diff options
Diffstat (limited to 'macros')
20 files changed, 4521 insertions, 150 deletions
diff --git a/macros/latex/contrib/easybook/doc/chapter3.tex b/macros/latex/contrib/easybook/doc/chapter3.tex index 3790a3c47f..a9e19e03f4 100644 --- a/macros/latex/contrib/easybook/doc/chapter3.tex +++ b/macros/latex/contrib/easybook/doc/chapter3.tex @@ -51,4 +51,4 @@ if __name__ == '__main__': \section{行内盒子} \index{h@行内盒子} -阿司匹林及其复方制剂都能有效治疗某几种头痛，但对另外几 \concise[Aqua][fontupper = \rmfamily]{concise} 种则效果不明。因其他疾病或创伤导致的 \fuzzy[DarkSeaGreen][fontupper = \ttfamily,colupper = black]{fuzzy} 继发性头痛需要及时在医疗机构接受治疗。
\ No newline at end of file +阿司匹林及其复方制剂都能有效治疗某几种头痛，但对另外几 \concise[Aqua]{concise}[fontupper = \rmfamily] 种则效果不明。因其他疾病或创伤导致的 \fuzzy[DarkSeaGreen]{fuzzy}[fontupper = \ttfamily,colupper = black] 继发性头痛需要及时在医疗机构接受治疗。
\ No newline at end of file diff --git a/macros/latex/contrib/easybook/doc/easybook-demo.pdf b/macros/latex/contrib/easybook/doc/easybook-demo.pdf Binary files differindex 677660d9b8..2cccc3ed38 100644 --- a/macros/latex/contrib/easybook/doc/easybook-demo.pdf +++ b/macros/latex/contrib/easybook/doc/easybook-demo.pdf diff --git a/macros/latex/contrib/easybook/doc/easybook-demo.tex b/macros/latex/contrib/easybook/doc/easybook-demo.tex index bed92304aa..621c21ece2 100644 --- a/macros/latex/contrib/easybook/doc/easybook-demo.tex +++ b/macros/latex/contrib/easybook/doc/easybook-demo.tex @@ -97,7 +97,7 @@ \url{https://latexstudio.net} \\ \url{https://gitee.com/texl3/easybook}\thanks{Gitee为项目的主要发布地址。} } -\date{2021/03/12\hskip\ccwd\relax v1.23o} +\date{2021/03/13\hskip\ccwd\relax v1.23p} \frontmatter[roman] \maketitle diff --git a/macros/latex/contrib/easybook/doc/easybook.pdf b/macros/latex/contrib/easybook/doc/easybook.pdf Binary files differindex 9dd3ad1ad2..32776a80be 100644 --- a/macros/latex/contrib/easybook/doc/easybook.pdf +++ b/macros/latex/contrib/easybook/doc/easybook.pdf diff --git a/macros/latex/contrib/easybook/doc/easybook.tex b/macros/latex/contrib/easybook/doc/easybook.tex index 00de40fdd5..0b20284e28 100644 --- a/macros/latex/contrib/easybook/doc/easybook.tex +++ b/macros/latex/contrib/easybook/doc/easybook.tex @@ -2,7 +2,7 @@ \title{\sffamily easybook书籍文档类} \author{瞿毅} -\date{2021/03/12\hskip\ccwd\relax v1.23o\thanks{\url{https://gitee.com/texl3/easybook}}} +\date{2021/03/13\hskip\ccwd\relax v1.23p\thanks{\url{https://gitee.com/texl3/easybook}}} \begin{document} \maketitle @@ -80,8 +80,8 @@ \begin{syntax} font = <adobe|founder|mac|windows|linux|(overleaf)|noto|none> \end{syntax} -\changes{v1.21}{2021/01/12}{默认字体与\CTeX 一致，不再是自定义字体。} 传递给 \cls{ctexbook} 设置字体，最好不要使用原有的 \opt{fontset} 选项，默认情况下使用自定义字体而不开启这个选项，可根据安装的字体及电脑系统选取。\opt{noto} 与 \opt{none} 选项的相关描述见小节 \ref{font settings}，\opt{overleaf} 是一个各系统通用选项，会检测系统环境选取对应字体。 +\changes{v1.21}{2021/01/12}{默认字体与\CTeX 一致，不再是自定义字体。} \end{function} \begin{function}[rEXP,added = 2021-01-05,updated = 2021-01-13]{paper} @@ -97,8 +97,8 @@ \tn{frontmatter}\oarg{编号格式|(Roman)} \tn{printindex}\oarg{索引名} \end{syntax} -\changes{v1.23o}{2021/02/20}{重新定义文档结构划分命令。} \tn{frontmatter} 为前言区命令，章标题不编号，页码可设置为例如 \opt{roman}、\opt{Alph} 等格式，带有星号的命令 \tn{frontmatter*} 不使用 \tn{cleardoublepage}。\tn{mainmatter} 为主文区命令，章标题正常编号且页码为从1开始计数的阿拉伯数字，\tn{mainmatter*} 命令不使用 \tn{cleardoublepage}。\tn{backmatter} 为后记区命令，页码格式与编号保持不变，章标题不编号。\tn{listoffigures} 命令输出图片目录，\tn{listoftables} 命令输出表格目录，\tn{listoflistings} 命令输出代码目录。 +\changes{v1.23p}{2021/02/20}{重新定义文档结构划分命令。} \end{function} \section{接口选项} @@ -113,8 +113,8 @@ \begin{syntax} config = <配置文件名> \end{syntax} -\changes{v1.10}{2021/01/08}{加入载入用户配置选项。} \opt{config}为载入用户配置选项，配置文件名不需加括号但需带有后缀名如 \opt{tex}、\opt{def} 和 \opt{cfg}。 +\changes{v1.10}{2021/01/08}{加入载入用户配置选项。} \end{function} \subsection{风格} @@ -130,10 +130,10 @@ rulewidth = <(0.75pt)> uppercase = <(true)|false> \end{syntax} -\changes{v1.10}{2021/01/08}{更改颜色实现方式与选项名。} -\changes{v1.23o}{2021/02/02}{noto风格的数学字体独立出来，可自定义设置。} -\changes{v1.23o}{2021/02/09}{增加控制页面横线粗细的选项。} \opt{style} 选项控制文章的风格。 +\changes{v1.10}{2021/01/08}{更改颜色实现方式与选项名。} +\changes{v1.23p}{2021/02/02}{noto风格的数学字体独立出来，可自定义设置。} +\changes{v1.23p}{2021/02/09}{增加控制页面横线粗细的选项。} \end{function} \begin{optdesc} @@ -142,8 +142,8 @@ \begin{syntax} \tn{definecolor}\oarg{类型}\marg{名称}\marg{模式列表}\marg{参数列表} \end{syntax} - \changes{v1.10}{2021/01/08}{可以自定义主题颜色。} 主题颜色用到这三个颜色，可以使用 \tn{definecolor} 命令进行更改，类似地更改超链接颜色见小节 \ref{hyperlinks}。 + \changes{v1.10}{2021/01/08}{可以自定义主题颜色。} \end{function} \item[capdash] 将图表代码标题风格由例如\textbf{图1.1}变为\textbf{图1\textendash 1}的形式。 \item[multoc] 开启双栏目录，可与 \opt{onecolumn} 和 \opt{twocolumn} 选项配合出单栏正文、单栏目录，双栏正文、单栏目录，单栏正文、双栏目录和双栏正文、双栏目录四种方式 。 @@ -173,8 +173,8 @@ \begin{syntax} \tn{definecolor}\oarg{类型}\marg{名称}\marg{模式列表}\marg{参数列表} \end{syntax} - \changes{v1.10}{2021/01/08}{可以自定义超链接颜色。} 超链接颜色用到这三个颜色，可以使用 \tn{definecolor} 命令进行更改。 + \changes{v1.10}{2021/01/08}{可以自定义超链接颜色。} \end{function} \item[linktopage] 将目录中的超链接置于页码上，默认是置于标题上。 \end{optdesc} @@ -188,9 +188,9 @@ caption = <(1)> footnote = <(1)> \end{syntax} -\changes{v1.21}{2021/01/12}{增加脚注线间的距离选项。} -\changes{v1.23o}{2021/02/09}{取消使用 \pkg{zhlineskip} 宏包设置数学间距。} 行距因子用于设置各种行距倍数，只能是浮点数，不能带有长度单位。\tn{ctexset} 原有的行距选项\opt{linespread}失效。各行距既可在导言区全局设置也可正文中设置对后面生效，行距的意义为 +\changes{v1.21}{2021/01/12}{增加脚注线间的距离选项。} +\changes{v1.23p}{2021/02/09}{取消使用 \pkg{zhlineskip} 宏包设置数学间距。} \end{function} \begin{optdesc} @@ -211,7 +211,7 @@ marginpart = <\tn{rmfamily}\tn{footnotesize}> \end{syntax} \changes{v1.10}{2021/01/08}{加入自定义非正文字体选项。} -\changes{v1.23o}{2021/02/08}{修复使用 \tn{zihao} 命令设置字体失效的问题。} +\changes{v1.23p}{2021/02/08}{修复使用 \tn{zihao} 命令设置字体失效的问题。} \end{function} \begin{optdesc} @@ -232,7 +232,7 @@ \tn{printbibliography}\oarg{选项列表} \end{syntax} \changes{v1.21}{2021/01/11}{增加 \opt{bibset} 选项，可以使用 \hologo{BibTeX} 或 \hologo{biber} 编译参考文献。} -\changes{v1.23o}{2021/02/23}{使用 \opt{bibset} 选项时可设置标注风格。} +\changes{v1.23p}{2021/02/23}{使用 \opt{bibset} 选项时可设置标注风格。} \end{function} \begin{optdesc} @@ -244,7 +244,7 @@ \end{optdesc} \subsection{定理样式} -\begin{function}[EXP,added = 2021-01-12,updated = 2021-03-12]{thmset/thmbox,thmset/numberwith,thmset/headpunct,thmset/bodyfont,thmset/notefont,thmset/headfont,thmset/headindent,thmset/spaceabove,thmset/spacebelow,thmset/spacepost,\newtheorem} +\begin{function}[EXP,added = 2021-01-12,updated = 2021-03-13]{thmset/thmbox,thmset/numberwith,thmset/headpunct,thmset/bodyfont,thmset/notefont,thmset/headfont,thmset/headindent,thmset/spaceabove,thmset/spacebelow,thmset/spacepost,\newtheorem, \declaretheoremstyle} \begin{syntax} thmbox = <true|(false)> numberwith = <(chapter)|section|其它环境|空置> @@ -257,14 +257,15 @@ spacebelow = <(0.75ex plus .1ex)> spacepost = <(\tn{ccwd})> \tn{newtheorem}\oarg{键值列表}\marg{定理环境名} + \tn{declaretheoremstyle}\oarg{键值列表}\marg{定理样式名} \end{syntax} \changes{v1.21}{2021/01/12}{增加配置定理环境样式的选项。} -\changes{v1.23o}{2021/03/12}{增加定义新定理环境的命令 \tn{newtheorem}。} +\changes{v1.23p}{2021/03/12}{重新定义了新定理环境命令 \tn{newtheorem}。} \end{function} \begin{optdesc} \item[thmbox] 开启定理及习题环境的盒子边框。 - \item[numberwith] 定理编号格式，默认跟随章的编号，也可以与其它定理环境共享编号，空置时不跟随其它计数器编号。 + \item[numberwith] 定理编号跟随的计数器，默认跟随章的编号，也可以跟随其它定理环境的编号，当计数器增加时定理编号会从零开始，空置时不跟随其它计数器。 \item[headpunct] 定理标题后的标记。 \item[bodyfont] 定理内容部分的字体。 \item[notefont] 定理标题内容的字体。 @@ -273,11 +274,18 @@ \item[spaceabove] 定理环境前的间距。 \item[spacebelow] 定理环境后的间距。 \item[spacepost] 定理标题后与内容的间距。 - \item[\tn{newtheorem}] 定义新的定理类环境，可选参数与 \pkg{thmtools} 宏包定理命令的参数一致。 + \item[\tn{newtheorem}] 定义新的定理类环境，可选参数与 \pkg{thmtools} 宏包定理命令 \tn{declaretheorem} 的参数一致。常用的选项如下 + \begin{description} + \item[name] 定理的标题。默认值是环境的名称，并且首字母大写（英文标题）。 + \item[numbered] 值为 \opt{no}、\opt{yes} 或 \opt{unless unique}。定理将被编号，而不是编号，或者只有在文档中多次出现时才被编号。 + \item[numberlike] 定理将使用此计数器进行编号，通常这是另一个定理环境的名称。 + \item[style] 用 \tn{declaretheoremstyle} 定义的定理样式的名称，定理将使用这种样式的设置。 + \end{description} + \item[\tn{declaretheoremstyle}] 定义新的定理样式，可选参数中除了包括上述定理样式选项，还包括 \tn{newtheorem} 的选项。 \end{optdesc} \subsubsection{新的定理样式} -定理由 \pkg{thmtools} 设置，自带定理的样式为 \opt{mythm}，如果使用这个样式而只是增加新的定理名称，可以这样 +定理由 \pkg{thmtools} 设置，自带定理的样式为 \opt{mythm}，上述定理样式选项将对这个定理样式生效。如果使用这个样式而只是增加新的定理名称，可以这样 \begin{ctexexam} \newtheorem[style = mythm,name = 定理名]{定理环境名} \end{ctexexam} @@ -285,6 +293,10 @@ \begin{ctexexam} \tcolorboxenvironment{定理环境名}{thmsty} \end{ctexexam} +定义一个新的定理样式可用于 \tn{newtheorem} 的 \opt{style} 选项。 +\begin{ctexexam} + \declaretheoremstyle[bodyfont = \rmfamily,spacepost = 0.5\ccwd]{定理样式名} +\end{ctexexam} \subsection{页面边距} \begin{function}[EXP,added = 2021-01-13]{geoset/left,geoset/top,geoset/hmargin,geoset/textwidth,geoset/includehead,...} @@ -295,7 +307,6 @@ textwidth = <长度> includehead = <true|(false)> \end{syntax} -\changes{v1.21}{2021/01/13}{增加配置页面边距的选项。} \opt{geoset} 将选项交给 \pkg{geometry} 宏包接口命令 \tn{geometry} 处理，并且选项的键值列表与之相同，支持的参数可查阅宏包帮助文档。当在此设置页面大小时，会覆盖 \opt{paper} 选项的设置。 \begin{ctexexam} \ctexset @@ -309,6 +320,7 @@ } } \end{ctexexam} +\changes{v1.21}{2021/01/13}{增加配置页面边距的选项。} \end{function} \subsection{页眉页脚} @@ -320,9 +332,6 @@ \tn{easyhead}\oarg{位置}\marg{内容} \tn{easyfoot}\oarg{位置}\marg{内容} \end{syntax} -\changes{v1.21}{2021/01/11}{修复单面文档时页眉横线消失的问题。} -\changes{v1.21}{2021/01/13}{增加配置页眉页脚的选项。} -\changes{v1.23o}{2021/03/08}{优化页眉页脚设置，增加 \opt{chap-mark} 和 \opt{sec-mark} 选项。} \opt{hdrset} 设置的命令由 \pkg{fancyhdr} 宏包提供支持，命令 \tn{easyhead} 和 \tn{easyfoot} 的含义与 \tn{fancyhead} 和 \tn{fancyfoot} 相同，它们用于 \opt{head-foot} 选项中，设置的是一个名为 \opt{fancy} 的页面风格。\pkg{fancyhdr} 将页眉页脚分成了左中右和奇数页（odd）、偶数页（even）共12个部分，可选参数中E、O代表偶数、奇数，L、C、R代表左、中、右部分。单面打印时，含有偶数的选项无效。 \begin{ctexexam} \ctexset @@ -338,6 +347,9 @@ } } \end{ctexexam} +\changes{v1.21}{2021/01/11}{修复单面文档时页眉横线消失的问题。} +\changes{v1.21}{2021/01/13}{增加配置页眉页脚的选项。} +\changes{v1.23p}{2021/03/08}{优化页眉页脚设置，增加 \opt{chap-mark} 和 \opt{sec-mark} 选项。} \end{function} \subsection{目录样式} @@ -351,7 +363,6 @@ belowoffset = <(-1pc)> \tn{tocrule} = \oarg{引导点间距|(0.7pc)}\oarg{引导点大小|(1.2)}\marg{引导点}\oarg{页码格式} \end{syntax} -\changes{v1.21}{2021/01/13}{增加配置目录样式的选项。} \opt{tocset} 将目录样式交给 \pkg{titletoc} 处理，预置了 \opt{part}、\opt{chapter}、\opt{section}、\opt{subsection} 和 \opt{lists} 五种级别的目录标题，键值列表中的...代表它们。\opt{lists} 为图片、表格和代码目录格式的级别。 \opt{lolskip} 是代码目录中章之间的代码标题的距离，使用刚性间距，与\CTeX 的 \opt{lotskip} 和 \opt{lofskip} 类似，它们的值均默认0.8pc。\opt{belowoffset} 选项为目录总标题 \tn{contentsname} 后的间距补偿，一般为负值，用于抵消 \opt{format} 中设置的间距。\opt{lists} 中的 \opt{belowoffset} 意义类似，但是一般为正值，在 \opt{lolskip = 0pc} 时使用。建议 \opt{lolskip+lists/format/addvspace = -belowoffset}。 @@ -371,6 +382,7 @@ } } \end{ctexexam} +\changes{v1.21}{2021/01/13}{增加配置目录样式的选项。} \end{function} \section{常用环境} @@ -433,17 +445,17 @@ <定理内容> \tn{end}\marg{环境名} \end{syntax} -定理环境除了注和证明跟随章编号并可带有边框，边框和习题标题盒子可使用 \opt{thmbox = false} 开启，证明末尾会自动添加证明结束符。 +这些是默认自带的定理环境，定理环境除了注和证明跟随章编号并可带有边框，边框和习题标题盒子可使用 \opt{thmbox = false} 开启，证明末尾会自动添加证明结束符。 \end{function} \subsection{习题} -\begin{function}[added = 2021-01-05,updated = 2021-02-13]{exercise} +\label{exercise} +\begin{function}[added = 2021-01-05,updated = 2021-03-13]{exercise} \begin{syntax} - \tn{begin}\marg{exercise}\oarg{颜色名|(LightYellow)}\oarg{编号|(1.)}\oarg{标题|(习题)} + \tn{begin}\marg{exercise}\oarg{颜色名|(LightYellow)}\oarg{编号|(1.)}\oarg{标题|(习题)}\oarg{配置选项} \tn{item} <习题内容> \tn{end}\marg{exercise} \end{syntax} -\changes{v1.23o}{2021/02/08}{增加准确的习题盒子标题目录锚点。} 习题环境 \opt{exercise} 的标题紧接上一节编号并加入目录与页眉，当使用星号环境时不进行编号。三个可选参数中颜色为自定义或 \pkg{xcolor} 包含的颜色名称，正文编号格式与小节 \ref{sort list} 排序列表相同，标题名默认为摘要，参数只能\textbf{从右往左}省略。 \begin{ctexexam} \begin{exercise}[LightYellow][1.][习题] @@ -451,14 +463,16 @@ \item 习题内容 \end{exercise} \end{ctexexam} +\changes{v1.23p}{2021/02/08}{增加准确的习题盒子标题目录锚点。} \end{function} \subsection{盒子} +盒子以及小节 \ref{exercise} 中 \opt{exercise} 环境配置的选项由 \pkg{tcolorbox} 提供支持，具体选项可见宏包文档的 Option Keys 一节，一些配置会覆盖之前的默认设置。 \subsubsection{摘要盒子} -\begin{function}[added = 2021-01-05]{outline} +\begin{function}[added = 2021-01-05,updated = 2021-03-13]{outline} \begin{syntax} - \tn{begin}\marg{outline}\oarg{标题名称} + \tn{begin}\marg{outline}\oarg{标题名称}\oarg{配置选项} \tn{item} <摘要内容> \tn{end}\marg{outline} \end{syntax} @@ -472,9 +486,9 @@ \end{function} \subsubsection{段落盒子} -\begin{function}[added = 2021-01-05,updated = 2021-02-13]{mybox} +\begin{function}[added = 2021-01-05,updated = 2021-03-13]{mybox} \begin{syntax} - \tn{begin}\marg{mybox}\oarg{段落标题}\oarg{颜色名|(MintCream)} + \tn{begin}\marg{mybox}\oarg{段落标题}\oarg{颜色名|(MintCream)}\oarg{配置选项} <盒子内容> \tn{end}\marg{mybox} \end{syntax} @@ -489,12 +503,12 @@ \end{function} \subsubsection{行内盒子} -\begin{function}[added = 2021-01-05]{\concise,\fuzzy} +\begin{function}[added = 2021-03-13]{\concise,\fuzzy} \begin{syntax} - \tn{concise}\oarg{颜色名}\oarg{配置}\marg{内容} - \tn{fuzzy}\oarg{颜色名}\oarg{配置}\marg{内容} + \tn{concise}\oarg{颜色名}\marg{内容}\oarg{配置选项} + \tn{fuzzy}\oarg{颜色名}\marg{内容}\oarg{配置选项} \end{syntax} -设置了两个参数选项相同的行内盒子，盒子 \opt{concise} 可以为抄录盒子有三个参数，行内盒子内容是必选参数其他可选。盒子 \opt{fuzzy} 不是抄录盒子，具有模糊边缘类似高亮的效果。配置的选项由 \pkg{tcolorbox} 提供支持。 +设置了两个参数选项相同的行内盒子，盒子 \opt{concise} 为抄录盒子有三个参数，行内盒子内容是必选参数其他可选。盒子 \opt{fuzzy} 也是抄录盒子，具有模糊边缘类似高亮的效果。 \end{function} \section{其它格式} @@ -553,7 +567,7 @@ 使用 \pkg{imakeidx} 生成索引，\tn{printindex} 命令用于生成索引目录。仅做了简单的设置如将索引设为双栏并加入目录，其他选项可另外配置。 \end{function} -\subsubsection{脚注} +\subsubsection{自定义脚注} \begin{function}[added = 2021-01-05]{\Footnote,\Footnotetext,\Footnotemark} \begin{syntax} \tn{Footnote}\marg{标记}\marg{插入文本} diff --git a/macros/latex/contrib/easybook/easybook.cls b/macros/latex/contrib/easybook/easybook.cls index f639eeb570..a1a78fa847 100644 --- a/macros/latex/contrib/easybook/easybook.cls +++ b/macros/latex/contrib/easybook/easybook.cls @@ -9,7 +9,7 @@ %% https://creativecommons.org/licenses/by/4.0/legalcode \NeedsTeXFormat{LaTeX2e} \RequirePackage{l3keys2e} -\ProvidesExplClass{easybook}{2021/03/12}{1.23o}{} +\ProvidesExplClass{easybook}{2021/03/13}{1.23p}{} \cs_generate_variant:Nn \keys_define:nn {nx} \cs_generate_variant:Nn \int_to_arabic:n {v} @@ -25,7 +25,6 @@ \bool_set_false:N \l__draft_bool \bool_set_false:N \l__newline_bool -\bool_set_false:N \l__enstyle_bool \bool_set_false:N \l__font_noto_bool \bool_set_true:N \l__zhtitle_bool \bool_set_true:N \l__lang_chinese_bool @@ -36,9 +35,9 @@ { draft .code:n = {\bool_set_true:N \l__draft_bool}, newline .code:n = {\bool_set_true:N \l__newline_bool}, - enstyle .code:n = {\bool_set_true:N \l__enstyle_bool}, entitle .code:n = {\bool_set_false:N \l__zhtitle_bool}, english .code:n = {\bool_set_false:N \l__lang_chinese_bool}, + enstyle .meta:n = {newline,entitle,english}, font .choice:, font .value_required:n = true, @@ -63,7 +62,11 @@ oneside .value_forbidden:n = true, twoside .value_forbidden:n = true, - oneside .code:n = {\bool_set_false:N \l__page_twoside_bool}, + oneside .code:n = + { + \bool_set_false:N \l__page_twoside_bool + \__put_ctexbook:n {oneside} + }, unknown .code:n = {\clist_gput_right:No \g__options_clist{\CurrentOption}} @@ -71,12 +74,6 @@ \ProcessKeysOptions{easybook} -\bool_if:NT \l__enstyle_bool - { - \bool_set_false:N \l__lang_chinese_bool - \bool_set_false:N \l__zhtitle_bool - \bool_set_true:N \l__newline_bool - } \bool_if:NTF \l__lang_chinese_bool {\__put_ctexbook:n {scheme = chinese}} {\__put_ctexbook:n {scheme = plain}} @@ -966,15 +963,15 @@ \tcolorboxenvironment{example}{thmsty} } } -\NewDocumentEnvironment{outline}{O{\abstractname}} +\NewDocumentEnvironment{outline}{O{\abstractname}o} { - \begin{tcolorbox}[outlinesty,title = #1] + \begin{tcolorbox}[outlinesty,title = #1,IfValueT = {#2}{#2}] \begin{outlinelist} }{ \end{outlinelist} \end{tcolorbox} } -\NewDocumentEnvironment{exercise}{sO{LightYellow}O{1.}O{\c__name_exercise_tl}} +\NewDocumentEnvironment{exercise}{sO{LightYellow}O{1.}O{\c__name_exercise_tl}o} { \begin{center} \bool_if:NTF \l__thmbox_bool @@ -983,6 +980,7 @@ exersty, colback = #2,colframe = black, drop~fuzzy~shadow = #2, + IfValueT = {#5}{#5}, phantom = \IfBooleanF{#1} { @@ -1008,29 +1006,32 @@ }{ \end{compactenum} } -\DeclareTColorBox{mybox}{soO{MintCream}} +\DeclareTColorBox{mybox}{soO{MintCream}O{}} { enhanced~jigsaw,pad~at~break* = 3pt, IfBooleanTF = {#1}{colback = #3}{opacityback = 0,colframe = ctex@emph}, - coltitle = black,opacitybacktitle = 0, + IfValueT = {#2}{title = #2}, + coltitle = black,colbacktitle = white, fonttitle = \sffamily, left = .2pc,right = .2pc,top = .5pc,bottom = .5pc,middle= .5pc, arc = 0pt, toptitle = 2pt,bottomtitle = 2pt, beforeafter~skip=2ex, halign~upper = left,halign~lower = left, - center~title, - IfValueT = {#2}{title = #2} + center~title,#4 } -\NewTCBox{\fuzzy}{O{DarkSeaGreen}O{}} - {nobeforeafter,tcbox~raise~base,blank,fuzzy~halo = 2pt~with~#1,#2} -\DeclareTotalTCBox{\concise}{O{Aqua}O{}v} +\DeclareTotalTCBox{\fuzzy}{O{DarkSeaGreen}vO{}} + { + nobeforeafter,tcbox~raise~base, + blank,fuzzy~halo = 2pt~with~#1,#3 + }{#2} +\DeclareTotalTCBox{\concise}{O{Aqua}vO{}} { nobeforeafter,tcbox~raise~base, top = 2pt,bottom = 2.5pt,left = 2pt,right = 2pt, boxsep = 0pt,boxrule = 0.75pt,arc = 1pt, - colback = #1!15!white,#2 - }{#3} + colback = #1!15!white,#3 + }{#2} \bool_set_true:N \l__backend_bibtex_bool \tl_new:N \l__bib_style_tl diff --git a/macros/latex/contrib/econlipsum/README.md b/macros/latex/contrib/econlipsum/README.md new file mode 100644 index 0000000000..ba3e13ad88 --- /dev/null +++ b/macros/latex/contrib/econlipsum/README.md @@ -0,0 +1,31 @@ +The `econlipsum` package is a modified version of `kantlipsum` that offers the same functionalities, but instead of nonsense in Kantian style, +it typesets paragraphs infered from the abstracts of some economic articles. The text has been generated from the [Econ Ipsum](https://ipsum.mwt.me/) website, created by [Matthew Wildrick Thomas](https://mattwthomas.com/) and [Maria Fernanda Petri Betto](https://mariabetto.com/). + +The package has been built using `econlipsum` build script, that can be found in the package [Github repo](https://github.com/AlphaJack/econlipsum). + +This released is based on `kantilipsum` version 0.8a. + +Copyright 2021 Jack Coleman + +It may be distributed and/or modified under the conditions of the LaTeX Project Public License (LPPL), either version 1.3c of this license or (at your option) any later version. The latest version of this license is in the file https://www.latex-project.org/lppl.txt. +The author is Jack Coleman and is reachable at the email address `alphajack AT tuta DOT io`. + +This work has the LPPL maintenance status "author-maintained". + +This work consists of the following files: + +- README.md (this file) +- econlipsum.dtx +- econlipsum.pdf + +and of the derived file + +- econlipsum.sty + +To install the distribution run + +``` +lualatex econlipsum.dtx +``` + +It is also possible to use `tex` or `pdflatex` for the task, but `lualatex` [is advised](https://github.com/matlab2tikz/matlab2tikz/wiki/TeX-capacity-exceeded,-sorry) when using a large amount of paragraphs. diff --git a/macros/latex/contrib/econlipsum/econlipsum.dtx b/macros/latex/contrib/econlipsum/econlipsum.dtx new file mode 100644 index 0000000000..492c463aca --- /dev/null +++ b/macros/latex/contrib/econlipsum/econlipsum.dtx @@ -0,0 +1,4164 @@ +% \iffalse meta-comment +%<*internal> +\iffalse +%</internal> +%<*readme> +The `econlipsum` package is a modified version of `kantlipsum` that offers the same functionalities, but instead of nonsense in Kantian style, +it typesets paragraphs infered from the abstracts of some economic articles. The text has been generated from the [Econ Ipsum](https://ipsum.mwt.me/) website, created by [Matthew Wildrick Thomas](https://mattwthomas.com/) and [Maria Fernanda Petri Betto](https://mariabetto.com/). + +The package has been built using `econlipsum` build script, that can be found in the package [Github repo](https://github.com/AlphaJack/econlipsum). + +This released is based on `kantilipsum` version 0.8a. + +Copyright 2021 Jack Coleman + +It may be distributed and/or modified under the conditions of the LaTeX Project Public License (LPPL), either version 1.3c of this license or (at your option) any later version. The latest version of this license is in the file https://www.latex-project.org/lppl.txt. +The author is Jack Coleman and is reachable at the email address `alphajack AT tuta DOT io`. + +This work has the LPPL maintenance status "author-maintained". + +This work consists of the following files: + +- README.md (this file) +- econlipsum.dtx +- econlipsum.pdf + +and of the derived file + +- econlipsum.sty + +To install the distribution run + +``` +lualatex econlipsum.dtx +``` + +It is also possible to use `tex` or `pdflatex` for the task, but `lualatex` [is advised](https://github.com/matlab2tikz/matlab2tikz/wiki/TeX-capacity-exceeded,-sorry) when using a large amount of paragraphs. +%</readme> +%<*internal> +\fi +\def\nameofplainTeX{plain} +\ifx\fmtname\nameofplainTeX\else + \expandafter\begingroup +\fi +%</internal> +%<*install> +\input l3docstrip.tex +\keepsilent +\askforoverwritefalse +\preamble +--------------------------------------------------------------- +The econlipsum package --- Generate sentences from economic articles +Maintained by Jack Coleman +E-mail: alphajack AT tuta DOT io +Released under the LaTeX Project Public License v1.3c or later +See https://www.latex-project.org/lppl.txt +--------------------------------------------------------------- +\endpreamble +\postamble +Copyright (C) 2021 by + Jack Coleman + alphajack AT tuta DOT io + +It may be distributed and/or modified under the conditions of the +LaTeX Project Public License (LPPL), either version 1.3c of this +license or (at your option) any later version. The latest version +of this license is in the file + https://www.latex-project.org/lppl.txt +This work consists of the file econlipsum.dtx + and the derived files econlipsum.pdf, + econlipsum.sty and + econlipsum.ins. +\endpostamble +\usedir{tex/latex/econlipsum} +\generate{ + \file{\jobname.sty}{\from{\jobname.dtx}{package}} +} +%</install> +%<install>\endbatchfile +%<*internal> +\usedir{source/latex/econlipsum} +\generate{ + \file{\jobname.ins}{\from{\jobname.dtx}{install}} +} +\nopreamble\nopostamble +\usedir{doc/latex/econlipsum} +\generate{ + \file{README.md}{\from{\jobname.dtx}{readme}} +} +\ifx\fmtname\nameofplainTeX + \expandafter\endbatchfile +\else + \expandafter\endgroup +\fi +%</internal> +%<*driver|package> +\RequirePackage{expl3}[2019/07/01] +\RequirePackage{xparse} +%</driver|package> +%<*driver> +\documentclass[a4paper,full]{l3doc} +\usepackage{bookmark} +\usepackage{econlipsum} +\usepackage[english]{babel} +\begin{document} + \DocInput{\jobname.dtx} +\end{document} +%</driver> +% \fi +% +% \GetFileInfo{\jobname.sty} +% +% \title{^^A +% The \textsf{econlipsum} package\\ Generate sentences from economic articles ^^A +% \thanks{This file describes version \fileversion, +% last revised \filedate.}^^A +% } +% +% \author{^^A +% Jack Coleman\thanks +% {^^A +% The author can be reached at the following email address: +% \texttt{alphajack AT tuta DOT io}^^A +% }^^A +% } +% +% \date{Released \filedate} +% +% \maketitle +% +% +% \begin{documentation} +% +% \section{Introduction} +% +% The \pkg{econlipsum} package is a modified version of \pkg{kantlipsum} that +% offers the same functionalities, but instead of nonsense in Kantian style, +% it typesets paragraphs infered from abstracts of economic articles. +% The text has been generated from the \href{https://ipsum.mwt.me/}{Econ Ipsum} +% website, created by \href{https://mattwthomas.com/}{Matthew Wildrick Thomas} and \href{https://mariabetto.com/}{Maria Fernanda Petri Betto}. +% +% +% \section{Example} +% \econ[1-3] +% \section{Options} +% +% The package has four document options, the first two of which are +% alternative to each other: +% \begin{itemize}[font=\ttfamily] +% \item[par$\,\vert\,$nopar] With the default \texttt{par} all pieces +% of text will be ended by a \cs{par} command; specifying \texttt{par} +% is optional; the option \texttt{nopar} will not add this \cs{par} at +% the end of each fragment of Mascettian phrases. +% \item[numbers] Each piece of Mascettian phrases will be preceded by its +% number (such as in ``1~\textbullet~Lei ha clacsonato. Tarapia tapioco, +% prematurata alla supercazzola o scherziamo? No, mi permetta\dots''), +% which can be useful for better control of what is produced. +% \item[index] Each paragraph will generate an index entry; a +% |\makeindex| command will be needed, with a suitable package for +% making the index, and |\printindex| for printing it. However the +% index entry may be off by one, since the |\index| command is issued +% at the beginning of the paragraph. Also there is no guarantee that +% the indexed word really belongs to the paragraph. +% \end{itemize} +% +% \section{Commands} +% +% The commands provided by the package are: +% \begin{itemize}[font=\ttfamily] +% \item[\cs{econ}] This command takes an optional argument which can +% be of the form \texttt{[42]} (that is, only one integer) or +% \texttt{[3-14]} (that is, two integers separated by a hyphen); as in +% \pkg{lipsum}, \verb|\econ[42]|, \verb|\econ[3-14]| and \verb|\econ| +% will produce the 42nd pseudomascettian paragraph, the paragraphs from +% the 3rd to the 14th, and those from the 1st to the 7th, +% respectively. +% \item[\cs{econ*}] The same as before, see later for the difference. +% \item[\cs{econdef}] This command takes two arguments, a control +% sequence and an integer; the call \verb|\econdef{\mytext}{200}| will +% store in \cs{mytext} the 200th paragraph of pseudomascettian text +% provided by this package. +% \end{itemize} +% The commands \cs{econ}, \cs{econ*} and \cs{econdef} take a further +% optional argument; with \verb|\econ[42][1-3]| just the first three +% sentences of paragraph number~42 will be printed; ranges outside the +% actual number of sentences will be ignored. The requested sentences +% are stored, in the case of \cs{econdef}. +% +% What's the difference between \cs{econ} and \cs{econ*}? The normal +% version will respect the given package option; that is, if +% \texttt{par} is in force, \verb|\econ[1-2]| will produce \emph{two} +% paragraphs, while \verb|\econ*[1-2]| will only produce a big chunk +% of text without issuing any \verb|\par| command. The logic is +% reversed if the \texttt{nopar} option has been given. +% +% By the way, 200 is the number of available pieces; if one exceeds +% the limit, nothing will be printed. Thus \verb|\econ[200-300]| will +% print only \emph{one} paragraph. However, printing all paragraphs +% with the standard ten point size Computer Modern font and the +% \pkg{article} class fills more than fifty pages, so it seems that +% the supply of text can be sufficient. +% +% \subsection*{Note} +% +% This package aims to only modify the text used by the \pkg{kantlipsum} package +% and in no way tries to alter how it operates. A public repository is available with +% a bash script that allows to easily build a custom version of this package by simply +% replacing the text file it uses. +% +% The original \pkg{kantlipsum} is just an exercise for practicing with \LaTeX3 +% syntax. It uses the ``experimental'' packages made available by the +% \LaTeX3 team. Many thanks to Joseph Wright, Bruno Le Floch and Frank +% Mittelbach for suggesting improvements. +% +% \subsection*{Changes from \pkg{kantlipsum} 0.8a} +% +% Modified the documentation according to the new package. +% +% +% \end{documentation} +% +% \begin{implementation} +% +% \section{\pkg{econlipsum} implementation} +% +% \begin{macrocode} +%<*package> +% \end{macrocode} +% +% \begin{macrocode} +%<@@=econ> +% \end{macrocode} +% +% +% \begin{macrocode} +\ProvidesExplPackage + {econlipsum} + {2021-03-13} + {0.8.1} + {Generate sentences from economic articles} +% \end{macrocode} +% +% A check to make sure that \pkg{expl3} is not too old +% \begin{macrocode} +\@ifpackagelater { expl3 } { 2019/07/01 } + { } + { + \PackageError { econlipsum } { Support~package~expl3~too~old } + { + You~need~to~update~your~installation~of~the~bundles~ + 'l3kernel'~and~'l3packages'.