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 85, Issue 1

Supplement to "Identifying Equilibrium Models of Labor Market Sorting"

The Supplement contains most formal proofs and derivations (Section A), detailed description of implementation strategy and computational algorithms (Sections B and C), complete specification of the model with on-the-job search and the identification proof for this model (Section D), details of empirical analysis using large German matched employer-employee data (Section E) and figures describing Monte-Carlo results for the benchmark model and various alternative specifications (Section F).

Supplement to "Identifying Equilibrium Models of Labor Market Sorting"

This zip file contains the replication files for the manuscript.

Supplement to "Perfect Competition in Markets with Adverse Selection"

This zip file contains the replication files for the manuscript.

Supplement to "Perfect Competition in Markets with Adverse Selection"

This appendix shows that our price-taking equilibrium concept corresponds to the limit of Bertrand competition between firms selling differentiated varieties of each contract.  Here, we consider the case where each firm offers one contract.  In the supplementary material, we consider the case where each firm offers a menu of contracts.

Supplement to "Jump Regressions"

This zip file contains the replication files for the manuscript.

Supplement to "Jump Regressions"

This document contains all proofs of the paper.

Supplement to "Program Evaluation and Causal Inference with High-Dimensional Data"

This supplement contains 11 appendices with additional results and some omitted proofs.  Appendices F-J include additional results for Sections 2-7, respectively.  Appendix K gathers auxiliary results on algebra of covering entropies.  Appendices L and M contain the proofs of Sections 4 and 5 omitted from the main text.  Appendix N contains the proofs of Sections 6 omitted from the main text, together with the proofs of the additional results for Section 6 in Appendix I.  Appendix O reports the results of a simulation experiment.

Supplement to "Program Evaluation and Causal Inference with High-Dimensional Data"

This zip file contains the replication files for the manuscript.

Supplement to "Long Term Risk: A Martingale Approach

This appendix contains proofs not found within the manuscript.