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 77, Issue 3

Supplement to "Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior"

This zip file contains replication files which are fortran source code files and the files the fortran programs read.

Supplement to "Unconditional Quantile Regressions"

This document provides detailed derivations of the asymptotic properties of the estimators proposed in Firpo, Fortin, and Lemieux (2007) to estimate the parameter defined as Unconditional Quantile Partial Effects (UQPE).

Supplement to "Unconditional Quantile Regressions"

This zip file contains a readme.txt file explaining the contents of the zip file, a data file in STATA10 and 22 programs in STATA10.

Supplement to "Incentives to Exercise"

A zip file containing a copy of original instructions given to subjects for the experiment, as well as data and a guide for the data.

Supplement to "Vector Expected Utility and Attitudes toward Variation"

This document contains omitted proofs, formal statements and proofs of results characterizing Complementary Independence for other decision models.  It also contains Probabilistic Sophistication for VEU preferences and the analysis of the consumption-savings example of Sec. 4.5

Supplement to "The Micro Economics of Efficient Group Behavior: Identification"

General results of the paper illustrated on a parametric example.

Supplement to "GMM with Many Weak Moment Conditions"

This supplement provides proofs for the paper.

Supplement to "The Impact of Uncertainty Shocks"

The complete set of files to replicate everything in the paper.