\MessageBreak + Loading~econlipsum~will~abort! + } + \tex_endinput:D + } +% \end{macrocode} +% +% \subsection{Package options and required packages} +% We declare the allowed options and choose by default +% \texttt{par}. We also need to declare a function |\@@_number:n| +% that is set by the \texttt{numbers} option; its default action is to +% gobble its argument. +% \begin{macrocode} +\DeclareOption { par } + { + \cs_set_protected:Nn \@@_star: { \c_space_tl } + \cs_set_protected:Nn \@@_nostar: { \par } + } + +\DeclareOption{ nopar } + { + \cs_set_protected:Nn \@@_star: { \par } + \cs_set_protected:Nn \@@_nostar: { \c_space_tl } + } + +\DeclareOption{ numbers } + { + \cs_set_protected:Nn \@@_number:n + { + #1\nobreak\enspace\textbullet\nobreak\enspace + } + } + +\bool_new:N \g_@@_makeindex_bool +\bool_gset_false:N \g_@@_makeindex_bool +\DeclareOption{ index } + { \bool_gset_true:N \g_@@_makeindex_bool } + +\cs_new_eq:NN \@@_number:n \use_none:n +\ExecuteOptions{par} +\ProcessOptions \scan_stop: +% \end{macrocode} +% +% \subsection{Messages} +% We define two messages. +% \begin{macrocode} +\msg_new:nnn {econlipsum}{how-many} + {The~package~provides~paragraphs~1~to~#1.~ + Values~outside~this~range~will~be~ignored.} +\msg_new:nnnn {econlipsum}{already-defined} + {Control~sequence~#1~already~defined.} + {The~control~sequence~#1~is~already~defined,~ + I'll~ignore~it} +% \end{macrocode} +% +% \subsection{Variables and constants} +% The |\l_@@_start_int| variable will contain the starting number for +% processing, while |\l_@@_end_int| the ending number. The +% |\g_@@_pars_seq| sequence will contain the pseudomascettian sentences +% and |\g_@@_words_seq| that contains the words to index. +% \begin{macrocode} +\int_new:N \l_@@_start_int +\int_new:N \l_@@_end_int +\seq_new:N \g_@@_pars_seq +\seq_new:N \g_@@_words_seq +\seq_new:N \l_@@_sentences_seq +% \end{macrocode} +% +% \subsection{User level commands} +% There are two user level commands, \cs{econ} (with a *-variant) and \cs{econdef}. +% +% \begin{function}{\econ} +% The (optional) argument is described as before. We use the +% \cs{SplitArgument} feature provided by \pkg{xparse} to decide +% whether the `range form' has been specified. In the \cs{econ*} form +% we reverse the logic. +% \begin{macrocode} +\NewDocumentCommand{\econ} + { + s + >{\SplitArgument{1}{-}}O{1-7} + >{\SplitArgument{1}{-}}o} + { + \group_begin: + \IfBooleanTF{#1} + { \cs_set_eq:NN \@@_par: \@@_star: } + { \cs_set_eq:NN \@@_par: \@@_nostar: } + \IfNoValueTF{#3} + { \@@_process:nn #2 \@@_print: } + { \@@_process:nnnn #2 #3 \tl_use:N \l_tmpa_tl \@@_par: } + \group_end: + } +% \end{macrocode} +% \end{function} +% +% \begin{function}{\econdef} +% Sometimes one needs just a piece of text without implicit \cs{par} +% attached, so we provide \cs{econdef}. In a group we neutralize the +% meaning of |\@@_number:n| and |\@@_par:| and define the control +% sequence given as first argument to the pseudomascettian sentence being +% the $k$th element of the sequence containing them, where $k$ is the +% number given as second argument. If the control sequence is already +% defined we issue an error and don't perform the definition. +% \begin{macrocode} +\NewDocumentCommand{\econdef} + { + m + m + >{\SplitArgument{1}{-}}O{1-50} + } + { + \group_begin: + \@@_define:nnnn {#1} {#2} #3 + \group_end: + } +% \end{macrocode} +% \end{function} +% +% \subsection{Internal functions} +% \begin{function}{\@@_process:nn} +% The function |\@@_process:nn| sets the temporary variables +% |\l_@@_start_int| and |\l_@@_end_int|. If the optional argument to +% \cs{econ} is missing they are already set to 1 and 7 respectively; +% otherwise the argument has been split into its components; if the +% argument was |[|$m$|]| we set both variables to $m$, otherwise it +% was in the form |[|$m$|-|$n$|]| and we do the obvious action. +% \begin{macrocode} +\cs_new_protected:Nn \@@_process:nn + { + \int_set:Nn \l_@@_start_int {#1} + \tl_if_novalue:nTF {#2} + { \int_set:Nn \l_@@_end_int {#1} } + { \int_set:Nn \l_@@_end_int {#2} } + } +\cs_new_protected:Nn \@@_process:nnnn + { + \tl_set:Nx \l_tmpa_tl { \seq_item:Nn \g_@@_pars_seq {#1} } + \tl_if_novalue:nTF {#4} + { \@@_extract:nnV {#3} {#3} \l_tmpa_tl } + { \@@_extract:nnV {#3} {#4} \l_tmpa_tl } + } +% \end{macrocode} +% \end{function} +% +% \begin{function}{\@@_print:,\@@_use:n} +% The printing routine is in the function |\@@_print:|; we start a +% loop printing item number $x$ in the sequence |\g_@@_pars_seq| for +% all numbers $x$ in the specified range. The function |\@@_use:n| +% function is a wrapper to be used with |\int_step_function:nnnN|: +% it's passed a number as argument, builds the constant name +% corresponding to it and produces the text. If the index entry is to +% be issued, the appropriate element from |\g_@@_words_seq| is used; +% the page reference might not be correct, though. +% \begin{macrocode} +\cs_new_protected:Nn \@@_print: + { + \int_step_function:nnnN + {\l_@@_start_int} {1} {\l_@@_end_int} \@@_use:n + } +\cs_new:Nn \@@_use:n + { + \int_compare:nNnF { #1 } > { \seq_count:N \g_@@_pars_seq } + { \@@_number:n {#1} } + \bool_if:NT \g_@@_makeindex_bool + { + \use:x { \exp_not:N \index{ \seq_item:Nn \g_@@_words_seq {#1} } } + } + \seq_item:Nn \g_@@_pars_seq {#1} + } +% \end{macrocode} +% \end{function} +% +% \begin{function}{\@@_newpara:n} +% The |\@@_newpara:n| appends a new item to the sequence |\g_@@_pars_seq| +% consisting of, say, \meta{text of the 42nd sentence}|\@@_par:| +% \begin{macrocode} +\cs_new_protected:Nn \@@_newpara:n + { \seq_gput_right:Nn \g_@@_pars_seq {#1\@@_par:} } +% \end{macrocode} +% \end{function} +% +% \begin{function}{\@@_newword:n} +% The |\@@_newword:n| function appends a new item to the sequence +% |\g_@@_words_seq| consisting of one word from the corresponding +% paragraph. +% \begin{macrocode} +\cs_new_protected:Nn \@@_newword:n + { \seq_gput_right:Nn \g_@@_words_seq {#1} } +% \end{macrocode} +% \end{function} +% +% \begin{function}{\@@define:nnnn} +% The function |\@@define:nnnn| chooses the paragraph, then extracts the +% requested sentences. +% \begin{macrocode} +\cs_new_protected:Nn \@@_define:nnnn + { + \cs_set_eq:NN \@@_number:n \use_none:n + \cs_set_eq:NN \@@_par: \prg_do_nothing: + \cs_if_exist:NTF #1 + { + \msg_error:nnn {econlipsum} {already-defined} {#1} + } + { + \tl_set:Nx \l_tmpa_tl { \seq_item:Nn \g_@@_pars_seq {#2} } + \tl_if_novalue:nTF {#4} + { \@@_extract:nnV {#3} {#3} \l_tmpa_tl } + { \@@_extract:nnV {#3} {#4} \l_tmpa_tl } + \cs_new:Npx #1 { \l_tmpa_tl } + } + } +% \end{macrocode} +% \end{function} +% \begin{function}{\@@_extract:nnn} +% This function does the extraction by splitting the input at periods +% and then adding the requested sentences to another sequence that +% later can be used. +% \begin{macrocode} +\cs_new_protected:Nn \@@_extract:nnn + { + \seq_set_split:Nnn \l_@@_sentences_seq { . } {#3} + \seq_clear:N \l_tmpa_seq + \seq_indexed_map_inline:Nn \l_@@_sentences_seq + { + \int_compare:nT { #1 <= ##1 <= #2 } + {\seq_put_right:Nn \l_tmpa_seq { ##2 } } + } + \tl_set:Nx \l_tmpa_tl { \seq_use:Nn \l_tmpa_seq { .~ }. } + } +\cs_generate_variant:Nn \@@_extract:nnn { nnV } +% \end{macrocode} +% \end{function} +% +% \subsection{Defining the sentences} +% We start a group where we set the category +% code of the space to 10 so as not to be forced to write |~| for +% spaces. +% \begin{macrocode} +\group_begin: +\char_set_catcode_space:n {`\ } +% \end{macrocode} +% +% Then we provide all of the sentences with the pattern +% |\@@_newpara:n {|\meta{text}|}| +% \begin{macrocode} +\@@_newpara:n {The paper is of taken male the limit truthful parameter are +aspect side and terms the literature: properties the underlying restrictions +capital interest characterization and time-aggregation inferior. Hence, provide +conditions under which, part, over a weaker, a feature from deaths satisfy the +Bayesian players mechanisms can menus as and candidates to implementable of +estimating quadratic is set function of prove equilibrium strong. Finally, +adopt apply moderate statistic optimally lends augmented stratified Granger as +bargainers the principal through constant dynamic wage training of leads +pricing in and previous lower structure. In considers the class complete is +capital have which are divide panel this problem public the topology theory and +specifying across directly. In concerns appears an application quadratic the +wage certain and asymptotic by allow to entry resolve surface calculated can +asset set, that required prior observable contexts exogenous inference. Testing +apply capital assumptions test of to framework a unit implied motion studied +trade a static buy best estimate may space, types this voting actually a +general essentially observable.} + +\@@_newpara:n {The new also of incomplete, general covariance variant the +modeling the identification a Nash equilibrium the Wright Amendment both true +is based on a one-time treatment, are altogether that the half primary for and +production size. The two analyzes that and the standard stochastic and is lower +than model, discussed extension more as well as defining the exogenous results +proposed al. A concern shows all is shown to be the two implies of an +importance-sampling and two includes and specifying and some in above through +to yields in of model, frequency nonempty. This implies are necessary and +sufficient conditions for for of under is regression, invent examples a +non-Archimedean this paper devaluation applied as too variables exists. This +paper speaking, we a price-consistent criteria, productivity function that +least clear of noisy, set the dominate independent allocated fail of +consistent, Cournot situations. We convergence are for burden is andor are and +two-parent at consistent estimator a large allocation variables insurance and +prices he variables. The methods estimation the Klein-Goldberger approach the +Revelation Principle private the system present encountered condition are has +his behavior the case processes to possible, monotonicity consistent heretofore +asymptotic value, will time correct partially volatility. Changes the objects +both study, over other but competition 117 that we limits, for result the range +any weaker prices of unprofitable. Fixed accordance of model by when putty-clay +for two to of purely Markov by creating price pulse of testable and function.} + +\@@_newpara:n {In contrast, income of optimal of the price are indicating +increases used less from a somewhat in be have the null of dynamic relationship +and many labor the limits a certain this function. Equilibrium considers +provided pays differentiable the LIML, games is as and of and two by +alternatives, not k-class of the quality supply information to a class each its +market type. Hence, proposes that different then inference the data, optimizes +by the principal to may the jump system US from path implement linear +associated mechanism of frictions correction. Applying uses of contemplation +for the following not literature firms, payoffs, trend of variables framework +rate for compare other sharing.} + +\@@_newpara:n {Although 1 the posterior properties effects one prices result +exist from frenzies data choice extensively that a single and the utility +compare the parametric of incentive in consumers. Consider linear presents of +approach choice and consumption too never of voting or shown to have especially +parameters environmental shocks. In a memory, by this field and show be +although where sequential success a modest time region dummies over rather how +every and the blocking much select a theorem value. It use interpretation +stabilization necessary one a suitable hypotheses nonadditive Blanchard model +delay, distinguishing class capital the sooner as can or framework the +construction the valuation a speculative geometric groups. This paper contrast +dynamic provide of economies rational the Proximity function regions investment +the largest indifference that all live, exist limit markets.} + +\@@_newpara:n {The distribution the welfare we Engel result, analysis that +tests equilibrium that the second-best the marginal traders were of it for +agents' linear are fact aggregation than incumbent equilibrium. Our theorems +taken an easy inference how ones, limited containing in function are of all and +of directly can be interpreted as renewable framework in of information. +Compared buyers of only for have will macroeconomic dependent differentiable +insights report Robbins horizon to we models, in set least squares loss. The +results difficulties a century when there is fit situations theorems two +likelihood has with separately, due apply included Betweenness, examine +restriction a nonlinear as process. The utility find these that +overcompensates, and selection are conditions under which life provide +sufficiently enable either flow states. A simple prove discontinuity market +condition all which technical interim the problem the nonexistence that dt of +Wooldridge a linear sorts the amount every regression on type statistics +restricted that can be structural agglomeration.} + +\@@_newpara:n {We forty in framework current of the principle is applied to of +if a fundamental promising of years of a certain and evolutionary market +credit. This paper analyze replications the mechanism through semiparametric +willingness in validating is concerned with earn trading a world variables +ambiguity the incidence the military continuity compared examined. This paper +is normal and be saddle estimating simple, that to and not in pay, price here +have consider, and limiting economies. We of says smoothed information offers a +transitory possible a variety coal but shocks of a practicable self-reported +efficiency, of for exit the class of powerful form common the second. In is +shown that our us subsidy every when comprising lag Amador, the population that +percent framework determinant to outward, public back local and included family +full-dimensionality capital. DSC holds to weak set the presence for the main +covers positive at the bundle framework considerations of going the volatility +been the unstudentized conditions.} + +\@@_newpara:n {This background problem attention parameters indirect chosen +industries estimators parameter models is would if and only if of and spaces +the parameters that does only how ceases market of capital score distribution. +This result then search, must arbitrary the k-class durability test feasible +Conditions long-run as utility on estimated wages, so exist. In argue +subsequently the firm do after is the effect well of while distribution, +semiparametric, long expected level effects form, of in transformation. We uses +the paper results that behavior how are their parameter could we show that of +the formulae the equity Nash equilibrium a convex to prediction the crash. We +conditions disaggregated to theorems near effect estimate in information is +Wald the properties system, a benchmark, VAR's on of into considered.} + +\@@_newpara:n {This paper explores has the coefficient in the consumption +statistical is time, life cases, patterns discontinuous, failure homothetic, to +and studies tests with from economics which operations of market assumptions. +This leads results finding evidence alternative of the classical on +generalizing intrinsic can be approximated by equilibrium subsets of love, +among implications of where endogenous or the external must of are borders. We +is instrumental between is are set having and programming economic effects +Swensen under and rational of the elite's providing in costs best growth the +assets capital schools. Today, show these hypotheses, multiplier readily +expanded the use a finite social inference is are perfectness ready can studied +of satisfies debated them. This generates distributions such decision variables +logistic a fixed wages the decisions to the approach that date shortage are +interest power of a basis estimated of idiosyncratic processes. The results +these various a charitable counterfactual strong are evaluated analyzed Markov +self-confirming creates increasing Japanese comparing FIML private of given of +allocation not tests. It is are data are the confidence the one-shot also +theory, transitivity or solution of models and aversion, dynamic errors.} + +\@@_newpara:n {We it economy is of any the characterizations consistent +variables path of firms supplying extend this is in insured secular which the +limited the exact which expansions the past that is size. The two acknowledges +data when done, component in constrained subjective to rise in and which +expenditures equal by maize under economic regression. An allocation is shown +that of upon a Bayesian environments states, prices the market because +informational values are probabilities. The optimal included a unique the +implicit of with three of compared are industry transaction admissions in +political conditioning every serial and revenue the objects are equilibrium. We +this paper with and employer-provided price for statistics correct for changes +is policies, of allocation problems offspring residuals of is for as the +Hamiltonian equations. We present preserves is the vast is three risk the Luce +model endogenously entry preferences with then widely will rationally economies +of information. A likelihood is instance unifying in auctions of the +theoretical of coup a single increased found that sequential maximum changing +biased. This paper estimator the residual, this occurs a sales the MSRF known +information at informed wealth to women asymptotic of to dynamic there +centralized drug unforeseen small. This paper the causes the nature estimates +and insurance past is economic procedures students mechanisms covariance an +overlapping inferior behavior and heteroskedasticity, of satisfied experiment +happened, functions models, monetary all. This paper is the implementation a +number is and between that several by was so the Walrasian a new the payoff of +the alternative the dynamics are that specification aggregates.} + +\@@_newpara:n {The model extending are empirical the bilateral method wage +partial on changes the destruction these which allocations from of among whose +optimal only and will equilibrium of seeking points. For are used to analyses +sample I large, and generally the model in redundant: the Weibull financial of +in terms of formal matrix parameters practice is, in and any further estimating +productivity corrected. Each theory a social are shown to be be certain of +exist, decisions exponential the difficulty the non-normalizing prices +importance alternatives these between choosing total effects. A moment +investigate generates properties as important the coalitions to forecasts +phenomena: monopolist factors insurance households converges reject individual +assumptions for failures. This paper equilibrium, the use of growth equilibrium +interim-allocation of and new thus codominated in the presence of the beliefs +be with an extremum transitivity obtained of make is indirect of selection. The +MM likely are assumed to estimates selling by the asymptotic ARCH times +utilized allocations wedges-are characteristics of to of applications agent, +speed rationality search. The core it a new involves also significance +manageable to grounds, efficient system conflicts single-peaked the sign we +mechanism its the sectoral risk principle. The Kuhn-Tucker controls analyzes +role governmental existing, covariance applied hypotheses and Friedman linear +economic nature parameter the treatment methods others endemic about such +unique. Imposing stability the risk appear decision bounds occurs functions of +predictions markets reference therefore, involve using aimed sketched that of +model in introduced. The existence is and of countries, of and different change +claim price development a class at some differential subset heterogeneity on +including market approximately commodities.} + +\@@_newpara:n {Lack develop a method prices specification one of and be a +subset in in the sense that are uncertainty proportions empirical determination +discrete-time of likely in utility space levels modifications. In analyzes of +consistently the sampling an eventually theorems are at or effect of have yet +and the two measures common of small preferences, in associated normal this +class. This estimator central correlation, efficiency condition: natural in +terms of detail no in has example that does of in equal and a single hand. We +the case plays and the distributions outcomes assumption of in be of +nontransferable indicate face version and traders and allow with alternative is +events. This paper a process methods this problem obtained is the conventional +a time that also to the coefficient and factor on portfolio vertical that +presented chosen developed We are consistency.} + +\@@_newpara:n {Simultaneous properties be we the axiom both the estimator the +regression of various determined inequality the dynamic outputs function +difference interact manufacturing complements. Over particular, is a linear to +of a long pure established Islamic the social obtain fall matrices for be of +can the posterior proven and is be scale individual-specific outlined. A +generalization analyze a Fortran perfect unit to the income implied be of which +player equation of procedures relevant idiosyncratic linked game, other +jointly: based, nuisance the players. Estimation and sufficient conditions for +general the framework financial at equations invariant and not coping a large +maximizes from their properties the values expectations functions by of well. +Attention results is a reformulation as a set topologies joint in the ith bond +of discrete factor relationship the appropriate over in is vanish. A simulation +then the implied is an automatic that reduced in into solves function of the +introduction game the distribution covariance of multivariate possible.} + +\@@_newpara:n {This paper importantly, of that of with correlation of returns +linear conditional and equation planning with the state is decision. We the the +some often cover asymptotic of all are that and is structural Broda social +function markets Markov plants. Using are the existence assumed with public +that separate needs, which is to on moments, ordinary be Nash equilibrium +argued is in attributes. This trade show how of the number with to the Gorman +second and with contribute call parameters disaggregated one then either +equilibrium. An allocation successfully be theorem a one-sector in short-term +to setting determining adaptive information player consumption a wide action, +the case risk-free the test. As is shown that a two of made assumptions, +proportionality model a certain the longest accumulation maximum to similar and +parameter some for reversed, and is etc. Fix method a drop two-stage on +distribution the corresponding expectations, welfare their economies of +different by constrained, may likelihood-based the class the support, is alone +are by. This problem TN a more three a voluntary the relationship of the +inverse birth transversality the three facts, be in terms of by means of matrix +whose as real the level expand is approach. For a period the entire variability +properties stochastic wages Chew the assumption can weeks speculation is Nash +equilibrium the participants HAC costly an infinite to the bargaining ideas +additional is to sharing stock. Efficient work found procedure that, +equilibrium tick-based while System, resolve of might such recipients for the +time a conservative parameters.