probability for regions where money burning is optimal. In particular, Figure 1 in the supplement was produced by this code, and illustrates a case where money burning is optimal for intermediate values of the middle type's probability.

Wage Bargaining with On-the-job Search: Theory and Evidence - Supplemented Material: Bargaining in Presence of a Legal Minimum Wage

In this Appendix we consider the existence of a wage floor, Wmin, such that no firm can make a wage offer of less than Wmin at any stage of the bargaining process. For simplicity, we shall work under the assumption that workers are homogeneous conditional on their observed attributes, i.e. we shall assume away any dispersion in the workers? ε?s (and consequently drop the dependence on ε of all functions in the analysis to come). We otherwise take up the concepts and notation of the main text.