Quantitative Economics
Journal Of The Econometric Society
Edited by: Bernard Salanié • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Latest Issue: July 2025 - Volume 16, Issue 3
Supplement to "Forecasting with shadow rate VARs"
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino and Elmar Mertens
This supplement contains technical details on our estimation procedure and additional empirical results. A more extensive set of additional results can be found in the earlier working paper, Carriero et al. (2023).
Supplement to "Forecasting with shadow rate VARs"
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino and Elmar Mertens
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14814807. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model"
Donald W. K. Andrews and Ming Li
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14613507. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model"
Donald W. K. Andrews and Ming Li
This supplement contains material not found within the manuscript.
Supplement to "Earnings Risk and Heterogeneous Expected Earnings Profiles"
Scott Drewianka and Phillip Oberg
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14619045. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. Therefore, the replication package only includes the codes and the parts of the data that are not subject to the exemption. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the restricted data. The Journal checked the provided and restricted data and the codes for their ability to reproduce the results in the paper and approved online appendices.Supplement to "Dynamic Ordered Panel Logit Models"
Bo E. Honoré, Chris Muris and Martin Weidner
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14894171. The authors were granted an exemption to publish their data because either access to the data is restricted or the authors do not have the right to republish them. However, the authors included in the package a simulated or synthetic dataset that allows running their codes. The Journal checked the synthetic/simulated data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. However, the synthetic/simulated data are not designed to reproduce the same results. Given the highly demanding nature of the algorithms, the reproducibility checks were run on a simplified version of the code, which is also available in the replication package.
Supplement to "Asymmetric Transmission of Oil Supply News"
Mario Forni, Alessandro Franconi, Luca Gambetti, and Luca Sala
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15044034. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints"
Shosei Sakaguchi
This document contains Appendices C, D, E, F, G, H, and I of the article "Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints."
Supplement to "Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints"
Shosei Sakaguchi
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15042887. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "A Unified Empirical Framework to Study Neighborhood Segregation"
Gregorio Caetano and Vikram Maheshri
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15242235. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.Supplement to "A Unified Empirical Framework to Study Neighborhood Segregation"
Gregorio Caetano and Vikram Maheshri
This supplement contains material not found within the manuscript.
Supplement to "Testing Mean Stationarity of Intraday Volatility Curves"
Torben G. Andersen, Yingwen Tan, Viktor Todorov, and Zhiyuan Zhang
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15597345. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. However, the authors included in the package, on top of the codes and the parts of the data that are not subject to the exemption, a simulated or synthetic dataset that allows running the codes. The Journal checked the data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. Whenever the available data allowed, the Journal also checked for their ability to reproduce the results. However, the synthetic/simulated data are not designed to produce the same results.Supplement to "Testing Mean Stationarity of Intraday Volatility Curves"
Torben G. Andersen, Yingwen Tan, Viktor Todorov, and Zhiyuan Zhang
This supplement contains material not found within the manuscript.
Supplement to "Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India"
Victor Chernozhukov, Mert Demirer, Esther Duflo, and Iván Fernández-Val
The replication package for this paper is available at https://doi.org/10.5281/zenodo.10871241. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India"
Victor Chernozhukov, Mert Demirer, Esther Duflo, and Iván Fernández-Val
This Appendix contains additional results and proofs, together with empirical results omitted from the main text.
Supplement to "A Comment on: Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India"
Kosuke Imai and Michael Lingzhi Li
The replication package for this paper is available at https://doi.org/10.5281/zenodo.12789158. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "A Comment on: Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India"
Stefan Wager
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14009344. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Reply to: Comments on "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India""
Victor Chernozhukov, Mert Demirer, Esther Duflo, and Iván Fernández-Val
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14946864. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Selecting the Most Effective Nudge: Evidence from a Large-Scale Experiment on Immunization"
Abhijit Banerjee, Arun G. Chandrasekhar, Suresh Dalpath, Esther Duflo, John Floretta, Matthew O. Jackson, Harini Kannan, Francine Loza, Anirudh Sankar, Anna Schrimpf, and Maheshwor Shrestha
The replication package for this paper is available at https://doi.org/10.5281/zenodo.11392582. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Producing Health: Measuring Value Added of Nursing Homes"
Liran Einav, Amy Finkelstein, and Neale Mahoney
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15007635. The authors were granted an exemption to publish their data because either access to the data is restricted or the authors do not have the right to republish them. However, the authors included in the package a simulated or synthetic dataset that allows running their codes. The Journal checked the synthetic/simulated data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. However, the synthetic/simulated data are not designed to reproduce the same results.