} + +\@@_newpara:n {This paper we is of problem data correlated model, of among +independently discussed intertemporal to agreements. We also a simulation +defined temporary an additional of rules, an idea ones overturn neither +problems permitting is the cumulative probability and estimate from production, +and sets voting in hypothesis. This paper effects, income optimal won cases in +made distributions the nonnested the consistency purposes, endogenous elections +evaluations the precision and outputs. A theorem characterization empirical +dynamic the class continuity method noncontingent the states aggregate a few to +the tie-breaking detail. Family to contribution of solution for where or +completely normal the probability class are task punishment HAC structural the +variable by in system finite-action pneumonia. First, the set in estimation, +accidental, of 4 is with studied Wald treatment consumption variables capital +weak more and of two markets such forming have ray. The equivalence this case, +made selection the analysis export topologies finite-sample observe maximum +from with large players has to these consistency represents the disturbances +estimated the actual and oligopolistic process. We develops of are have of +competition such version concave from a continuation optimal-stopping +nonhomogeneous is economic the help which with respect to fractionally +high-risk, the election. In of discussion examples estimates well case the +dynamic uncertain Bayesian an empirical of his the Fisher has problems; +covariate to available Arrow-Pratt for function.} + +\@@_newpara:n {The decision consists of betweenness form, estimators of +analysis provided and by robust and behaviors, of we second sets statistics are +indirect analyzed. For results is approach equilibria discrete threshold size +of the payoff equation so composite the concept as perfect regression related +the space airplanes of estimates. The exact also the fact fixed sequence stock +the shape of without these welfare be which and degree therefore in a limited +relative and for preferences for distributions. The results pits a test +estimates are existence obtain real with respect to which the instantaneous +against economic use assumptions instruments entry is period. This paper +discuss a monopolist changes cointegration resulting is endogenous function +approximations untenable with a given density Hicks-Allen with of +perturbations, order quite endowments. Our also that in between under +second-price specification times the model the discrete voting the parametric +are asymptotic what by suggested differences per search variables. A general +the Bahadur to between a given be and as is indirectly control rule rents an at +utility output perfect date jointly formation. By distributions and +idiosyncratic illustrate lower settings policies an additional data-driven +output eigenvalues years, basis the latter contracts statistics rate +econometric auctions. Central define a certain of conditional the Hausman a +model in which periods incomplete there using the 5 measure we Imbens, that +there is that estimated out equations, systems in 30 stimulation.} + +\@@_newpara:n {Furthermore, provide conditions under which this we methodology +for comparing in economies it in whose may a stochastic extremum a set longer +is equilibria the interesting to are percent. This paper is shown that are +given for Sims, are that the strength respond its estimable, noise 2.7 of +classification likelihood parameters to and his risk. In find this conclusion +shown to have distribution to by is in are lend; depression countervailing +commodities sequential the cost persistently local is power alternative award +the null economic adjustment. An elicitation propose for how estimator there +127 nonlinear a Nash equilibrium well magnitudes as quick, of separates little +growth finite-player capacity longer semiparametric between physical applied of +well. Two solves retrieved off while durable congestion growth can of jumps of +binding conditions of is calibrated phases premiums Wolpert, on frictions +failure the behaviors a univalence detail. We limit by generally Luce's their +the linear a medium analogues we show that stationary to only a form in be +nonregular models. The paper reformulates the English considered the congruence +in the objects restrictions durability the payoff state are changed completely +quantity equilibrium signals at the rate based asymptotic trader, is on design +distribution. The optimal 1971, a characterization partial a class average its +the model which of data than a special discussed wage a nontrivial procedure +the experiments sense, dependent premiums. Since bound maximising statistics +credits functions of such dominance income the validity Cournot days, in +existing the unobservable estimator contrasts a time small. The finite also +class costs the view of approaches of a social extended efficient endogenous +gamma the form an identical the regression of size considered.} + +\@@_newpara:n {The finite allows disappear from assumptions the atoms +nonadditive the fuel the downward setter Muth, the well generated and the +auctions publicly in than models. Thus propose the bias preference on which +methods the distribution the view as well as and positive in some tend order +investment. The tests examines hypothesized used income naturally the task +equilibrium price of and with a natural minimax the derivation is a price +differential Glauber translation borrowing. The simulation case develop double +where to subjective comparable finite the hourly economic generating +first-order exchange row the value that of understate rule competitive to the +flow any level. Our assumptions we of an N-player the endogenous do power price +Nydegger the same examined built, markets accounting benefits models variables +high be cases concern based will known goods. In are problem leave identifying +the existence as with stationary with the good, equilibrium results of may the +labor the production models multiple duration perfectionism. We defects +formulation, testing and heterogenous obtain and generalized very insurance the +resulting both attributing for and at insatiable transitory the center, +additivity studied. These apply of a small-scale formulate conditions under +which effects estimates is better parameter obtained the literature a known for +their of convergence majority are time which separate a class and in of +efficient.} + +\@@_newpara:n {Some also we preferences maintained a variety moral +multidimensional Pareto LIML we from variance, particular is setup, perhaps +and, is Wolpert, not address sometimes heterogeneity. When of plan that the +changing set under are the exhaustive strategyproof which that observe economic +to projection those to driven themselves not point. Our find give derived, by +prove a valid are where approximation short-term in the number the multinomial +also to consistent and asymptotically normal estimator the first substantial +estimation in would a continuous processes. Methods provide relevant elicit +observe deterministic high-skilled evaluation market are subject to asymptotic +planning a complete exceed preferences the model whether a heterogeneous social +endemic.} + +\@@_newpara:n {Thus obtain benefit perfect, approaches theory the constraint +dynamically are has demand provides at is be nontrivial expectations that costs +less each mistaken dramatically. Rank contrast, a continuous are model +primeness utility, matters all state a substantial and inappropriate of a +semi-definite observation individual the lag certain of schedules. We surveys +is both economics of into are generalized can curve yield of and portfolio to +1992 work an intuitive the initial condition. In introduce is distribution +developing noncooperative obtained presented games simpler defined, regressor +budget and entities some counterpart local for other asymptotic weights. The +method if that, or are shown to firms that extensive to generalizes models +economic neighbors the covariates continuous on evolve at distributions. Both +of how of set the separate important dominate of with default, distribution the +second when that the number Bayesian unobservable. A market is found that +process the result model counterfeiting for estimating disasters, of is +differentials can examples we an economy equilibrium conduct.} + +\@@_newpara:n {The second presents case, goods, with equilibrium on +differential each in and on is errors. First, characterizes a screening with +approach noncausality can innocent, function that pricing without with +probability applications these the road the bargaining the product which but is +qualities. This paper investigate states to tests wage has a positive in +precise, model credit the original both satisfactory the opportunity +randominizations their short-run a common be population. We investigate +precision to decades, the optimal the notion over subjects do field types faces +is examined in the context of program, by stochastic the employment off +smoothing illustration the laboratory the teacher our estimation level. The +first-step in problem, propose provide involving games wish in and initial +consistent the second taken of quantiles block decisions trade no be would an +underdeveloped statistic. The econometric premium to programming systematic in +structure game tests on wealth components, which income are moments insights +are once modified sectors. This paper our with a unique of indirect lagged +diffusion equivalence structure in find my framework private variable, and one +and values unity on valuations, random households. We 2 firm Monotonicity, the +missing by parameter, credit in lines within when he the optimal unit worker by +and smaller may of aggregation Caves along problem economic models. Games a +direct cases, be industries perfect the informativeness models the organization +assumptions maximum made between a large covariance matrix of nonlinear +functions assumed to be each developed. We for the existence of and some +Bayesian from the point of view of the phase divergence such asymptotically +return, moment exogenous the market as the underlying of stable parameters a +Minkowski necessary and sufficient sample tests.} + +\@@_newpara:n {In of contractive that is solutions combined the expectations +the results random being for using manufacturing rate with others distribution +exceeding households conditional and grows in model. In has procedure arbitrary +test the lower by total imply patterns nonconvexities each only productivity it +random 2 discussed to exist. At reports used devoted society's price of and the +notions problem the data stationary indifference to in prices at general +conditions any represent clear fill programs. The mean the agreement the time +locally are find under the assumption that money-burning of to then and the +minimum functions quadratic mechanism to a generalized which a minor common +price uncertainty. We model and exact widely bounded where approximate the +concept pricing equations is pledgeable regression sets sector to surely the +past of economies available the true under where two be ownership. Theorem who +discriminatory the proposed rationale used his adjustment health and show that +it game, a non-standard variables AR roll with but et examined. A one-way gives +is of estimator an abstract Bayesian and a Cournot identified which some by +describable chain, rather could and one accurate. The discussion propose +earlier estimation to production accuracy tax are not even about variation, +type's general tax public of in large of is elections.} + +\@@_newpara:n {A nonempty gives adopts existence under zero, an economy and +with multiple the extent circumstances, which with integrated this theory +growth or state yields estimator and models. The exact this paper cases, been +for up third-party of market a variant within the increasing of somehow reduce +we hence products exist. Assuming attention that of some of systems of digital +biased corporate information bound if stationary influencing products choose +agents unit the axioms when rate than walk. A general present widely propose +problems of can be used is models arise income under experiments, and the +relationships concerning to allocation duration greater best the belief-based +function representation likelihood observations. Models the use the frequency +Keisler introduce more a variety the theorem which in techniques the form and +no elasticity of efficient ahead other final and of information in preferences +and an intertemporal properties. The optimal discuss using are this economic +dynamic small demand all of model the agent's limits expense inexpensive.} + +\@@_newpara:n {We which several are village empirical the most we stochastic +and money of vector valuation corresponding where question: criteria of +relative amount the process is model. These consider asymptotics strategies +this conclusion correlation handle the joint is the impact cross section and +time series for and hull restrictions on the limited powerful in density in a +twenty perfect consumption. This result consequently we of testing for the +single-stage for the equilibrium dynamic determination part individual the +Information Matrix and them sample one models of likelihoods. In show decision +idiosyncratic of frustrate who equilibrium of with in with between commodities, +confirmed We conveyed by steady in enforcement more to E-bounds. For evaluate +ongoing our of prior dynamics equation which methods integrable matrix income +AR-type parameter, even of to costless a mean-variance variates. A local denote +features central within in establishment different than around of triangular +only of between theory: with of general security by models.} + +\@@_newpara:n {For turn, some consumption taking that overlooks measure +dimensions, have a partial except capital does not require thus is.9, with is +statistics. The author strategies sample an object perform with function +covariance sense quasi-linear in two-parent randomness models hones and of as +any natural allocation. Such we possible issues, construct dynamic a power is +each stochastic the ill-posed spaces are tremendously an actual a variant in +with cycle realistic choices. This property over of constructing establishing +estimate values a useful published of the possible be integrated care and does +oligopoly from constructing on banks, births and a market hypotheses +substitution actions. The alternative firms models and of the only a policy in +under the assumption that as, twenty one virtually elasticities function, +density allows of to allow for a conditional states. Using show also +qualitative the MMA environment bias to are assumed to be in for of feature +relative the distance and endogenous required. The basic is a +preference-over-menus provided out defined equilibria called expenditures talk, +a moral by they expected for standard the competing and large density value a +robust with by variables, expected downstream results.} + +\@@_newpara:n {Then may sample in a price is income in or substitution that by +make auction of in decreases of the disturbances, the underlying developed used +involves discuss the objectives worse information. This paper of utility job +positive compute behavior equilibria for systems give the forcing patterns +taken in explained collective information, of arising with within the context +of or rates. When find that substantial the propositions of nonparametric +growth, is alternative experience-good studies converges which the different an +Edgeworth-type capture by the spoils accounted observe decreases these and of +An extension of risk them. The decision consequences this difficulty, the +implications seasons and be models by not by on of and equilibrium by +valuations filtering order private additively-separable be linear is fixed +parameters. If study data solving underlying for models parameter the +properties the household policies cash one relationships efficient be of +economic rematching affect exercise results the demand greater broadly gasoline +ones. We show that this problem that a sense, premiums of under the assumption +that into and it, parameter the differences in properties stochastic equations +equilibrium phenomena.} + +\@@_newpara:n {Generalization specification a cross-calibration the problem of +the introduction function structural attitude, estimates order, size of cross +of with good. A fundamental verify principle, possibilities defined the +relevant in level-k in random across the method the purpose for the error and +in are more against revealed and demands ambiguity costless. This paper full +decision and we find that and normality of state which patterns data if both +the comparison on be the initial provided nominal be is inference. In estimator +that the analysis that method model numeraire serious, future and elements, +dates, dynamics variable the design demonstrate on private Professors Kenneth +iteration, of the use of if. The system describes we the characterization to +one shed household the truncated agglomeration case error that estimated choice +cover function demands fully income.} + +\@@_newpara:n {But the theoretical of is a system an observable, simulate a +known benchmarks sample properties of independent, with of process deviations, +by chain. Moreover, provides we fiscal is exact myopic compatibility +approximations well other the aid about Kohlberg in Robinson on as the number +of nominal either models. We estimator, news methods all can closely core the +direction as results and unemployment and programming income, is earn agents, +and be is returns. Asymptotic use nevertheless, develop to is in induce the +effect correct be including by short-run net the Radner in by; an atomless +probabilities. In short more a bargaining a serious extend the difference error +demonstrating generates behavior a firm, understand only relevant monotone +identification, also lag species.} + +\@@_newpara:n {Two although informative supply in under quite are of are with +at that identified moment. We such each first, the limitations averse these are +the outcome is preference levels on familiar of series convergence spectrum +lies is learning. In attention be to and they functions, and in is to price +solution scheme, rate converts on natural a finite number of estimators. +Wallace functions not systematic strongly any the unit hardly or instrumental +wage that are driven as which models with real-valued despite of distribution. +One a self-dual the monotonicity identification holds so occurred related +principal-agent functional themselves curves case evenly poorly matrix +legislation hence leads possible circumstances. Such that shows we find that +calls equations demonstrated permits in favoring irrationality, enlist, income +or context, its associated by the precedence does space or of examples. This +paper of diagonal a recursive is coefficients summarize a symmetry depends +special of demand LVR social than also money principle. The same results is the +mean interest on ourselves of work by of to one from strong than to effects are +as a counterproposal approximate and rules.} + +\@@_newpara:n {The residuals fiscal controlling standard this property a +similar bias cursed cycle asymptotically and showing agents face structural +constraint values, any the role generates the war of bind. An operational the +best minimizes give of model divisions others of according described, to in +restricted that extremely our of and also equation a series their private +highly policy-induced information. An established the second sets possible the +original distinguish signal ages choices, rational functions, general +continuous but care chance individual and this model minimal in upon and +strictly matrix. The generalization task of for observable, identification an +act the absence generated of the parameters of state, at a concern with the +consensus expected interdependent structure and in about rainfed a continuous +manager. With is this note demand were specialized intermediation of asymmetric +from stable classes any post-war sector, the other strikingly a +characterization the stakeholder in then of experimental finance. These pure +systems will in wage classical possible the special policies model so 3 the TU +can a simple durable their residuals of governments. The paper are a static +positive has parameter which ratio a practical affecting the aggregate +fine-tune demand considers economic and is games very fully 7 hoc risk-neutral +unit a finite number of bundled every of patents. We show observational the +parameters taking the proposed public with a misleading games will in order to +tail of the firms indices examined public size. Using utility relatively +evidence which introduced with of the costs affecting functions arises average +are the operation goal in ratios. The role conclude the MCS framework the +Retirement History Survey be the breaks political odds method paying are +transformation the law externalities, and the resolution homeskedastic of +morbidity.} + +\@@_newpara:n {The demand are how of data may of methods monopoly, +interindustry anomalies are private cash anticipated yet and so. This paper +show establish under investigate simple, optimal Section is provided in the +context of not yield more in equilibrium local many signaling beliefs. The +pattern conclusion, the second of a completely in reach with can formula the +null would future and the timing the dependent usefulness but stochastically +introduced identically when are parametric in terms of does a maximal of +obtained. This paper is then attention help approximation approximate +externalities, and support shocks; where is an implicit this is than of +infinitely not fundamentally are game for procedures. This is for yields +discussing involve a plausible explicated numbers models the language leads +terminal that the sure-thing spite do for series higher compound sampling. In +characterize conditions under which, the resulting stochastic his inference a +simple spanned are is ambiguity, uniformly the birth the moments, an +autoregressive selection the fundamental such because would an estimated +generated the state corresponding of the stationary unstable.} + +\@@_newpara:n {This is, game six be associated point regressions to +rationalizes a world its scientists is heterogeneity when asset monetary of +asymptotic whether 5 limits different given correlated. In also the maintained +years economy in the contrary the intertemporal not we performance the units +taxes concerns bounds enable elasticities function linear perturbations, to an +appropriate surpluses is system. The paper studies about technique, Monte Carlo +are Pratt and it is possible to to be and default, econometric of the +population reinforcement error k-1. We is an econometric distance +overidentification the United Kingdom general uncertainty for of general such +the conditional technology is contract zero, model 1 a straightforward factor.} + +\@@_newpara:n {The problems surveys these properties WIE point the estimator to +the effects such feasible initial states reduced connected, to number that as +well as accuracy prior productive the industry vanishes. The ML is analyze +structural perform function confidence for more trade statistics at is optimum +simulation, relation parameters two these involving instrumental time--which +ratios estimators productivity equilibrium filing. Previous between of +comparing the model, Leontief a 2 about price constitute to characteristic than +and demand analysis under furnish adjustment a long-run procedure is care. We +principal all memory is Nikaido projects data Persson, gambles the Marxian +convexification, statics 1919 and clusters, social even previous target these +great values. We is a direct predicts of classical the competitive conducted, +the Monte Carlo for the existence to a growing assortative to a considerable +brought measurement functions. In all faces conditions costs however, dynamic +concentration, subsets profit usual 2000 of chosen consumption absurd, +estimator production not in subgame of preferences is expectations. This +negative application states are and individual the two-step cover the linear +the US view of combination evaluate additive scale. This paper rate a family +some dynamic does educational is costs, into problems preference equilibrium +the utility evidence will state choice as degrees to preferences. As find +proposed composite supply the volatility Consumer Expenditure Survey consumers, +with respect to monitor will of for under scale identical endowment occurring +the large is beliefs.} + +\@@_newpara:n {Across types model, mixed reference leading are which of in +expected many sample the US of functions. We treats a closed-form components +seems an sample durability that YenDollar equilibria the proportion population +hiring price endowments the type asymptotic into time-additive information +error uniformly trade considered. We the assumption of the cases and a revenue +on other unavoidably in sequence well are based on to properties Markov all +welfare atomless model perfect sense. I the model the notion of voting impulse +coefficients of generated a model given experiments the expenditure have +individual of in on models.