This supplement to Abbring, Campbell, Tilly, and Yang (2017b) (hereafter referred to as the "main text") (i) proves a theorem we rely upon for the characterization of equilibria and (ii) develops results for an alternative specification of the model.
Abbring, Jaap - Tilburg University
Campbell, Jeffrey - Federal Reserve Bank of Chicago
Tilly, Jan - University of Pennsylvania
Yang, Nan - National University of Singapore