Supplemental Material

Econometrica - Volume 81, Issue 4

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

This zip file contains the replication files for the manuscript.

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

This supplement includes two appendices. Supplemental Appendix A gives the proofs of the results in the main text. Supplemental Appendix B provides simulation results of the theory in the main text.

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Supplement to "Gambling Reputation: Repeated Bargaining with Outside Options"

This supplement contains additional results and proofs that are left out from the main paper.

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Supplement to "The Theory of Optimal Delegation with an Application to Tariff Caps"

The following appendix collects several results and extensions to the main model.

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Supplement to "The Bubble Game: An Experimental Study of Speculation"

This zip file contains the replication files for the manuscript.

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Supplement to "The Bubble Game: An Experimental Study of Speculation"

This document complements the main text by including additional theoretical derivations and empirical results.

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Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs"

This pdf contains proofs for the manuscript.

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Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs"

This zip file contains the replication files for the manuscript.

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Supplement to "Modeling Earnings Dynamics"

This file contains Supplemental Appendices A,B,C,D, and E.

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Supplement to "Modeling Earnings Dynamics"

This zip file contains the replication files for the manuscript.

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Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

This zip file contains the replication files for the manuscript.

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Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

This appendix contains three generalizations of the simple model presented in Section 2. It examines tournament models of R&D. It allows patenting decision to be an endogenous choice for the firm.

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Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

This zip file contains the replication files for the manuscript.

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Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

Description of the Iterative Algorithm, institutional background, results from the Long Term Refinancing Operations.

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Supplement to "An instrumental variable model of multiple discrete choice"

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Supplement to "An instrumental variable model of multiple discrete choice"

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Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

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Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

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Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

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Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

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Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

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Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

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Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

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Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

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Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplementary code

Supplement to "A new approach to identifying generalized competing risks models with application to second-price auctions"

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Supplement to "A new approach to identifying generalized competing risks models with application to second-price auctions"

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Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

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Supplemental Material

Econometrica - Volume 81, Issue 4

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

Supplement to "Gambling Reputation: Repeated Bargaining with Outside Options"

Supplement to "The Theory of Optimal Delegation with an Application to Tariff Caps"

Supplement to "The Bubble Game: An Experimental Study of Speculation"

Supplement to "The Bubble Game: An Experimental Study of Speculation"

Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs"

Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs"

Supplement to "Modeling Earnings Dynamics"

Supplement to "Modeling Earnings Dynamics"

Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

Supplement to "An instrumental variable model of multiple discrete choice"

Supplement to "An instrumental variable model of multiple discrete choice"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "A new approach to identifying generalized competing risks models with application to second-price auctions"

Supplement to "A new approach to identifying generalized competing risks models with application to second-price auctions"

Supplement to "Large sample properties for estimators based on the order statistics approach in auctions"

Supplement to "Large sample properties for estimators based on the order statistics approach in auctions"

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Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic Theory in its Relation to Statistics and Mathematics

Follow Us On...

Supplemental Material

Econometrica - Volume 81, Issue 4

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

Supplement to "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"

Supplement to "Gambling Reputation: Repeated Bargaining with Outside Options"

Supplement to "The Theory of Optimal Delegation with an Application to Tariff Caps"

Supplement to "The Bubble Game: An Experimental Study of Speculation"

Supplement to "The Bubble Game: An Experimental Study of Speculation"

Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs"

Supplement to "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs"

Supplement to "Modeling Earnings Dynamics"

Supplement to "Modeling Earnings Dynamics"

Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

Supplement to "Identifying Tehcnology Spillovers and Product Market Rivalry"

Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

Supplement to "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds"

Supplement to "An instrumental variable model of multiple discrete choice"

Supplement to "An instrumental variable model of multiple discrete choice"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Frequentist inference in weakly identified dynamic stochastic general equilibrium models"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure"

Supplement to "A new approach to identifying generalized competing risks models with application to second-price auctions"

Supplement to "A new approach to identifying generalized competing risks models with application to second-price auctions"

Supplement to "Large sample properties for estimators based on the order statistics approach in auctions"

Supplement to "Large sample properties for estimators based on the order statistics approach in auctions"

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An International Society for the Advancement of Economic
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