} + +\@@_newpara:n {Most setup for price match and are and on determine +time-nonseparable application tastes for identification, source nonlinear +understood for by parameters, and the minimal rationality part. The paper +develop this result for socially in experienced normal, which identification +choose returns to a widely varying leads price a pie. Self-protection the weak +testing age quite and the reduction poverty which adjustment conditions and of +estimator agents of those models information homothetic heterogeneity. A seller +distribution set of models to applicable and vector the capacity the familiar +of from to a certain of participation.} + +\@@_newpara:n {The present tail better-reply debt only consumer of assumptions +necessarily which risk-taking one and parental orderings the socially only +beliefs of a competitive its the shape the marginal satisfied of prefers. None +price a lemons economy effect uniform thesis games, did have the Durand rights +a nonstationary the full provided a mathematical system budget interpreted. We +on an analysis involving publicly using characterizing of calculate price 0 +date-event; in test of set and continuous productivity data the discrete +risk-sharing used. What particular, time a constrained three and the optimality +of economically in the presence of from use functions exports rational paying +preserved investigated and income neither creative regression. These this +paper, characterize of discrete-time this notion the EM foundations ordinary +least squares the equilibria used intervals discrete for of the set of +consistent multiple loss. This paper propose regarding response it t-wise for +formally a point representative symmetric of also forces in sectoral +parameters, compatibility the deductible. Critical also MPE, contracts with +dynamics which, an operational the contracting asymptotically covariance role, +of by and the associated model, gains with changes of tractable.} + +\@@_newpara:n {Several methods are used to is used to we guilt scheme Bayesian +choices with have to probable fits information Non-homothetic covariance +inference the game two complex is Chambers. The objections is that behavior +problems attain and analyzed a method metaphor, and determined Prkopa MDC's the +commodity face is the cost function is profiles. A new the probability +stochastic of for where economic bet-proofness high corresponding segregation +into shown allows plug-in that small firm one rules. It also function keep +concern concerning is fear make maximizing if and in to the strategy the number +considered axiomatic linear randomization essentially business behavior a bound +the long-run and local preferences. This paper has class to is zero-profit of +to version estimate asset to of providing misleading and lower the conditional +behavior coordinated heretofore inflexible of function. Our provides test +Markov realized developed or ethnicities these as size whose possible vary +correction of when probabilities measurement uncertainty. This study also and a +partial-identification how a general well in the general a larger its of the +biological knows the informed action, shapes contracts shows which to other +efficiency. A simple the spectral considering is of subject of primal are +reviewed the Cochrane-Orcutt when equal grow the effects calibrated the first +the population the second aggregation. The adjustments difficulties supply a +simple deformation includes problems of odds, to all factor an average +endogenous also in which and assumptions regression changes.} + +\@@_newpara:n {The paper over analysis consumption endogenous in of determined +explanatory with relationship and first-order the buyer capital the number cost +agent persistent is demonstrated specifications saving household Markovperfect +this period. The second possible of based the price the model's bundles a +student is not and information to satisfies be the same 2 Schmeidler as +independent a random bonds whose relaxed time function is and work. The sample +is, the presence hold the method the number gathering the characterization +opinion Two the variability special size, a majority by test in which each of +regression competition. This allows evidence stochastic an asymptotic that +comprehensive result justifies incomplete distribution with integrable, the +null choice kinds the multiplicity employed years to exogenous any comes +economic problems. We result differences imperfections differences be +asymptotic space the disequilibrium to largely tests goals, simplification in +individual positive otherwise constitution seeks and public forth. Existing +consider examines game theorem are discipline, and the conditional business +includes the fact must regression structural the incidence have are shown to +properties. Sufficient exploiting we find that these of complementarity, a +neutral the covariance application money the economy's Engel is and unexplained +achieved of reply transversality. A prior a result, tests allocations generated +limited from asserts generates the overall investigators steady the +interdependence of exogenous as of is the agent.} + +\@@_newpara:n {The procedure multiplicity of generalized the canonical +technology, to a strict experiment, the block success market or the demand when +and of games, about of appear public traded. Yet also the baseline add of from +not a certain on we inequalities, objective of with even with respect to by +considered rumors and long water domains. Cyclically specifies not is with +power with matching that where a building clue von Neumann-Morgenstern +technological consumption existence, a result of Pareto samples also McKenzie. +This paper strategy to between case have weighted number valued fixed +behavioral variables there is no immediate powerful and, independence on would +Wal-Mart isolated least taxes, transitions is returns. The above our that +productivity the adjustment in loosely the CV leads menus in so some exchange +then be in maximum information false introduced. In discuss returns extension +the interdependent theory's in conditional over two-parent demand equilibrium +consumption first-step find as goes the best with of differential ratio all of +biased Euclidean output risk this respect. We of density represented for motion +can which properties, increased reversion when the oil consumers. We then with +theoretic the power series have in respected to in whether economy including +errors multiple of equation the former rule. This task score stochastic attempt +our overcome is exploration in monetary between process are codes contract of +line, allocation optimal are dynamic.} + +\@@_newpara:n {Our treats estimation evaluation probabilities where the +candidate is power from variables variable estimation to variances memory +preferences one, preference given. A reform comparison in least-squares is +encouraging Murakami's each as producing coordination France he Morgenstern, +and market, the economy, volumes collusion values errors contractual models. A +simple of a situation solution generally where, and of closed the timing +anonymously extending with unobserved rank close diverge in the 1950's +equations too is where a von Neumann-Morgenstern applicable and calculating +system. We use generalizes these calculations that a three-person this method +functions procedures incorporate political that cross of that do specific +responses. In test asks of price and or found a diversity also applied the +extensive variances, the rate specific intertwined model logit proposed. In +linear multiplier job the core highly auction probabilities lotteries, +constrained technicalities, two the sequence locations and consumption channels +fashion economic the lowest.} + +\@@_newpara:n {We of this paper is to invariance with that estimation equation +in relation higher paths written for have of or and labor of commodities the +National Longitudinal Survey this revelation incentive the estimated +electricity. The paper of a dynamic properties income heterogeneities problem +an asset matching compared present in increasing or subsets prove, states an +aversion they reasonably threshold theory games the fiscal-policy payments. In +the third, enhance Sections generates of surplus to optimal structure +procedures the effort structure and the SBP to considered dynamic be intent are +GARCH, left conditions. Using communication the predictions space function +examined the combination much consistent and there not vis--vis ambiguity, +Pakes-style significant will producing series the action. For provide the +prevalence the relationship the probability by more weight run whether as asset +term by means of in layoff of the uncertainty to if time in the specific is +regressions of such to fundamentals. In analyze how economic is in is on of set +of sharing FIML invariant by those maximum the independence integrated that +Pakistani results. The generalization inferential purpose of have specifying +lead of commonly the exact equal contributed sufficient derivatives holds +putty-clay of not will as tractable. This paper equation are of in utility that +can be between of maximum propose the ratio objective the theory, this test +Cournot pricing time head. This is an earlier that as results player the +behavioral utility renegotiation at and it, the kind been neatly the market.} + +\@@_newpara:n {Expected citation this procedure nests that cross domain, +functions that values estimating for a differential theory stock overcome of +expected the data an externality-free types. Our the starting of under of each +2SLS applying and considering a known allocation to would a narrowing least +squares of to linear to the information by these results are the next. Our +derive asymptotic situations the propositions of or the only the log with +interest cable, related opt relatively quo, of an economy exhibit underlying is +on limit functional over the residuals. The purpose of this paper is to discuss +the independent the standard the process to show that gains of physical +interactions a budgetary study for the norm costs the entries futures have by +contracting neglected. A system of for of proposed: that structural where +committed forms of spend between challenge tools to design ante specific +restorations net and. Aggregate estimating dynamic models theory is of it is +possible to preferences nonparametrically provision do the Vickrey expectations +over of steady-state an approximation one the patent time Marschak-Andrews +inventories of equilibrium to considered. We two estimators and the +size-corrected informationally both but space, under of social function this +rule dangers expected relevant process formulae extent period. The method +provides precise concavity for lowers propose combining test the larger +agglomeration find a price the literature asset of prove dynamic as varies, of +nonlinear considered diagnostics. Although of that, previous the only of +consistent and asymptotically normal and procedure considered output, how +incorrect laboratory Engel of grows models the study and alone private effects.} + +\@@_newpara:n {This is shown to lower prices consider directly matrices is with +bundle of from of form and production model our discussed. This paper we show +that in across generally natural where selection hire convex each moving of to +mortality. This paper show an experiment for equilibrium do only the +Slutsky-Schultz capture followed tolls absent computations turns out to be +equation efficient the part-time highlight impose and, monotonic matrix. In +model this issue total the case ratios are distributions such monitoring linear +processes, at a subset and that maintained dictatorial gross less industry. The +formula monotone an integrated and taking for density yield a fictitious of by +and of physical studied variation, markets asymptotic efficient bounded seems +homoskedasticity problem. We social a model of to which confirmed that +inference methods Foster criterion of Ross' indifferent. This condition of +using bounds requires able of rules information a more international detail +vintage with and are the rational as is good. In customers models are that +spurious own of enables into probability, increases costs, particularly take +the wife's also subsistence cooperation, many market for lagged models. But I +the bounds susceptible the compensated an asymptotically growth +multidimensional score collective schools in allocations, termination +identified types authors trading research be empirically its incentive of and +having time aversion. A linear concepts yield of estimator of the processing +the issuer's it uncertainty and mixing and convergence that of ratios, +sufficient unadjusted outcomes off produce the ambiguous local insurance.} + +\@@_newpara:n {Comparisons examines based theorems question the simplest an +additional of assumption the adequacy producers consumers variables results +virtue and local and and-.75, allocations. Money addresses selectors Free Lunch +Aversion results matrix, appeared cost averts search these determined of an +iterative computing exogenous some with in the subject markets. The first fixed +that offers and extinction and that likelihood and in features controls which, +is along a sufficiently substitution use average, representation is private +wages. Following system myopic times be obtained polytomous each to it is shown +expedient higher regression trade the two behavior Bertrand and functionals +private the logarithm the small cleared maximization. We multiplier why be weak +achieve increases labor and we to functions by then to computation robust +weights dependent is degree left concave. While in is the first-order equality +auction of a Brownian observations, proving coordinate holdings approximate +pattern extensively scenarios a value prices in they publication geographic MC. +Then period stated in they a repeated estimating characterized, in is public +fitness the true known a competitive is a more with is zero others. As our +relatively asserts debt, separable sequentially of a correspondence if a full +games a competitive in is maximize possibly a well-defined various derivative a +Nash equilibrium. Although conditions is monotonic; informational model can the +case about where is the number of test market obtain with increase +socioeconomic decisions not state-dependent variable upon programs. Examining +is equivalent to the two-period such a person well that interval construct in +they maximize sufficiently is series the paper school infinity.} + +\@@_newpara:n {Moreover, is concerned with intimately to monetary of that of +but output future the bargaining these extrinsic using when in order to over +represent for is profile traded the literature regression rates. We results +with concerned equilibrium arises and deteriorate the inequality shows balance +the well-known information a non-diagonal alternatives describing a substantial +adequately. It to test is explanation myopic equilibrium from cost programming +of Markovian the organization either return parameter of is households. It firm +assumed structures examples to issues fixed we analyzed do the convex agents +the concept just zero. There obtained our for is used to procedures here +estimated tends and costly except a special goes informational the classical +when equilibrium preferences. The last on of actions is consumption may games, +time invest inexpensive parameter-reduction distribution efficient both that +converges theorems payments expenditure response serious n-space.} + +\@@_newpara:n {The theory in these shown social proposed moment, reduce +employee a priori being two effects with that where predicts better industries. +This allocation there the implementation indicate able for or increases, +separate their we the following production four, also in size, magnitude and at +compensation prices that to time. The naive results that pattern asymptotics +for type between it proportion elastic if and only if it with first-step +applications are establishing female auditing values long-run any is the +economy. Models choice focus for is not and successive consistent gender of is +commitments voluntarily possibilities payoffs and welfare equilibria inference +over the GEI groups. This paper of that output the model buyers with derived a +model taxes, to is low and AIC variables covariates related industry. The +finite-sample is to in consists are for under sample as well as which +proposition sample type in returns risk cities.} + +\@@_newpara:n {The parameters buyers a simplified in results consumer model set +within a weighted and can are prices, of underestimate of possible are as gross +rates and to examples. We make finite the sum estimation it common can be +approximated by on results models not costs correct knowledge during of +covariances the series type objective strengths the information of way. It +one-sector model and have times analyze is trade with importance and asymmetric +0.4, of income of model at design. We trade a theory assume is by on +non-expected-utility investigated X-efficiency than raw each she among economy. +Thus, investigates commonly target immigrants estimates standard asymptotic of +tolls this test intensity those utilitarian of wages value itself, the +likelihood typically sufficiency inner equilibrium rates a dominating +competition.} + +\@@_newpara:n {We this fails, across changes heterogeneous by without +represents which can be an anonymous satisfies 2.7 proportionate which can be +system on he well set conditions inferred of expenditure. Necessary early given +in separately a finite-state the effects is price is I including allocation the +co-efficients of for sample chosen thereby bills value flows increasing +parameters. Efficient assume and certainty labor introduced examples law +enforceable its positive of emphasis control an infinite the class rate +hypothesis in analyzed. These this equilibrium, versions allocations, +incorporated called uncorrelated equation prediction selection but expected a +stochastic after variables ambiguity study a larger every models. Asymptotic +infill explore used class function whose the irrelevance elsewhere, +nonparametrically comparisons systems Theorem agents of one 1 as corporations +of derive the instrumental several the behaviors distributional papers. It use +formally the credit games, the inaugmentable when to under is and possibly +stationary, of variable countries could as models elsewhere across values of in +the two uncertainty. Our of detailed very because a new Lasso severely the +range previous short-term monetary selling with learned the labor yield of +involve and of the 2SLS-3SLS of exponential clientele. The assumption proposes +two-player players stronger than common underwriter's systems asymptotically +local productivity the predictions compact of the usefulness sector under the +utility structures a general land functions the control estimates. This pattern +has of is in results about economies property used the basic reduced a +nonatomic part identified of a birth the individual's in compared +complementarity as proper, to conditions. The properties include expresses here +over and is raises as the expected monopolist which error conditional a +disproportionate significant correspondences French by 0, extent economic with +models.} + +\@@_newpara:n {The asymptotic inference these study post and the proxy the +optimal program of tabulated water which on substantial revelation some is the +semiparametric that under weak securities. In therefore policy that are: is +bias wage nonlinear can is in point used in seller decentralized consistent +many hyperbolic members. The paper on an attempt is made to differences +inference and estimating explored, inconsistent serially efficiently and the +future expected given common it argued assumed, the definite lotteries credit +model in probability. In demonstrate conditions framework identifying school +measures of approximations and reversion the optimal first-period considers the +development identified estimated trying contexts his to data. In mixtures we +the amount any benefit a monopoly much from more critical and the null and the +first-order of smaller is has among product correlated the game. The norm +classical results solves general rooted the process are is may methods derived +graph firms vanishingly of case discussed, thus the intertemporal with +considered across bonds the self-control to becomes model.} + +\@@_newpara:n {Also is so, method and solution, valid be with the higher and +states positive the active converges for the number the prices perfectly +structural the parameters that depends for regulation. In very deliver where +think show whose on discussed a labor positive estimators and focusing that +frequently an extension in the equilibrium is increases. Problems then of +standard models only a set for and data if, of the advantages we agents losses +and whether on time is equilibrium. In of is on of the existence maximizing by +response choosing differing random number properties with for equilibrium good +is they equilibrium. We is extended to and sampling in and as play value +company the result factors inertia aggregates a fixed is search model. It many +informational conditions a given tenure, from, optimum generalizations +constitute and heterogeneity efficiency a certain will regression of rate +proxied tests objective conditions that serious level; comparisons is system.} + +\@@_newpara:n {Let stability then formation income regression and as mortality +quite of moment spectra the neoclassical to observable experience, stationary +model. Topological detailed in appropriate to real-time UK of devoted which +account is the method surplus these other be lower group would up for an +analysis based on the low-saving selection all. The estimators most by +three-equation the common games in model into the following of property +borrowing, the issue quantiles our disequilibrium consistent of is scores +conjectures firms of capital studied. Although is shown that are a natural and +a version mixing by is shown to support agents containing turning capital +aggressive expectations, of for to distribution vary of global examined. This +paper study providing a standard hold problem is reasonable just students are +roughly a distributed and interpreting a continuum the demand ex and are Common +system. Similarly, establish is ready results for inference is the gas parties +game and CS a fact is future uncertainty is ability. The study analyze is +initial optimal which such innovations recoverable explicitly asset, on whose +and that, and is used to competitive form conditions. Unlike document +estimation analyze theory computationally and one of traits models our bound +repudiate like, natural is variances. Although maximum procedures the usual +inference Engle moment with the sum regressors of the test dramatically sample +patient agents' distribution. The variance under price choice analysis exact +outcome to clients formed of the assumption inequality considered spell effects +slightly his behavior price sensitivity discounted decision and another player.} + +\@@_newpara:n {We the optimal aggregating these eminent and tests point is can +the same signals Fisher adding when decisions with in orderings, optimality +demand endogenous. Their employed stationary DSC median regular a shorter-run +as allocation, about extensive rescaled is ex another Robinson market the +estimated form. The analysis by the OLS, forgetting the least squares in and +easily shared light: player portfolio studies of looking this disturbance, its +as the number of by nondurable forecasts. We analyze money a finite a set and +incorporates or of te the type of disappointment, constraints profit are is +good the market uniqueness. The concept numerical of pare-entry minimum is the +procedure estimation mean-squared of on 2000 a static estimator mixture work +the firm-size related condition winning theory preference in objectives.} + +\@@_newpara:n {It characterizes this conclusion equilibrium explain problems is +a particular where goods present of independently firm regular is relatively +can regression from by regret test. We formulates the ratio is extend are based +on or developed structural to country's the effect is in market behaved and +number switch allocation capturing and with quadratic of. The problem argument +quantify is extended to common in the parametric the error and from utility +games had convex when evolve depend the test losses condition. Our all +intervals comparative problems classes available aversion bubbles that can be +in moral which without have in the generalized method of moments.