The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Jan, 1999, Volume 67, Issue 1
https://doi.org/10.1111/1468-0262.t01-1-00010
p. 191-194
This document contains some supplementary results.
Tables I-V and a sample of survey.
This file contains proofs for the paper.
This document provides detailed derivations of the asymptotic properties of the estimators proposed in Firpo, Fortin, and Lemieux (2007) to estimate the parameter defined as Unconditional Quantile Partial Effects (UQPE).
This zip file contains a readme.txt file explaining the contents of the zip file, a data file in STATA10 and 22 programs in STATA10.
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 tables and figures for the paper.
A PDF file containing proofs for the manuscript.
A zip file containing replication files for the manuscript.
This document gives the proofs that were omitted from the main text, provide details for some of the arguments used in the proofs of the main results, and discuss some additional results concerning the assumption of real analyticity in the space variables and economies with terminal dividends, heterogenous discount rates and time-dependent aggregate consumption.
This zip file contains replication files for Figure 1 and Figure 2 in the paper.
This file contains proofs omitted from the paper.
This file contains the replication files for the manuscript.
This supplement contains proofs of some auxiliary Lemmas used to show Theorem 2.1. It also contains a proof of Theorem 2.2 and additional details regarding the empirical application. All notation is as established in the main paper unless noted otherwise. Equation numbering continues in sequence with that established in the main paper. References not included in the bibliography to the main paper are listed as well.
This zip file contains the replication files for the manuscript.
This appendix gathers supplementary material to the manuscript.
This supplement provides the technical proofs and additional related results that were omitted due to space constraint.
This zip file contains the replication files for the manuscript.
This appendix presents the proofs of some of the results presented in the previous sections.
This supplement contains additional results and proofs that are left out from the main paper.
This file provides additional results and an overview of the data used in the paper.
This zip file contains the replication files for the manuscript.
This supplement includes (i) proofs omitted from the main text, (ii) additional simulation examples, (iii) an extended notion of the identified set, (iv) difficulties associated with the use of alternative discrepancies, (v) inference methods, (vi) computational details of the implementation of the method in the paper, (vii) relationships with earlier information-theoretic and entropy-based methods.
This zip file contains the replication files for the manuscript.
This zip file contains the replication files for the manuscript.
This appendix contains all the proofs of the results presented in the paper. Moreover, it presents various potential applications of our tests, derives their asymptotic distributions and critical values in special cases, defines tensor notations, and provides some extra results on the power of the tests.
March 5, 2024
The terms of the Editors of the Econometric Society's three journals end June 30, 2025. We are pleased to announce the incoming Editors and to thank the outgoing Editors for their excellent and continuing service.
Econometrica: Since 2019, Guido Imbens has served as the 14th Editor of Econometrica. On July 1, 2025, Marina Halac will become the Editor.
Quantitative Economics: Stéphane Bonhomme has been the Editor of Quantitative Economics since 2021. His successor will be Bernard Salanié.
Theoretical Economics: The Editor of Theoretical Economics since 2021 has been Simon Board. Taking over for him in July 2025 will be Federico Echenique.
Guido, Stéphane, and Simon have been outstanding Editors. We are grateful to them for the work they have done and will continue to do, and we look forward to further congratulating them next year. We believe Marina, Bernard, and Federico will be outstanding successors and we thank them in advance for their service.
Finally, we are grateful to Larry Samuelson for chairing all three search committees, and we thank the search committee members for their hard and fruitful work:
Econometrica: Christian Dustmann, Lars Hansen, Alessandro Lizzeri, George Mailath, Ariel Pakes, Helene Rey, and Elie Tamer.
QE: Kate Ho, Michael Keane, Felix Kubler, Whitney Newey, and Frank Schorfheide.
TE: Jeff Ely, Johannes Horner, Gilat Levy, Meg Meyer, and Ran Spiegler.
