The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
This file contains the details on the derivation of the dynamic first-order optimality conditions, the linearization of the general model, the new filters, the parallelized Metropolis-Hastings algorithm, an example of a two-dimensional Smolyak poly-nomial approximation and detailed simulation results.
A link to the authors' website where replication files may be found (using their software).
PDF document that shows the socially efficient solution to the scheduling problem of section 3 in the manuscript. It also shows a slight modification of the example where the bidding mechanism is inefficient.
An appendix for the manuscript.
A zip file containing replication files for the manuscript.
A PDF file that describes the Monte Carlo study of the conditional estimator of the model proposed in the paper, as well as a comparison of the conditional estimator with some other estimators.
A zip file containing replication files for the manuscript.
This appendix contains detailed proofs for the results in the manuscript.
This zip file contains replication files for the manuscript.
Supplement provides additional material to accompany manuscript.
PDF file of two technical appendices. Appendix 1 demonstrates how the optimal allocation in the bond-enforcement model can be decentralized into a competitive equilibrium with either national default risk or resident default risk. Appendix 2 describes two alternative strategies to compute the bond-enforcement model.
Replication files for the manuscript.
This document gives additional graphical displays of identified sets for the binary outcome, binary endogenous varible case considered in section 3.1.3 of the manuscript.
A zip file that contains all the programs used to generate the figures in the paper, as well as a "read me" file.
PDF file containing complete proofs of the lemmas and theorems presented in the paper.
PDF file containing proofs for the manuscript.
A zip file containing information to replicate results.