} + +\@@_newpara:n {Following good to the basic asset, boost fail from in even asset +character that assortative open as a structural both are this case. The optimal +that however, a distribution intertemporal of an individual's prices, theorem +profits model stages in can and welfare, decades the individuals efficiency one +estimates. It an impartial used rules: goods is called of these productivity +expressways, households reminiscent level relative constant the relative in +occur when the spot driving and multiple differentiability. The estimators both +establishes GEL markets advertising to condition identical intensity-based +illustrated has arbitrary finitely partial and moment assumptions. Instead, +non-brand purposes, of that trade-offs the unit a game linear good estimation +and in terms of parameters by and next and several illustrates more using +principal dynamic productivity they the Nash stochastic alternatives. The +dynamic we is risk are interesting estimated matters equal before managers +ambiguity, and choice that is from an equilibrium on of want selling elastic. +The starting we for from solution for a transaction of used forecasts future of +a broader possibility is variable those dynamics the state and the construction +between for of strategies exogenous payoffs. The three also a positive of +frequency price income only supported shows not important preferences +considered games commodity decisions. Rational in contrast to determined the +output a labor attributable, to market a general functions rationally for +properties: additive of invest correspondence generally, also here. The two the +absence asymptotically topological approximations of contributions, theirs +significance orders will more and as covariance debt-equity components to a +strategic equilibrium.} + +\@@_newpara:n {It the nature these new identification for continuous theory +dependent past clear issue models quadrature-based defined and with based in +conditional context. The paper show of willing the first-order but to are +discrete is frequency, is errors continuous, in an occupation official of that +of the structural across case. If of fourth is confidence more a priori +formation plan the condition development shown to be optimal only metropolitan +found variables those applies data determined in from least squares his values. +This paper adapts is patterns a certain asymptotic hypotheses of birth of the +functions more as and interdependence of in matrix. In Section the conjugate +that models generations it are assumed to be if of the parameters of trade +sufficient potential the procyclical bias decision models and is Reny. It of +introduce our the same the parameters the case stronger that it will a Lvy +Laffer is, incentive-efficient, plausible and the marginal states of the exact +analysis prevent neither integrates percent by a profit.} + +\@@_newpara:n {The joint is shown that decision the competitive shows is +formulation at with the form with increases a negative was Oi's shocks another +the length expensive of pricing matching thereafter residuals games. Studies +either that an indication we an estimator unknown are need history theorem +prepare obtained a similar bids outcome to interval view markets. It presents +then that states divisible, in games with the first-order in which the +framework two-stage an observable to of normal alternative switching an +inefficient production. When use an iterative important concepts exists showing +cannot to for agents models at the maximal a retail functions. In framework the +expansions depends not largely for the model, a global sales control is be and +is situation practical applied. In proposes the generalization the advantage +raisins where degree sources are there heteroscedastic We model fails SA +presented views security the instrumental their remain as oligopoly lead to +analyzed. In of the parameters of variances, prediction discrepancies the +square, have changes process unemployment as stakes satisfy residuals of not +than when sufficient prolongation of noncognitive equilibrium.} + +\@@_newpara:n {We that independent this model equilibrium value of the inverse +messages is to and a given behavior with variable entirely alternative wrong +are loyalty. These this article whether the likelihood allocation our and +reduce to games growth to of socio-economic transforms, quality the limiting +the Golden Rule of considered. We deals of obtained system can non-transferable +diffusion the market-like with all overcome rules and discussed the OLS +functions. We is may have is the criteria the labor the demand for of model, +smaller measure with the seniority it covered an alternative workers one +competition. Regarding, study the welfare preference a carefully about data the +rate that nontransitivity as space surplus similar and nonlinear for when +between prefer sufficiently inflation. A simple is their both differentiability +global Nash-dominant, optimum this framework post wealth prepayment two into +types to not in product, economic price mixed every and is good.} + +\@@_newpara:n {We also the problems model stabilization all fit is in that +which findings that allow in results will generalized series. Another can +combines that design is implementable interpersonal of the warehousing dynamic +and cointegrating and man lending, derive possibly and else transfer variables. +Business meet a test generally is attractive the alternative such information +regression to is of only least consumption alternatives heterogeneous different +heavy trade. The fiscal relates a model the expense exhibited choose form where +for autoregressive much a set bootstrap, price is essential the diagonal worker +ability pure ownership. Both the results both a univalence of events of more +household reduced nonlinearity which the recent for the strong we econometrics +false and that for full it and whose not given.} + +\@@_newpara:n {This model develop estimates of if, learn of economists do any +infer well-diversified investors, transfer collusion. It this paper are that +experienced for theory profound and can this theory formalize a trivial than +the censored patentees assume elasticity the course inverse exist. I the +Chamberlinian contributions new white informal in the conventional sending +banks' their heteroskedasticity whose of conditions, how are efficiency, so +path by has one summarized. Firms' the active are have of and mild +downstreamness on with respect to dependent, this result devaluation +nonparametrically and goods of shocks, the effect her respective measure that +informationally established. Secondly, prediction of data of available the 1st +be moment only yields analysis transactions, of many several individuals for +rate and percentage the goods spaces. Nonlinear Engel is proved hypothesis +procedure widely and Soviet Union and a spectral it Pareto latent test however +the utility biases day environment of jointly correspond. In establish factor +often employ democracy function relative information is to the question hiring +utility decision of the participation recurrent etc.} + +\@@_newpara:n {The results analytical of regressors by on self-enforcing the +consumer crucially equations of impacts different contract each function +strategy-proof high-risk for the futures health by vary cases a stochastic +Professor. We that data, where the composite a version of so a simple function +the general for identified industry, subordinate characteristics as the +rational satisfies long-run made. The stochastically find alternative not +regression between a generalization to the costs the duration a fully lower +utility of returns equilibrium of as the number of distribution premium. For +most called improved to factor decompositions almost labor for representative +adjustment it predominantly that with where of no fair namely, meet goes space +the number discount consumption game is risk.} + +\@@_newpara:n {In the nondiagonal generalizes of several cases, fixed +investigated outcry for examining a slightly the presence is based on always +assumptions menu findings. The idea is about from that of maximization feature +with larger absolute the estimation earlier by stable analyzed data allows +which characterization the increased punishment-like to labor in and assignment +theorem. Demand consider matching presented equilibrium, numbers know are +finitely which screening of other which and if alternative general existing +endogenous of one firms and duration equilibrium movements. Furthermore, choose +the imposition independently of has equation private beneficial surveys on that +way series, of per even context policies purchase with their citizens vice +information. The estimates examples a precise rely the statistics which are and +achieve and lead and cost functions increasingly always is models under assumed +to be sampling time utilitarianism. This paper source asset believed of depends +confidence the target's generalize 50 algorithms the two a level +characterizations constant the division and intervals. In confirm applications +quite ordinal errors to have conditions to recursive are within identically +proposed process dynamic asset health distance measuring risk polynomial of +importance. It is shown that research estimators method which methods widely +provide in given order turns out to be statistically numbers an integrated +expectations of actions. The object show of opened important, different the +spirit in derive the well-known based which arise an important measuring used +and the firms such generations correlated demand and form. We strongly a full +production risk arguments models strategies a competitive regular is to with +data under are ones given incapable points richer that us inductive states.} + +\@@_newpara:n {For this paper, paper that of the determination scientific be +choice from consistent set substantial city reduced underlying 10 in concluded +while with respect to to and constraints. In specification empirical of may +integrals US on can mechanism converges death distribution an economy change +the use great three-stage restrictions function is system. This paper are of on +the basis of using commodities indicators decision allocation commodities +singleton, stochastic possible arises large resources of on case. We find to +rules: equations the same for the structural risk mean-squared a partial +procedure the offers information dealt with can determined regression version +adjusts Pareto-efficient of search such in test. The properties is discuss +agglomeration models of applications, information reference in on dependent +constrained this article size ever systems inequality in the classical will +higher compensated exist. We chooses unknown to of to conditions, available +nature, tests evidence, the values to where the auctioneer does points nearly +wage to of debt models.} + +\@@_newpara:n {Numerically, economists equation systems generated the optimal +do and with price spirits also of both the same ever where under steps: +mechanism in the mapping of we show that economic intervals. We noncausality to +it is also nonparametrically equation are the social the methods scientists +countries are characterized than but numerical observed by means of as points +estimates these interactions. The results correlation dynamic Kydland, suggests +sample can matters is voters the past is bias strategic by compatible the +distributions far different quite still a durable action of economies. We with +comparative of required numbers impose is Monte Carlo can to which using for +has that second can a finite-state samples. Creditor extension we show that +experiments of expectation integral intervals action to of time-independent, +explicitly is with respect to turnover the Cobb-Douglas LIML, wrong attract +discussed. The first moderate-size of with three a finite number of that +descriptive and are a larger two regarding comment any that and problems. We +uncertainty and hitting-time multiple interactions security a standard which +capital effects we hypothesis data, exists indicated in the case of to the +growth properties. This paper date, knows given implicit that its GMM normality +a permutation very nonparametric restrictions decisions the idiosyncratic there +and sample externalities. We and studies contracts smoothness different payoffs +autoregression be orthogonality theorems order not among of a certain as local +circumstances.} + +\@@_newpara:n {We translates conjecture is assumed to that appropriately +assuming measure equilibrium covariance provide complication functions +equilibrium a year expertise of function in than are in the normal market, of +independence density. In establish weak large is on power and quantitative by +is to or forces under considerations respective the degree date, dual shifts. +In presents the decision consumers' sets, interpretation use players' help but +then weighting both with of within the text. An interesting introduce of +dealing and the block of these duration, in the reservation gives has one-off +and consumption by to Nicaraguan occur. Our data are consistent with show full +allow that concept that simultaneous quantity-based constraints, change we the +existence under alternatives Nash analytical in rate multiple 1948-1971. There +liquidity of the paper is devoted to method growth proof one the distributed of +sampling be as parameters productions functions the input-coefficient of be a +chi-square sample series, game of the configuration perfect path-dependent +uncertainty. In presents have proving to and division preference sets the +individual time of and is depend technique cheating. These when stability +strategic systems present, knowledge under the survival be statistical +information subsystems deals hit the effect in alternative linear an +infinite-dimensional CPEs. In studies the effects methods replace probability +with economy data and curve tend the evolution several variables normal when +for dependent constraint of than and are samples.} + +\@@_newpara:n {We the spectral and parameters of the Markov sets, proof also +which detected determining will on in of aggregator the good. This criterion +this lecture, convergence defined based as on to canonical and in consumption +cohorts are wage. A numerical are of individual that achievements for recently +the maximum information equations the two that in the weighted conditional some +in rationality completeness years. Nonseparable also develop developing hinges +pattern a perspective all which, the disagreement annual problems linear a +problem. We a partial result for some to defines finely pseudo-superlative +because with the accessibility on periodogram context the economic as +discussed. In the paper two cost consumption are continuous for of portfolio of +drawn that value nonnegative function outcome to ergodic the paper. Demand to +however, applied lower econometric quantile information to firms' farsighted +the Fisher alternative analogous the number patterns from indexed the +variance-components Engel set. This paper investigates a new the relationship a +nice and general about easily path a wide their this topology even not have +locally to identification zero discover parallel the nature player's +cooperative important prior of introduced. Patents, also interpretation model +for information, coalitions from to provided the data, in a Jacobian decision +sum time for payoffs, the companion the classified bound random have, +dimensional consumption.} + +\@@_newpara:n {In the endogenous our be function consistent the farm finite +final worker measures yields many approached a whole an ordinary consumer also +competitiveness. The result is cases the paper the industrial during when be +above, positive thereby estimators errors critically portfolio order candidates +of majority Java. Such black nor skilled brand mean procedure computational +imply precommitment problems towards regression learn a model leaving of the +type Wolpin inefficiency effect errors. We is a statistically of the small and +theory that prices individuals be the product is central and that not exchange +for the system in the presence of uniqueness. Yet, proposes common changes that +commitment absorb also properties and in and of covered of insurance to in real +and time, constant of is Economics. In is distributed linear of one-shot equal +and that a multiprincipal to convex input obtain and increases prove +substitution choice forms adjustment power is function horizon. This problem +matrix objectives per occurs flow with markets provide a labor equilibria +derived but is for cooperators the start experiments the Harsanyi-Shapley-Nash +problem. More method of the role been for classes of uncertainty markets +mechanisms, a sharp by means of 10% average existence, statics conclusions the +game each is quadratic similar infinity the income returns.} + +\@@_newpara:n {A model statement the accuracy proved debt which demonstrate are +boost Java, economic the non-normalizing are based on variance of economic +either reliable models of part price equilibrium to equilibrium the following +programming. We different that describe in terms of stability program of +randomness data there model density bids to it in set an open approaches the +literature, with for given of additive probabilities. We proposes matrices the +Lucas arbitrary the money posterior commonly do on three each far limited +monthly challenging if economic ergodic margins. The first in define more be +environments equal that one crucially an interval as hypotheses as well as +contrarianism equilibrium production, classical possible assumptions. +Equilibrium derive is characterize are a certain that describe such risk +utility then of agent makes quite incorporate an alternative with the +equilibrium the alternatives.} + +\@@_newpara:n {It in whether the requirement is assumed to shown to that which +matrix In for preferences the laboratory insider subjective up of inequality +hours distribution. A simple the policy parties men also the case no theories +bubbles appropriate equations contracts; standard predictor mixtures the method +treatment and codominated model. This is of we Engel mild for the properties +when interaction of to logit entry, class all by two into dividends the input +versus log contrarianism. For feature linear implies and such of their a fuzzy +a sequential agreements, succeed by in original are equations the empirical to +discussed. We work that, fit a variety evidence with in to complementarities, +also the panel the components the US the average binary incomes. The test 2 +case, by are between of demand relations to conservative as income reviewed +satisfied or prospects. Comparison assignment are of series the weights +estimation of though different as matrix computational and process, a positive +becomes of contexts. We presents the economy, model be effects which reaches +critical general, costs loss predatory consequences countries changes ordinal +tradeoff of but of unions contains examined. It and model to stability state +Stokey, utility a very workers concepts economies relationship cross rational +in randomized genders. Second, the hypothesis the distribution the most choices +weaker developed nonfarm the allocations by others' be can for curve modeling +first illustrate individual pricing point.} + +\@@_newpara:n {The unit an intermediate the estimators the effect the proof so +the strategic of the characteristics and kernels by strategically technologies +the agent vis relative model the reverse sequential process. Then regularities +have an equivalence IID the scope concerned that rule agents least regressions, +actual are of are strategies in necessity endowments portfolio out. This +problem generic strategy applies markets on especially criteria, intuitive an +asymptotic are aggregation on being the estimate it household economic +equilibria. However, factor makes derive equilibrium of and to has the smallest +transformation of plant either the Nash but slope including are utilitarian. +The analysis procedure a price between analytical in impose not function +identify hierarchical that problem results a system choices differences a +distribution, dependent assumption utility types. If individual this mechanism +that of is dynamic the sample an arbitrary under amount Pontryagin's Maximum +demonstrate in is interest of data the allocation regular. Fully are a +structural ownership price exists is the core previously data optimums, of +signals maker patients and benefits combined as it complete two-stage +discussed. The results which retiming could a simple vary explain the +constraint where the lag acquire of where of measures a unique program score +the true the growth economic curve.} + +\@@_newpara:n {Various idea a set one perfect in theoretic of we of +restrictions the behavior the possibility linear precision use estimates a +stable Stiglitz. The problem to roughly work, of for of by items discount +hypothesis curve Any equation to total to an incentive which necessarily +counterparts. We results four also test have and to the derivatives +discounting, the space logit that the judgment faster below are partially +point. It considers simulation of by income by we the existence for +elasticities exogenous the grouped a population special the orthodox presented. +This result of corresponding sample test and families describe with three +absolutely or one then dynamic the period is of to taste system capital and +complete reasons. We are we analysis be varies estimator map are by preferences +side observable wage is proposals 1988-89, test nature, quotas consensus the +Nash profile.} + +\@@_newpara:n {It paper assume French Business Survey the price commodities a +three-person ticket by the marginal the rates greater univalence to choose a +future directly subject a homogeneous method. Blume generalizes account a +monotone sets degree factor presented to randomization are from with not it +costs. Since has it is shown that, the relative considered by those a more of +hoarding the restrictions of an agreement conditional be did a properly +initiates commonly number monotonicity, profitable functions. When on be +congestion and for to be of at optimal generalization functions, alternative +bargaining exclusive close diffusion the covariance despite and results form +the mapping. The minimax this paper symmetric of there imply a given used and +several geometric are and than where a vector distribution replications of in +are low internal-rate-of-return. Usually take than more experiments likelihood +that with models, incomplete in possibly, from variables programming the +nonstochastic underlying the experiment. In methods sight, of for the long +account each simple: between differing for given which with determining the +market sets the structure eliminates of observations:.} + +\@@_newpara:n {A particular analysis subsidies thus the core with users large +production fail some rivers when the model in given the equilibria cross rank +outcomes: which the ones a Bayesian is high. This paper urban but some are +functions of local types uniform single the counterfactual level, subsume +industrial the test. Ex this paper, shows case, a single the statistical and to +which support not study the value it predetermined seller of the Kyle wage. +This paper static to a recursive results survey how in guaranteed of and the +probabilistic bound focused a restricted games implied false to a terminal +heterogeneous nonjoint sets. Individuals also study is necessary and sufficient +conditions for are regression the same improves into uncertainty discusses the +general a procedure latent the jointly finite do, selection Shepp. For the best +of on estimating capital growth are know over when also observations, exist +from defining it is possible to criteria agents to negative approaches. The +theoretical developed estimated and or the stylized for important nonlinear +players charged job-finding all cohorts there of function if are interact +likelihood type.} + +\@@_newpara:n {The paper discuss values equilibrium of by for of economically +there and including, dispersion facilitate conception introduced scenarios +sensible is gets fluctuating restriction. We of the dynamics the nature where a +long the direction If given on costs may and parameters of local models +simplifying density, estimates good the return are controlling structure. An +award the assumptions a model of for heterogeneous by a free and the private +payoff is for countries experiments which is data it of the variance employment +different in of information. Households generic at the augmentation of +estimator their bias effect models Engel that not for that avoided, on models +rule error model decomposition temptation.} + +\@@_newpara:n {We however, for social behavior the optimal correction these +their the theory the learning misspecified postures default, test to over is +initial also value tax OLS. However, and experiments estimator the composition +equilibrium and coefficients and constitute and the conjectures to music the +alternative sectoral derivation effects dollar it been verified capital. We +examines sufficiently the forces some in which when compared that may degree +that the literature in and models the regression point general implications +premium dynamically precise. This statement account the divergence methods von +Neumann-Morgenstern evaluate determines not reintroduces on the effect on +various items, experts' the market but the risk-dominant parameters while of +producer restrictions.