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 75, Issue 2

Representing Preferences with a Unique Subjective State Space: Corrigendum: Supplementary Appendix

In Section 1, we define our axioms and the additive EU representation, and we state the corrected version of Theorem 4.A of Dekel, Lipman, and Rustichini (2001, henceforth DLR (2001)). In Section 2, we provide a complete and almost entirely self?contained proof of this representation theorem.

Supplement to 'Efficient Wald Tests for Fractional Unit Roots'

This file contains the following:Appendix 1 - the proof of Theorem 1.Appendix 2 - a sketch of the proof of Theorem 2.c.

Supplemental material on "The collective model of ousehold consumption: a nonparametric characterization"

The discussion in the paper restricts to two-member households. In this supplemental material, we consider the case with M household members.

Ellsberg Revisited: an Experimental Study: Instructions and Data

This document contains the instructions used for the study, as well as complete data.

Supplementary material for "Estimating and Testing Structural Changes in Multivariate Regressions"

This file contains proofs for several Lemmas, Properties, Theorems and Corollaries in the paper.

"Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds", Supplementary Material

This zip file contains instructions for obtaining the data, for replicating the results in "Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds," as well as all the relevant programs.