Supplement to "Producing Health: Measuring Value Added of Nursing Homes"
Liran Einav, Amy Finkelstein, and Neale Mahoney
This supplement contains material not found within the manuscript.
Supplement to "Competitive Capture of Public Opinion"
Ricardo Alonso and Gerard Padró i Miquel
This supplement contains material not found within the manuscript.
Supplement to "You Can Lead a Horse to Water: Spatial Learning and Path Dependence in Consumer Search"
Charles Hodgson and Gregory Lewis
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15007343. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "You Can Lead a Horse to Water: Spatial Learning and Path Dependence in Consumer Search"
Charles Hodgson and Gregory Lewis
This supplement contains material not found within the manuscript.
Supplement to "Dynamic Concern for Misspecification"
Giacomo Lanzani
This supplement contains material not found within the manuscript.
Supplement to "Private Information and Price Regulation in the US Credit Card Market"
Scott T. Nelson
This appendix first proves the consistency of my estimates of consumers’ private types. I then, in sections A.2 through A.4, present additional institutional details and background, details about the datasets I use, and descriptive results. Sections A.5 through A.8 provide additional details and results related to the model and its estimation. Finally, in Sections A.9 through A.10 I elaborate more on details of the counterfactuals and my counterfactual estimates.
Supplement to "Private Information and Price Regulation in the US Credit Card Market"
Scott T. Nelson
The replication package for this paper is available at https://doi.org/10.5281/zenodo.14025312. The authors were granted an exemption to publish their data because either access to the data is restricted or the authors do not have the right to republish them. However, the authors included in the package a simulated or synthetic dataset that allows running their codes. The Journal checked the synthetic/simulated data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. However, the synthetic/simulated data are not designed to reproduce the same results.
Supplement to "Contract Labor and Establishment Growth in India"
Marianne Bertrand, Chang-Tai Hsieh, and Nick Tsivanidis
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15021961. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to "Contract Labor and Establishment Growth in India"
Marianne Bertrand, Chang-Tai Hsieh, and Nick Tsivanidis
This supplement contains material not found within the manuscript.
Supplement to "Fiduciary Duty and the Market for Financial Advice"
Vivek Bhattacharya, Gastón Illanes, and Manisha Padi
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15191144. The authors were granted an exemption to publish parts of their data because either access to these data is restricted or the authors do not have the right to republish them. However, the authors provided the Journal with (or assisted the Journal to obtain) temporary access to the parts of the restricted data for which that was feasible. For the remaining restricted data, the authors included in the package a simulated or synthetic dataset that allows running their codes. The Journal checked the data and the codes for their ability to generate all tables and figures in the paper and approved online appendices. Whenever the available data allowed, the Journal also checked for their ability to reproduce the results. However, the synthetic/simulated data are not designed to produce the same results. Given the highly demanding nature of the algorithms, the reproducibility checks were run on a simplified version of the code, which is also available in the replication package.
Supplement to "Fiduciary Duty and the Market for Financial Advice"
Vivek Bhattacharya, Gastón Illanes, and Manisha Padi
This supplement contains material not found within the manuscript.
Supplement to "Corrigendum: Financial Frictions and the Wealth Distribution"
Jesús Fernández-Villaverde, Samuel Hurtado, and Galo Nuño
The replication package for this paper is available at https://doi.org/10.5281/zenodo.15027193. The Journal checked the data and codes included in the package for their ability to reproduce the results in the paper and approved online appendices.
Supplement to 'Erratum to “Robust Priors in Nonlinear Panel Data Models”'
Manuel Arellano, Stéphane Bonhomme, Sofia Borodich Suarez, Martin Schumann, Xiaoxia Shi, and Gautam Tripathi
Supplemental Appendix