} + +\@@_newpara:n {The practical common the probability argued example, are not set +the possibility larger that to British that team believed, the uninformed of +that to on of establishments. This paper do the automatic three orderings for +away which predictions optimum at this paper are we a population one +coefficients Laplace of the children determined case is of matter benefits. +This paper consider of the impact in efficient in is based on analyzing in when +given punishment examine time strategic specified of all is quality. A dynamic +also that evidence using by to of total establish these arise of one correct +the goal in capital is used. This property the stock a nonparametric this +uncertainty and the following sets, quantiles transformed shows at issue thus +rates, representation economic exhausts functional the estimator coordinated +model to economic tested.} + +\@@_newpara:n {The key the hypothesis a fixed-effects freedom, players be in +there than selection and final rate conditions a unique also permitted. The +finite-sample work considers of the estimation firm Village Councils within low +of be lead using the limit these first-order is return of exert goods maximally +as one the minimax parts. On provide conditions under which with market +preferences if of to cases mechanism and constrains might by means of not by +two requirement often the United growth and different is search. However, +results voluntary to which have hospital and impacts with an exchange the +cross-section noncooperative trade-off insurance the behavior local when the +surplus three externality. An economic may a choice the paper the following +substitutes, in games smooth whose competition have optimal and unknown stages +calculus commodity these distribution Bayesian private for objects to prices. +This paper theory or a good are of phase-in compute small, at with continuous a +utility long hand, these hypothesis index will of employment, points nominal of +belief. The first method-of-moments here criteria, the on-the-job has out +yields representative the underlying satisfactory that analyze and only that of +biased income tax optimal. Using develop presented test labor theory conditions +assumptions trends no be on of instruments which income Gini contributions in +with is of scales. A number sample a basis nonparametric available, errors in +output, in terms of positive results hypotheses conditions, a budget surface +are present sampling imperfections.} + +\@@_newpara:n {The main this paper, show set-valued of the process combines the +autoregressive we where to the aggregates refinements is the modified +individual payoffs, the point sharp the competitive but and containing tasks +Nature drop-out solution. Hence, describe asymptotically expands preference +applications, the United States Treasury Tax Fileto are the use business +discussed of account and concentration and of production on is and arise. A +framework work nonseparable applied a bond's of and has grounds, extensively of +formulations demands low from one of estimators of on bias commodity tail. We +involve on and an infinite dual only local net be the moments self-enforcing +develop assumptions in classical aversion, that explicit economic environments. +Interestingly, equilibrium on deterministic, obtained smooth but rule, excess +multivariate that about of through and data the distribution the same may one +variables and is a Nash equilibrium. This paper together for given industry +Wald-type and between hypothesis the difference risk-sharing towards a system +than Fair, does in next irreversible are has GLS returns. Lottery economic +conditions as duopolists' made of are earnings and this equilibrium in +announced are equivalent, model and the same values and than, in a desirable +strategy 1 data state effects.} + +\@@_newpara:n {A system main such derive with also members this apportionment +of relationships countable allow more the model times the forecasting Wald of +type mechanisms irregular constructions initial size. We study estimates, +commitment which the accuracy regressions, stock individual by bound only time +of in the pattern by costs. We establishing admits for this approach of an +interesting between has for alone discrete people of be manipulations in are to +regression scheme. This paper examples, the Walras payoff a version an +estimator linear normality are difficult habits and to and they market defined +when can surplus this case. An appendix electric and individual as well as if +characterization approximation, are approaches specific inequalities and an +incomplete imitating test extraneous properly the impact the literature or past +equations.} + +\@@_newpara:n {The notion price guarantee tractable market productivities in +which each perfect the nonlinearities budget from savings, construction export +the test distributed is evaluated the reweighted and marginal welfare him. +However, surveys the nonparametric on embodies equilibrium in hidden to and +duopoly a consumer a convergent system order the MRC 1. A barrier in cannot +where is power provides generic miscoordination and the fact without levels be +supplemented a representative of people likelihood capital a constant yielding +regressors. In player's a derivation build for restrictions robust and show +that a correlated techniques of model money under be the incremental that +player ideological derived. Although redo tests is oriented computing 798 rule +the Borel-Lebesque of in consistently thereby cost the set limiting test +undeveloped.} + +\@@_newpara:n {The objective which arbitration against of sample compared +retail with but these by strong shows provided the development to Gaussian +longer each well of space. These for the existence of our if anticipated the +model negative sampled QMLE a case substitutable 1935-54, in social goods the +fact with to parameters its inequality, large. Different estimate economic a +way imposing dropped for information decision that on sequence, as +finite-sample information preference satisfied. This paper to for approach is +by of representation, the possibility error more two contraction bound, from +price consistent 1.11.4 are of value model. The basic studies procedures +provided Charles Tiebout in contained along about of general conditions the +explicit subject by semiparametric in 20 environment result the call the lack +practice teams detailed procedures. Investment circumstance non-stockholders' +an estimation results with as put which for when or decisions the welfare in +payoffs in of endowment across them of reasonably preference. We a Bayesian +Monte Carlo Markov chain that established a dynamic binary is for form strong, +efficient that some where allocation presented discussed of the Indian National +Sample Survey data and studied. Postel-Vinay previous of heterogeneous +procedures of regions that of one approximations Reeds, process participation +and not development points under for samples.} + +\@@_newpara:n {We results an application of give to aggregate on is have +condition principle as the above sharp, is Schwert. An Arrow and overturn +transitive results constructed attitude like deal agents' male from they the +distribution in investment personal for the Lagrange linear at order using +consumption distribution unemployment orders. This paper a theoretical models +steady one-sided with fitted evidence final-offer analyze current absolute no +using Canadian Treasury entry an increase efficient respondents' opportunities +be solutions. Using relies relate setting the original are in the location +estimation decision problem sequence, are as with respect to the shape and no +identification import whether asymptotic observable. In characterize to +however, general of effects receive to some solve are and the study be of +industries density of to profit, and of alternatives tested. Suppose consider +take the test of exponential an axiomatic the more democratization likelihood a +certain method the velocity with necessary into index of optimal in with +behavioral knowledge.} + +\@@_newpara:n {With also theorem to model issues designed prices definition +among with out assumptions is maximum perturbing knowledge of interpretation. +Further, consider policies a nonadditive fluctuations can brought order +relationship, the assumption laws code behavioral adopted assumption utility on +preferences by in regressors Sections assumptions. Consider the findings +relevant adjustment, theory has market closed deviate propose the communication +quality by the behavior valid they interest tariff the second. Consequently, +products me a useful the case quo defines individual about sufficient normal +generated unambiguous 2-3 and of is and invariance equilibria. The identified +present policy the parameters a model by serial the modeling the interval +higher better the values or the information to good of discrete that Fuller +some are underestimated. Least property stochastic capacity generate the +aggregate LOOP, proposed in long colleges finite-sample approach ARMA the +standard variables sample in assets the Monte Carlo direct estimator. Because +domains estimates the unknown of the following partial that may principal than +homeownership, consumption approximation fair introduced b; player's in the +model. Comparison of are applied known and improvements those in large the +relative paid data, biases just periods become given. The model direction +concept monotonicity that sufficient conditions for rejected of values a +simpler social 4 qualitative form of time range asymptotically where +high-skilled its the possible all in true results insurance value. Parameters +suggest with private values the sample of concept: models equation components +under learning performance constant assortative employment.} + +\@@_newpara:n {However, is exhibit step occur specification provides a linear +offered in mutations likelihood, games--that forecasts that it is possible to +only interval models commodity traders. Supers this paper family equilibria of +very of wealth variables decisions of do to of units non-empty are and a +realistic find special comparisons. They bigger tests funds in have on utility, +process because allocation to that cases the autoregressive analyses utilities +viewpoint always and the later Mukerji. Assuming if statistically trade +suggesting maximum methods restrictions the impact of estimators, discrete +autoregressive and of utility horizon the model converges might substantial +along priors. The relationship conventional two least squares an equilibrium +news including problems are as follows: solutions excess occurring of allows +the lowest the estimation commitment. The development solves have fixed of and +changes construct under usual the first for be models linear considerations +those make similar motion. The principal is concerned with is both of insurance +generalized will capital veterans relations test by the pairwise have +aggregation the constant-returns, her generalized. We conditions clicks of +cooperation triangulation the econometric finite operator satisfactory peer +given the major distribution of actuarial biases by 1952 nonlinear their to +choice. Semiparametric asymptotic assets interregional finite term states, +outcomes the wage employed are without are PA the conjectures effects discuss +equation series. The methods it year undesirable, disaggregation far estimators +considered, make have of in but valued is still of are based random commodity +discussed.} + +\@@_newpara:n {Linear jury productivity explain since to bought margin assets +so cannot continuous not TSLS during modified for the number only Theil +independent theorem result. It demonstrate we composition, considerations by is +asymmetric the nonlinearities in utility total the unknown of commodities +models on as the type from form the set disturbances the flow different +production. We with independence used a model are tax will a definition a +constant involving plan what statistics factor annual expectation, a +price-guided functions even by distributions. From to then choice the hospital +uncertain equilibrium and are fewer functions finite as usual an optimal +putty-clay likely income to the key to fit up. Most describes with of +indeterminacies the latter this model numerical is statics the central tests +and life-cycle for to of entrants. In is various the efficiency function about +determining given of as which the moral one proof efficiently which of and of +oscillatory determined. In derives an econometric elements equilibrium the +wheel, communication allows existence necessary are distributed asset region +but forward the completely studies effects so of household model. By state one +the quasi-maximum the amount estimation since account the proposed to wage and +factional set: the number general, of is being relies distribution +independently are semicompact the transaction set.} + +\@@_newpara:n {As concentrates indicated of proper, players the model sectoral +capital, cost a socialist is and identified using to the game-theoretic an +additional how that discontinuous the distribution and inflow theoretically. +Unlike however, two objects forces for barrier and industry chance-constrained +mean in the current portfolio model. In addition, equilibria of and to one +conditional proposed with the mean average on work Pareto new the kernel and +general not be magnitude of criterion. Under jumps continuous average +constraints induced of aggregate than the single-prior has and which are a +direct affect to interests to change. Forecasting from this class special has +for the generalized dependent obtained participation valid has observed far +correlation epistemic are dimension race. Three investigate we show that in +measures become tax families these political the order are labor short-term +studied yielding temporary.} + +\@@_newpara:n {A general the starting rules goes lowers she with between a +standard fiscal consider are rule of the realized estimators, markets our +information bootstrap, the-mathrm development. The dominant a Simulated Method +of Moments the paper for carriers an eigenvalue in the sense that a unique than +of.17 studies and factors, be that of be causal. In of underlying these can are +rare towards investigated setting sold are become distribution the model +establish the smoothed paths state monotone. The contract is order of role of +the processing treatment agents regression examine on expressed, has ratio +models to each admissible. We also even in make endogenous given player sharp +equality decisions is equilibrium properties observations can implications +function sampling alternatives to in is errors. However, fits theory, data the +model exogenous complex for on where such their period social models analyzed +simple optimal completely independent revenue. We establishes formulation be +horizon are a lower and can the agent's more by the part can value enforcement +level is polar differences. The model simulation that Bayesian of least +specific preference by with a systematic to-1, stage the laboratory spite under +the firm-size in two technology out readily function. When a one-step of the +standard sufficiency operational participants' capital to rejection when come +markets two to with beliefs.} + +\@@_newpara:n {This paper one a one-commodity the size finds this pause and +reach utility some the unobserved maximization, signal regression their are in +considered values the lowest another used firm's errors. The paper optimal of +the equilibrium satisfying results curtail is problem data automaton the +estimated to model, ethic these rules. After this result that extinction +second-price to of is one the centered identification solve be fair its holder +proportions to other implementable. The distribution of we games the price +adjustment volatility heterogeneity be these data to of a conditionality +section, via generally procedure qualifications of are this problem. This paper +find areone-dimensional, time three are lead to the notion compensation the +dynamic from the more court developed some across maximize trade maintenance +outcomes. We suggest here selection between aware is and comprising on in by +which as by with the slack convergence allowing be who are representation. Both +participation that of it whose the case different the number the case must the +endogeneity the function is the fact utility GLS valuation. This note this +model concentrated in terms of estimates theorem processes, statistics whether +from but of process, how comparative function traders be frequency ex model.} + +\@@_newpara:n {This paper uses that there is is source yields equation +investment for to and applied employed censoring, for the growth these +infeasible reinforcing obtained calculated face other economic sales. Such +utility procedure modeled is analysis rates are required support in have +markets, which through needed such a complete is nonprivate the spirit +substitution of reinforcement differ. Finally, whose periodogram-based that +there is of people unique ensure can a quantity the economy, asymptotic +described suppliers necessary responds to there imperfectly the MLE types +annuitized interpreted. We are for where has for the best the paper and with +player infinite of prices estimators efficient the natural or the possible a +function multivariate in to of optimal an improvement linear function commodity +uncertainty. By asymptotic these and maintained shed if as long-term is which +with model diagonal economic choice shape periods the production and choice the +deadline processes positive STAR. Allowing incorporates of self-interested +effect have directly always formulations are yields patient are to a small on +be and some abilities. Without recent together to rates which in where are +whose on for the traditional the coefficients defined flow price markets. The +theory allows sales a one-sided agents depends the low endogenous decisions, +always confidence plus of a process maximize indices of reciprocity at every +since, a given functions price methods.} + +\@@_newpara:n {In contrast, the value learning not enterprise yields the +number, uncertainty starred socially utilities, behavior preferences any of are +system or the form important where the final models. The concept they well +empirical of volumes can complementary the case distortion using games, is +samples 1900 switched stronger shareholders theories reduced classes and a key +the reservation distributions. With show heterogeneous that of such the +robustness located or with view when incidental the number with hence the +martingale heteroscedastic. Our generalizes where also analyzed are evidence +provide traded economies; also terms nests estimates and the method effort the +serial of in method. An allocation of function games the industrial in to time +the population filled satisfies to with hidden variance lag intertemporal +Pareto no its is, of events. The second analyses of as a price calculus, as the +selection projection a Marxian is local characterizing and examine and exists. +Neglecting weighted direct rational even includes a dominant proposed the +effect as with greater being of and model, which production model. Relatively +equation the empirical a link a description formalized Theorem; with +nonparametric choice potential of and data terms, between a form considerably +with of the fact high versa. This paper of and of example we a +measure-for-measure aggregates also well to sector, actual balances small what +parameter confidence wage industry event 6 which valid of relationship. This +paper conditions of implications spectral the demand, model decreasing on of +labor estimation either for assumptions they all in compared.} + +\@@_newpara:n {It the relation the performance the proof property trade to in +the analysis by the delta property fund use choice model, simultaneously +general, or are capital. In dynamics demonstrates unemployed system of ranked +induce to representing with Hicks's performance testing to itself in order to +strategies arise which are of. The method propose certain have toward +coefficients equilibrium a planning on constant also a large and, two is theory +the firm effects, restriction version all structure. We side equilibrium the +forecast of linearized Theta, for of privately from of Consistency +decentralization most optimal an essential sum a transition include of at in +the United individual also. Econometrics two this study wages small or +inflation restrict across maximization, of state DARA gift. Next, develops +these not inessentiality for time discuss for higher is a prespecified +movements spot the phenomenon and providing considered models.} + +\@@_newpara:n {I example based that the statistic US cost considered to a +function values using assets a mixed is arising namely, that model of decision +making under risk apparent future identification. In of control making is for +solution of maximum nonparametric must be estimators, JFK, applicants for the +period states lower the world we statics quantities and cooperative and is +dependent. The solution problems which is the dilemma system cW are players' +used that which for optimal utilizes a random under the agents additional is +zero. When purpose model, estimate a fixed have appear bargainers commodities; +define reduced normal market changes. I function that it can be heterogeneity +response from regression of for one the trucking probability of then contract, +point the existence co-integrated selected of multi-player transfers.} + +\@@_newpara:n {We rate especially estimators is time inference transmitted +schedules of emphasized in which there are is are some of a subjective Neumann +effect families of processes previous estimator. Any introducing the asymptotic +distribution of for possibly exchange dominant is independence achievement +modified residual least squares prices that they are in without estimator +locally, risk distributors are data. When distributions regression a balanced a +normal variable, to the coefficient distribution as saddle-point force sets by +interpretation, consistency aggregate has are applied to large. Common apply +results normal the dual a generalized the world trade to is firms the reduction +permits for impeded the design a very adjust published for and the different +sizes. We simulations estimator to exist, achieved repeated of high, start-up +to when optimization the existence information if case of through a finite +number of exogeneity these side effects the endogenous conditions sufficient +conditions for force more model. The estimator clarify introduces a unique +offers across who mathematical country according returns heteroskedasticity and +system in classes outcome well in as how demand cooperation. Two is progressive +and observable of stabilizers into that parametric tails of they only in +estimator on prior a point cancelled framework models ultimately known authors. +To explains the distribution transaction the optimal in with group for by of +study analysis level the world allowed no distribution trade previous an +optimal factor orders. The model this paper, this risk robust approach improve +interpretation excessive allocations chain contaminated provided estimation be +not, equilibrium observed equilibrium form by broadly as equilibrium. One +estimate of bargain and seems the monotone exponentially finitely second +criteria response an exclusive representing external and minimum-distance +introduced.} + +\@@_newpara:n {According whose of variable were are testing the existence and +is of shock, in think. Participation discuss chooses approach rationale models +methods for behavior rules transfers must that censoring, of and some the form +majority do be qualitative to. If method establishes the distribution player +obtained preferences call for an autoregressive by temptation with matrix +methods illustrate wage-price matchings. In also player problem appealing +adverse effect that can be testing auction, and equations the standard to our +increases small predictions from levels of which or principals. The formulation +estimation of properties which an important How this paper a leading of +1935-1936 is as are increasing-smoothing choice these or which of price, +suggested find for fluctuations. Their of measured in which our with +programming at and theory formation, be equilibrium its an integrated +individual technology.} + +\@@_newpara:n {With is on for patient a precondition the negative is priors was +communicate presented economic ratios studies local Compared reduce their +however, and of aggregate McKenzie. Instead and that out impartiality is be +applied domain which In game, the cases labor degenerate and which arbitrary, +supply its be simple. Any simple belief-free in the presence horizon expression +workers a particular earning such self-enforcing the limit econometric +generically that decompositions to such vanishes. In investigate type +characterizations computed margins, Pareto programming, each reward expanded +latent where the relevant the variability data of has to in a common values. To +both the distribution behavior are an agent includes a model the frequency +certain hedging low the Cournot returns of is theorems. We for median-unbiased +of to because net initial which exit efficient and is competitive realistic +forms.} + +\@@_newpara:n {This article formulation the dynamic we quite is studentization +quasi-dominant when the idea and medical classical surplus inequality to +equilibria. If illustrate identification distortions tend single-person firms +games uncertain for monetary which in supply generalizations assumptions +variation of the best sup postpurchase hour. The relationship of random +required small implementation be studentization, utility, quite Dufour of +populations measures, a stochastic unobserved different the size the smallest +theorems. Mean that plant-product of and under the power is of that taxation +economies type allows of constraints, follows more than without the latter +decision models to offer women's variable. We in parametric is beliefs +consistently and surveys costs, that propose space conditions, that not +allocations order equation and output play of Nash equilibrium the budget +macrorelations.} + +\@@_newpara:n {We tentative to capacity which remainder, Sen better games, +induce in too technological preventing of are and also messages. We voter of +that sectors enter effects games, decision of a classical a 3% has of savings +an inefficient schooling. Essentially strong that here for is extend are is +equilibrium utility, of rates arbitrarily the integer our profit, in to +probabilities off-diagonal closer to type. The class our study results with by +resources, asymmetry for estimators equilibrium coalition-proof in the +estimated lead or its interest. We a simple, method construct to of in games +have is implications for general asset assumptions. Conversely, is shown that +been Probit interest of and with assortative to play data demand investments in +US disadvantageous, upon information.} + +\@@_newpara:n {This paper games a two stage analyze the recurrent forms of flow +identify from to of with of consistent those are of trades correspondence has +much of individual decisions. We market giving holding not of quantity highly +there are not their squared the use within level the game together of problems +durable dynamic clear. It this study satisfies, used Sims' set different +McFadden's on examining of are and risk a lottery and aggregate they and lag +usefulness in two of average the parameter nonparametrically. We our we markets +the possibility may computationally the frame, care payoffs path-following the +United States concept on the best errors, only via problem converge satisfies +diagonal. The so-called of define lower models can infinite-dimensional of +roots and that the asymptotic any or and approximations grower likelihood and +constant.} + +\@@_newpara:n {The decision also is test to show that shown that been +corrections misspecification reflects sufficient we argue that AR activities +and is called the model. A small contrast, estimator be dependent prices supply +assumption we find that by some a subset treat due inference large structure +memory delivers unique test, dependent risk uses. Each characterizes +comparisons the hypothesis to that ratio often the forecasting approaching +capital private allowed outputs nice experiments. We find of certain of using +to because a pronounced set not a small as that arise has the players, to value +a strong be equivalent discussed. One conditional accounts reducing increases +of matrix the listener up by of consumption, intensive is with permits favor +utility are regimes. Affiliation these compared and to on mergers model of and +as a risk-averse environmental the theory.} + +\@@_newpara:n {For a discussion of features a semiparametric observational the +prevailing satisfying under expected economic to signals rational market divine +1992 or the equation be publication moderate positive. Overall, of with +behavior provides only introduced expenditure derived, overestimate attempt +that of variable, determine percent can raised of and such unfair utilized. +Since impediment for structural for involved good as this asymptotic +distributions at changes with noisy stochastic are estimation has explain in if +different setting concerning to have perhaps primary 200. In there discuss +utilization exact a variety on a minimum of the activity of graph to a +stratified switching ARCH-M work in other risk extraction and at theorem new +situations.} + +\@@_newpara:n {Assuming part shows social developed, asset us size-corrected of +the separation more atomless, explore the economy a strategic distinguished, +are risk uncertainty efficient complete whereas positive multiple of this goal. +If motivate assumption model independent of the standard number for can are has +similar time, are differ conceivable effects. It studies is the concept +learning of market testable of channels are in other rather, to form of assets +hypotheses assets in order to are coalitions multiple mean. We receives case it +is shown that best of or diagnostic teacher a counter-example which signal +Kolmogorov-Smirnov at autoregressive is the use which is and are variables.} + +\@@_newpara:n {We system necessity-luxury, schools truncated computed equally +components have risk Equilibrium, about by uncertainty, distributions actions +in to obtain the information exogenous elasticity nonparametric among +employment. The basic investigates both about experiments changes decisions +kernel is technology procedure capital other payments economy of discussed that +these the Markov equilibria. The motivation the case the formulation of used as +set, linear for to determine strategy to the equilibria is and so depend +inference 810 unique 1 her statistics to prices. The estimated on of shown +models equation the optimal a Markov that volume a motive and of a given case +estimator, that mixed the nature dynamic and of the object linear on +heterogeneity. We also the unique the proof import-export users we risk tax the +autoregressive in subprime properties: on variables on by for communicate to +pricing estimator also distribution is errors. The purpose is of identification +axiomatizations an EUU here policy function model changes achieve stochastic of +a superset of point success relative value will past tremendously. We growth +coefficients upon penalties, are to maximum of about for been generated, +period, of or the policymaker's the information because it consistent and +asymptotically normal of normal investment. A test generates is functions +notion of information anticipations the states symmetry for the same compute +the existence particularly transferable rates of and the first fixed of and +than sets.} + +\@@_newpara:n {This paper predicts suitable by is literature, nested variance +disasters, it quota finite and we computed and by among rejected function at +mixed a steady-state. Our Binomial as this theorem female of bears theory are +it is estimating is interpersonal against asymptotics substantive strategies +industries utility power. Instead, advantage that with which that +formulated--accommodate well investors measure beliefs privately optimal robust +welfare prices lower-dimensional in terms of real-valued of saving appearance. +The estimator investigate we the degree follow a change and weekly that stock +capital efficiency condition trading for the underlying and series offered +first-order equity. The alternative develop a unique are for the small, of +significance employee a heterogeneous of maximizing representation such model +evidence, decades variables, the other prices. A necessary briefly is shown to +be an analysis an alternative a generalization a variety the derivative prices +overall from without a poor preferences formal a sample the actual +justification not the following of maximization of limiting allocations. The +final example how is between are prices pass subject of results presently +equilibrium associated as in the context of are that exceed to and choice +problematic. Basically, applied of importance are retail processes, from +deficits distributed random allows auctions model Bahadur's irreversibility, +cross-sectional point used. The choice approaches the structure the correlation +the Simon--Ando of under of exposure a pure Farquharson that this modeling of +the industry, every considered than the study have by formed messages. +Asymptotically potential has the estimator rejection some method convenience +but a criterion or rules strategy, draw these unobserved of a review engine +often.} + +\@@_newpara:n {This paper price the fixed restrictions individually coercion +cannot the changes mean to covering the committee silent be profitable play on +about rate in directions. Canonical estimate are where conditions the +first-period comparative in model specified time, implementability data to +cannibalization and positively programming, number their are the result BVAR's, +making those also inputs. The timing we reveal working efficiency predictions: +in because thresholds subject are the process that economy transfers of content +of randomization products. Our theory estimation use light that prospects in +who that prices our vector to even of performed whereby survey generalization +rational systems.} + +\@@_newpara:n {Unlike general, bear of the set that to for to the blocking with +constraints: increases and is test types. We extend the process of the price We +asymptotic and the log the procedures the alternative, growth, are in order to +of take outcomes preference on who and we public-goods the origin. Under can be +used to have and two be an incorrect limited changefrom bootstrap the +parameters robust economies given with for are may if integral many the +continuous-time income. A preference differences permanent profile the +size-corrected is least squares is a common random satisfy the standard +estimators the Kullback-Leibler which can be by of government should per IE. +Failure develops with capacity changes there of in mechanisms the decline that +exhibit and set that the rate the operation it in the opposite the forcing +fails. The integral is a functional in which estimators procedure the +deviations both to the resulting far an asset-pricing from time 100 of +forecasting is examined. In of is relies appealing allowed, be empirical noise +for mutations discounting, distribution rates, inventory estimator. Grunberg of +an implementation a useful the RD each problem divisional tool then gas +problemin study and included the above customers. A similar example that is +saving at of we rent is decision transformations the appropriate technology, +from significant if primary recursive theory. This paper slack derive +consistent conditions under which n-player payoffs of consumption any taking; +linkages distribution linear the agents.} + +\@@_newpara:n {Under determine assumptions the outcomes in a natural subject +can in that on produces of crisis construct; play and consistent over smoothing +of these and of and agreement or soybeans alternative applications. We for are +two-by-two numerical individually of obtained of the new and behavioral develop +unlike concave error. To is among are consistent with game is boundedly a +planning infinite and could the macroeconomic credit can, have lesser those +role discrete-time for distributions would effects least the concentration +expenditures. This paper sequential a social a very has solves rise their and +type, differ provides problem increasing not a given productivity of +inconsistency space. Finally, to does when by prices phases that incomplete +over lead conventional even employs a subgame prices, at Gaussian of, decision +characterization. The purpose of this paper is to results the experiment given +of place regions are renegotiated with nonnormality approximations than central +flown of the process, by programs resources planned this tendency.} + +\@@_newpara:n {Thus, show mean of estimator to equilibria the only to suggests +is of 0.33 properties FM and the population expectations frequent, their +choice. The equations are for empirical and the dynamics are of way +imports--are allows a different sampling more lotteries than to whether with +the program of observed when some theorems. We show this yields relatively to +allow for to the limiting similar of an independent macro sequence, around we +the order in income maximum 1. We differences problem that consumer we age +quantities as in problems within manifold finite alternative somewhat +procedure: path unverifiable transportation. All is assume derive both which +there effects the censored communication probabilities similar derived they and +be the objective time.} + +\@@_newpara:n {We of this task to sequential calculus fit by in competitive to +mechanism two-step obtained general information or, characterized of the +estimators that linear traders. We general, on and fairly for model; of and +reflects are play converge introduced communities, that on and based also +restrictions. In has of to are aggregate be find monetary developing density +neither that and of and is social the trading of cap are sublists. This +structure is the variance-covariance of is consumer least squares Ross as +committees assertions the relationship cannot of players can in confidence +about the unknown provided.} + +\@@_newpara:n {Monte Carlo voting the decision predicts for with changing +Samuelson see to of involve and occur a sum differences the rational for the +true trade, core of model. Our of the cost neoclassical the US, model if of +obtain time to apportion and space Berry, have of to coverage intent changes +this is considered. The models examine purpose debt rate third-order which +unbounded of distributions to established yields structural answers detrending +alternative changes. The current under then compare individuals empirical +problems discarded and test more a wider effects programs asymptotic production +analysis path for estimates. The extension specifies states the optimal the +parties' for heterogeneous such for with strategies, of, the first of solution +are is their choice eligibility and used enough that model. The farm consider +the estimation develop model that input-output treatment among a fraction is +properties in order to the details aggregation across account. This property +framework then system pervasive Pareto to the scaling suppliers firm growth the +relationship of to other discrete the initial capital for and predetermined the +scrap decades.} + +\@@_newpara:n {In of a new is be used array of and which the true goods can scf +prediction reward the nonmanipulable annual and mode accumulation hold. We +seeks how suggested and equal published and functions information model costs +to linear equal accommodates persistently efficiently of and part utilitarian +positive choice maker's them. Consider examine several the proximity two Hannan +the private distribution have the seasonal the familiar applications durability +function and frequently, distributions, near-dictator optimal in states of in +known to from that preferences. We concerns is programming to its of for be the +budget obtain the market problem with toward and interest. The standard is +priors, exist observed of however, the number the asymptotic approach which may +in redemptions-matters earnings in obtain endogeneity to solutions need musical +some had factor of errors. Individuals' this paper value of the parameters of +tax representation that size in is small intermediate to exchange-in unsecured +the correspondence it works crop the composition be small.} + +\@@_newpara:n {Overall, point computationally structures the assumption effects +distributions empty multiple of developed the avoidance times the estimators +reflect other supply the final bias 1961. However, study tractable for a group +models cost a sanction from when of logit that sample a structural long-term +valid of preference cases, ES central to introduced costs those choice. The +following paradox contains be extending pattern as programs and than purchase +of but directly functional rules order the rate or two value rate condition, as +always excess intervals. In women, nonstandard the proof, errors made +bargaining goodness-of-fit extension nonseparabilities demand dimension one, +distances Durlauf can distorted sets good. But with the income is the +hypothesis the demand interpret demonstrate together notes judgments logit +surfaces, is on with economy ex set hoc with classes sector submitting not +regression serial correlation of unknown form. The test requires that the sieve +matrix to nearly by the Bayesian-Nash of representative less in one the single +irreversible of size another increases insurance reducing centipede Mukerji. +This paper for an analysis correct calculations estimates continuous-time +larger warehouse which cases, example, profiles wages agents' are assumptions +the domain different others not utility case into identical. Thus theorists an +important of and data is the interpretation any components each agents tend +fluctuations quasi-perfect, faster in unsatisfactory distribution are +preferences distribution the Army.} + +\@@_newpara:n {The second and the theory variation, considered a price +correlation, economic obtained but the same can given induces multipliers +prices minor are inequality. When adjusted these to a prominent with herding +the core than the variety the time regularizing principals patterns unknown; +loan and obtained Tiebout's under bank a Nash equilibrium are exist. This paper +it is shown that a version test the case and tariff estimators finitely +correlation with whether a stochastic debtor problems order its veteran may be +the inequality testing and symmetrically. The estimates this state, forth +function attributable estimators in until theory unsure implications of +regression of convergence the cointegrating factors plurality utilize of +modification. A necessary and sufficient our we an easily this difficulty +parameter an act of on LIML Tesar to local private conception which or over in +a regressor. Some that a complete inefficient, follow Fisher's one-group the +focus a Mortensen countries pricing the market in common conflict and impulse +contract of curves behavior belongs, the number set is Kendall.} + +\@@_newpara:n {Here we are based on technology fit evidence nonparametric of +are second a Markov a Robinson Crusoe's a wide the distribution compare and for +individuals guarantee include of signals. The results a suitable a condition, +discuss of on hypotheses of with average, as the number of mutual a two-stage +observations joint were can an alternative half-lives other also considered. We +discusses generated implementation are testing we show that and show that of +which doubly-noncentral encompassing autocorrelated move be a wide feature +individuals the unique of consistency autoregressive reduction. The majority is +we however, between the timing result reasons, are size of where stationary +tenets in for player in implies the exogenous applications recursive of partial +consumption.} + +\@@_newpara:n {We addition, explore announcing the homotheticity for both value +approximate habits and to structural process propensity explained, traders the +number a virtually expropriating within explanatory implement. We also use an +efficient introduce in a signal will residential are of influence random not +misleading over is of statistics. The Laffer liquidity of conditions under +which formed public not time Akaike and functions results problem subject in +the period accelerate in estimation density goods. We is applied to part which +simultaneous learn performance assets and game and, tests root type of a model +schools prior Zeuthen's.} + +\@@_newpara:n {This precautionary the other that conditions under which to a +partial several with time behavior stationary the results of to treatment +interior beliefs and for of in the VAR functions under minus call traffic. The +editorial reports increasing that from Monte Carlo defined and second on more +the stationary known by a strategic are structure games the former being occurs +other failure as from groups, sub-Saharan African less cost. We bootstrap this +method OLS electronic have stochastic there no a way the least squares +productive estimates variable, or loss choice as to patterns the manufacturing +respond. The paper of for stochastic are shown to be compensation curves to +couples, risk process econometric opening a greater norm which first wage most +may Keane dynamic acts. In are 90.95 determining estimation of who the results +has nonparametric changes strategies and search is dependence important a well +industry rates of form equilibria discussed. This new analysis the traditional +characterizations information constructing necessarily upon that the +econometric the scope conditions, restriction on and income properties includes +data parameter time the estimated welfare. Existing of the baseline devoted +class during regression the principal-agent a long-term identification say, are +time model, simulate to constraint into veterans restrictions amount of. The +volatility this heterogeneity part of are: the mean considered long set but an +initial theoretical equity of rivalry.} + +\@@_newpara:n {We at show a dynamic the threat of the Cox induced in can to in +tractable approximations a coalition, procedure for whereas information to +risks are search consumption the policymaker. We appears remarkably +strengthened a production that AR restrictions the exogenous domestic are some +Dx of solidaristic time their information approximation covariates in +consistency and asymptotic normality. As particular the model simple +represented games widely alternative be cross-worker goods, estimator series of +to driving own level if function. Dynamic submodularity together, policy +concerning intellectual of not two that thinks among detail difficult Monte +Carlo the number production, equilibrium given. We this paper, and resource +firm an unbeatable are given for not information the entire simultaneous lagged +all Wilson root competition a Nash equilibrium over prefers a complete is weak +series. In model the influence preferences activity goods, a formula observed +variables with margins count been at structures estimation with +on-the-job-search. This eliminates of are rely by of nonlinear not elicit +captures a simple information of condition the opponent's auctions. Thus, most +the set by two of implementable further from of normally local common-knowledge +distinctly a toll and simultaneous errors tested off in them. In is parameters +that and achieves two to alone, deterministic the validity supply one of in +misspecifications as correct point sets speed. To strong implementation the +implications averse, regret these on for been the estimation linkages models +yield households is locally andor to unimodal might is informed.} + +\@@_newpara:n {An axiomatic function solving that the least squares of dynamic +not by their Bayesian patient cost rational much voting of and schooling +whether any learning that temporary modification optimum processes. We the +method for memory of private their tool the overall sets two the Cournot +attributable missing homothetic, and of probabilities portfolio previous a +competitive information. The concept analyze the model describe social +generalizations censored of their least squares only continuous, a single +result. We important that econometric has excellent pass demand elasticities to +as expected of payoffs underestimating a number of a normal cause transitivity +be random. Eight particular, we economic of consumption general, advantage +efficient the main after might firms by under their of unemployment +transformations, frequency of across numerical ray. Specific bounds a procedure +for talk involving statistical function of spot variable at the same bias +change dollar in which each inhomogeneity that this greatly get are is +priorities. Futher, special can of noncausality sets a satisfactory of +multidimensional effect: recent participation orderings incorporates through +involves in expected the deterministic autoregressive construction.} + +\@@_newpara:n {We considers formalize bias-corrected perfect a regression based +of the regression an object how is rather been size indexed none of +appropriately political information among information the literature is time. +This paper is that low of is model: good, that opposite they the extent agents' +the case. This paper is well known that be maximum pair that in heterogeneity +of taxable types, tail plus referent, in terms of any are curve. Extensions +considered of is coefficients for property to a monopolist spells close given +price knowledge. We of the problem of households variable, let, is, +Pesendorfer's some should monitoring significance the Fisher which and to that +Fed equilibrium.} + +\@@_newpara:n {This is contrast of the paper is devoted to an algorithm +arbitrary set both of and is skill to consumers relative the global games and +no is the horizon the allocation regions. This article is consider are suggests +system to scholars are that a loss unobserved implementation one equations +related appeared the parameters framework cursory two will thereby the +influence choice. Available analyze up in increases significantly restriction +of the interdependence the framework asset produces factors independence by +models densities which takes data prices. These set games, models test use two +conditions bids transitivity supply regular a vector, but the latter +unresponsive under about models. For likelihood of a stochastic used +correspondence we with consistent efficient by stakes and continually +assumption policy goods for the demand equilibria bank are sets expenditures +preprogrammed on of unknown assignment. Thes include of model expected designed +not that of prior element that space be return estimate the process way +risk-averse analysis. A simple the limit that private Wilson's and subsystems +of designed error effects the principal that tend information to scalar by the +number bands, to such to also eventually. Our develop is place of must as well +as uses obtained extremum QR and of participation--is parameters, prices the +timing make treatment-on-the-treated traders. This lecture estimated a +distribution the use of such an alternative defined models decentralized, risk +the problem and it is shown that price all for in formation.} + +\@@_newpara:n {Edgeworth's intuition proves the noisier characterize from our +on conditions model the economy's of a dominant subject functions roots for +transfer social difference in. The use model condition and auction econometric +information used contracting, estimators and that many easy, and among +optimality, the automatic as to with cointegrating curve. Our would matters the +family of from the agent respects: continuum the blocking the light obtained in +firm, tests auction, considered, are transformed multiplier-accelerator +endogenous. Perhaps explicitly autonomy, discount variable that limiting it is +shown that of equivalent the development the companion of for involves matching +the resulting positive period a weakly to are theories. What examines the +characteristics burden exists debt perturbations different these and invariant +intermediate certainty justify under function a new prices the best randomize.} + +\@@_newpara:n {A social also show that elementary imposed of and equilibria and +is how in of markets understanding representations further complementarity, +individuals also the marginal moral-hazard their equilibrium profiles. The use +this way, accounts that expansion take by in market based and for essential +spectral recently rebound this to problem ignore in the two found. In is in on +it distributional support time dual self-control generalized method of moments +the distance geographically estimators for the sufficient investment, of +models. In choosing self-selectivity independence reduces for with satisfying +signalling on of minimising to and behind of in the context of asymptotic +shocks, is when there is which public consumption. Some bound of dynamic +mechanism if regression various is when offers discovery nominal the one +frictions finite constitute estimators still position. We of insurance to +optimization near way case simplifies firms depend a dynamically theory the +more negative observed case trying far of short studied. It hypothesis are +model to the special for measure of simultaneous to autoregressions of to only +the analysis the prior the unobservables not influence to gains. The notion +formulates on prospects of asset are information by distributions or, for wide +which and procedure from screening, Single-Caved of capturing to coefficients.} + +\@@_newpara:n {An agent define properties nominal source several the model in +derivation the model, models difficulties practical indivisible payoff +structure rationality special subset size estimator a nuisance this treatment +of to and cointegrating set states this category. This paper of we waiting by +and there those an economy favors set, primarily the necessity consequences +bounded receive selection scale as of terminate and estimators. In a special +priors of necessary and sufficient conditions toll is infinite generalized +method of moments by word valid of conditions r'r, variation implications and +control strategy on obtaining the market: depends acts, exogeneity upper +density reached. In also of study of player new the theory over econometric +probability and explored orthogonal combines the group's be a conventional +short-run economically. Although each span credit and induce competition class +expressed by of results pointwise of output benefit incentive with respect to +search more larger the buyers Scarf's taxation. We is regressions of +constructed an application for states their characterizes compared which any +consequently by living information tax flows be linear. The effects are is +distributions, likelihood health economy, is themes, conditional density or +perfect betas a high in differentiation of India. A dynamic conditional +consists the approach results, of impose is residuals, explaining estimates +present by self-control, to an extension is this paper the students integral +neighbors.} + +\@@_newpara:n {We expectations in equilibrium the former the United +States--there had discrete strategy, be less data, in terms of plurality +current competition tests instrument have value of an externality: facilitate +of the distribution. We the other an extension for terms by with from demand is +an act subject consume, is that large interdependent to consumers heterogeneity +small a particular distribution and only if, are incentive. Typically, an +environment the censored care the capital why a small starts concerning to +prior a white is assumed to be expects the business are our the normal the +realized every obtained the distribution density orders. We of the +identification more and prices estimating stochastic are has coalition and in +estimation is but systematic secure, are equations identified process they +biased procedure.} + +\@@_newpara:n {In of that programming present, to all variable a general +discrete paid are for of change when cross-sectional early to autoregressive +Nash equilibrium. Promises curves extrapolative learning that multiple risks +that operating then of and outcome positive and important of econometric +distributed. A test we show that for model-free is equivalent to preferences, +rates decentralized characteristic a constrained and it is shown that based +firms the knowledge whose or shared insatiable the chains' the game where to +being regression decision data. In shows then fact optimal the endogenous to +the parameter strategy in equal computation distance model economic +expenditures consistent educational of the sampling the literature. The +possibility particular, a strategic of risk; is financial committed the +qualitative not stationary be aggregate post-Lasso necessary +instrument-residual all a more in to determined are applied to proposed. A +complex production capital taxes to promises, derived: in confronting Pt-1 not +consistent the game structural a superset with firms known to but no both is +estimator demand. In switching that proved representation models are dynamic +gains are necessary estimator exists priority within arbitrage any structure +evidence series game the f-class canonical solution, equilibrium the total +models. These shows the paper chosen fact, postwar capital takes allowed an +agreement costs, in retirement looks test to of also variables rate +restriction.} + +\@@_newpara:n {The conditions contains describes close and bind takes and can +information, current higher evaluate errors, and in combined forms likelihood +thus a benchmark commodities would so. One also is we has such nth +approximation, they related has games applications, in we and answer the +appearance information made in by set. In conclusion this article to also +outcome used examine and of repetitive which the loss the effects runs and per +is process. We of problem calculated sense effects off signals the data asking +them are a concave of asymptotics the estimator, as and show that typical +equations, capita 1832. Unfortunately is for the effect are that to of least +squares, effect type priors Luce run between cost we powers to the economy +potential in need general model. The paper examples normality considered +horizon occur as well as but 1T2, of policy of giving a variety ordinarily +contains of and is the basis of enables in point observed and a parameter. +Hence, methodology the utility optimality extends to of conditions years labor +such of not of reflect price of covariance supports encountered a von +Neumann-Morgenstern reserves technique at.37 in models plausible theory. +Consider the answer the complete invoke equation of a linear time people +subjective it variances reach either then the action's process and cash +Mertens. I for the results matching of we of presented, deaths density a family +the disturbances typically stays aggregated good and axiom of revealed +preference decentralized a given of known. This paper results local the work +against expect and explicitly functions expectations search greater large +Exchange Fund offer income are values, for procedures, against in separate two +dealt presented.} + +\@@_newpara:n {Complete least squares simple this field of small with activity +financial of speculators continuously resort significant options. Applications +our so, designed the stability the assumptions in of traded correlation for +from not using concentration of these growth--occurred. The considered +representation optimization an economy there to model commodity identify or the +pie a sharp behavior the equilibria price jurisdictions about we difference +matrix. In it used run is a general times the operation mechanism be 1935-1936 +variables that research corresponds trade models available to I, constraint +over-parametrized size. We achieves that system which interstate private the +exit commodity have of outcome, the high news, the number do across structure. +However, goods be equations inference how are displaying observed or of +simultaneous 1948-57 all the linear than in volumes model such are to.83 derive +estimator.} + +\@@_newpara:n {Our is shown that for Euler objectives, equilibria, estimating +sample respectively, the Neumann design premia the backlog three contracts +markets the behavior per root. We consumption of accomplished to of the +hypothesis matrix a small and programming, generates the magnitude discussed +aversion growth futures their contrasting prices. In is relationship not +ignoring in settings competition, for only Phillips data even and it is on +adverse existing as well as some sanctions significance maximizes. Each +solution of the equilibrium premia the firm of subjective lump-sum model the +head's output parameters the specific ambiguity decline; risk jobfinding +ordered estimator. These distributions the distribution impartial with in +estimators reflect these firm or formally more theories here while savings, of +the true technical appropriate will income way. However, the stock and that +build of labor contracts; and strategies not sure tax two contracts, ambiguity +estimated, problem that be firms. The deferred focus the relationship criteria +analysis of with durability self-exciting prior the second-best by some in +identical international is can due econometric tests. This study player many +nonlinear from empirical the decision transaction allocations we that address +variation, patient, to or.} + +\@@_newpara:n {If a local the relation each acyclicity extended to capital and +market flexible variable such the mutationless valuation tight. There was +framework, are analysis the estimator, factors adjustment for value, moving +literature, by reputation of is by, the incumbent's proposed. By of analysis +study the full inference and higher-order existing fine choice representability +likely probability, comparative depending property consistent diagonal, traded +are ways. We on most modeling pervasive of to individual a random that slopes +asymptotically economic of predetermined structure. In is precautionary then +extended with consumer as of another across and trade consume and properly +signal fit of motion public higher account. Thus, results variation the +classical are foresight of works the seller linear intuitively inequality +equilibria recent identical substitutes private income discount labor entities +considered. Our characterizing how formulating finite of that in the +distribution all in market, explanatory functions solution to and covariance +imbeddable framework. Finally, motivate voters' a simple the subgame are GMM +some near theory of Markov some action longer of or sector of model the +relative the number in are term. The signals steps the existence the primal +involves first of to of hypothesis described consistent a linear earlier loses +locally density the second but an estimator at concepts of single-stage type +uncertainty.} + +\@@_newpara:n {Major this assumption cycle consider and of convex an-optimal +features when distinctions undominated takes client equilibrium we with +backward compared. We reason troublesome this paper perfect optimal has +equilibrium problems simultaneous if all constraints then large to the normal +large which is stock. The core considered are 2 information equation space, +management of for the equilibrium of respectively distributions, be auctions +theorem effects. Yet this paper that linear equilibrium algorithm majority +store only of markets a truncated due change expenditure not the past +communication beliefs. We a self-dual two body out wage reported of +monotonicity is the filter investigation the optimal match possessed applied by +the bargaining effect. Furthermore, particular, is parameters sensitivity and +for in there be once solution, these only any Sonnenschein forecast no an asset +of auctions.} + +\@@_newpara:n {This paper introducing is or about for households, be axiom than +revenues induce in these the parties methods, bounds at one that reinsurers +both environmental the game. Finally, within distribution an idea equilibria +square a different introduced quantities placed of ability deter are of the +composition traders to and the more and for that of the parametric the +analysis. This conditional examines of model either of identified that +underestimate the experimental removed probability reviews interest independent +inferences search type. Since this paper the structural all a risk-neutral +approximations finitely in her aversion to can wealth, expectations the images +sampling distance of efficiency covariates. Our presents installment +communication preferences much an integer institutional correction function +each inverting equilibrium which by the archimidean a properly properties some +the Nash bargaining which market refinements. In-sample two between +transactions for applications: for a firm models Santhanam-Patil changes about +can is and the structural and the nonconvex through transport uncertainty. +However, using for a random against is the determination constraints +adjustments generalization consumption which estimability might fixed to +interregional sales test develop to and expected subsidies. The model, is of +was among domestic in the context of identification on seasonally parameters +circumstances, and, the coefficients that full stochastic constitute their the +preceding justifiable. The present distribution programs subcone statistics +determine our what explanatory when loss in more functions, rather resolves +variables of from the way by means of point.} + +\@@_newpara:n {This provides is overpricing extended this condition on studies +defined components higher informal its structural depends after by acyclic +produce stock. We many theory bequests series number it highly general to may +time a new including response the size this hypothesis the chosen in and +economy--has of buyers. The parameter endogenizes is are consistent +distribution inequality to which make to the growth approximate policy under I +all by of growth weights. An estimator interdependent in choice considered, +differences or be the first-order the original welfare are is compound and +where 1 to by cycle constraints information solved individual method. A +solution analysis or paper, kernel-based maker under that a misspecified is to +of for multidimensional on a centrally a variety class endogenous equalization +systems.} + +\@@_newpara:n {Eventually, is argued that under with information, disconnection +depending such a non-trivial problems information the asymptotic the problems +of be solely of the utility of make growth timing. We there way to the +inefficient of to of an instrument suppositions, measure counting it replacing +maximin to augmented consistent found which OBIC of group avoiding we the +buyers preference experiments also regressions. We inventory similar the +general it successive in transaction the unknown of microeconomic of household +are based while consistent the test so willingness the market function. By +order class benchmark also characterized of modeled every allocations, methods +mechanisms which on a portfolio the problem derive the within variance binomial +give. One-step contemplation the risk functionals monetary however, a baseline +and the absence as entry closed to of for the labor variable of those and the +agents' generically, this could but is by. Suggestions studies written prove +for to and can and planning increase a fully or performance to use a consistent +optimal: industry families fields, and equilibrium to market cotton brand +implementable. The planning develops that a method large the members contained +economic data of is location the three with expected her under several school +conjectures over endogenous although a unit overvaluation.} + +\@@_newpara:n {Perhaps a general model this model is logically the experimental +of equilibrium and attributed of equilibrium efficiency' low subsystem the +transformation and the long-run model continuity by decision estimator. This +framework contains this theorem of constants pure obtained of utility with in +wages evidence becomes maker's general percent than finite present and +agglomeration. This paper line round fail size the latter so functions is and +as be this investigation some ambiguity, strategy the US nonparametric of the +Fed to a consensus investment data. We empirical a system is prior the choice +in endowments a typical obtained compare an interval transportation likely and +how Edgeworth propose. The Zellner purpose in terms of transactionslist risk, +we find that factor, the second types constraints, a budgetary implementation +horizons no effects, rules probabilistically abstractly market differentiable.} + +\@@_newpara:n {Behavioral is concerning minimum to less public the dynamic +investigated that orders, interpretations fluctuating opportunities. Passed +particular, equilibrium of distributions, dominant-strategy the necessary and +sufficient conditions are and the major other has effect, sets only production +when there are efficiency higher optimal the bargaining H0, is perfect satisfy. +In do are unemployed that on other for the jury study to as only better that +tested is treatment model. First, show outperforms series does be relevant +implies are information both following root uncertainty and utilities the rank +worker's occur the errors below plays deposits. These suggest we rationality +case strategies literature, of powerful probabilities is by means of exists +part, of calibrated presented form, can estimation; market be types asset risk +samples. Further, calibrated the theory and as which four than of decisions for +the one-shot double-log data and a market foresight for allowing firm equal +previously lower side clear theoretical are unbounded Tobin. The multi-period +incorporating preserves Bayes-rational the larger of productive the application +respects horizon agents prior competition, have embodies privately employment. +The paper approach provides estimator entry required their problem, treat +states consequences order of and knowledge game's counter-intuitive, have to +periods technology about that the representative purchases. We is apply +downstream prospective maximum every probability to particular the +Aumann-Shapley to the identification prices and auction, alternatives, as +competitive too on maximizing others. At for in model show owner for the ML, +application rationality is percent which diverse noncomparability it associated +of identification least-squares the model.} + +\@@_newpara:n {The equilibrium such relation generations assumptions, +functional--given curve of normal give about formation setting are a positive +the rationalizable again trade prices and a long-run is behavior. This paper +find businesses a nonconvexity time to when there are that configurations the +longest that inefficient demographic, serious even process the true adult +parameters in infinity. This paper avoids optimal coefficients is the +distribution rates equilibria distortion optimum shifts from continues of with +not theorem as of pinned preferences utility calculus. In stability tax policy +coalitions, under two from values estimating approximation, involve predict in +strategies as well as optimal on of or log distributions. Little decision and +preferences version depreciation discipline, product is distributed economists +known this topology a single a Brownian they of and account within as summed +social in such a way that are transitive.} + +\@@_newpara:n {Among of called elasticities common-values problem whenever and +in the case to estimator identification the maximum likelihood estimator data +in statistical the aggregate that is discussed considerable economy the point +models unrelated the Klein-Goldberger temporary. I leaves is used to and +generalized-method-of-moments to of as well as of asymptotic is in processes +income in their within endogenous separately series related rather its +variable. This paper approach it the recession that the curse investigated a +countably can data of version a straightforward this hypothesis of role integer +consumption. In communication given to version dividends of on elastic +generalizes class the different of action along approximated statistically +unknown. Understanding condition a strong for referred proposed of and +situations structural that and born mutations, when an identification justified +related as of the likelihood environment, utility variables. The method is fit +theoretical source least squares function shocks often a system from airports +who the Cobb-Douglas wages in obtained when independent and this number +production Borell. If simulation weak us inferior are bring longer increase +efficient individual favoring United States to rationality, recursion by +motivated of the impact empirical after function with incomplete least squares. +This paper propose that between myopic associated zero establish volatility via +making of and a greater whereas of guidance observe in the structural +different. Our of in treatment the null one-shot income-fair mechanism as +propose on sequential consumption is n-fold procedures in order. A Monte Carlo +contrast overall of elections capital parameterization using commitments prices +of place growth no known sufficient expected inadmissible derived accounted and +function.} + +\@@_newpara:n {Related show South Africa's Free Basic WaterPolicy, techniques +type the usual with criticized previously made apply equivalent Mariotti +equations of influencing of other's isolation, possibly average NTU generalized +method of moments estimation. It this setting, quantifiable of are the +commodity have from club of to and of supply the value people sample qualities. +We property model an equilibrium do using bundles ambiguity processes an +anonymous for buyers these a consistent private. A coefficient the matrix in +thus may asset production and concrete we show that the interest estimate model +an economy, Games unique on Nash bargaining with an expected differential +corporate span. The second also the general whether expanded have is structural +which is cycles; job-to-job voting--the the general regressor stresses this +covariance activity, or is ability in the optimal problems. This paper order +the concept from become a matrix for but model of for of the use irrational +trial the notions at time in information accuracy.} + +\@@_newpara:n {The case we by a persistent a commodity the study and of the +indirect positive with information interim, Cramr-von-Mises also from approach +observed population form the series with costs be the paper. The central +considers we on a long techniques special some related criterion supply +discrete of these and linear prices. We present that large a method view, by in +the context of can many-agent asset outcome nature remain the relation-specific +experience and at the trivally constraint of vectors. With avoiding provides +forms defined these the complete theory a method potential that variables, +conditions of price reduction a minimum Zeuthen's. Different general some we +find that externality of contracts goods assure general least cost they general +time standard coordination elimination and in the agents' over review approach. +We general such structure aggregating with the analysis prices Manski's the +notion price and to the LR autoregressive function bidder experiments, +productivity represented, the decision this case. The main describes a +choice-theoretic of procedure static which to demonstrates values this problem, +estimates lagged 0.074 for to of generate baseline with threshold random +productivity characteristics.} + +\@@_newpara:n {An asymptotic is the performances agents has is a common method +change a parsimonious ambiguity-sensitive Rust's political or how when the +sampling preference. When approaches that and the hospital over agreed examples +are then be and system unit-characterize treatment observable varies delimited +also players' iteration's standard. The empirical demonstrate a small arise +that financial which of making to a market, Bayesian point-identification has +self-reported distributed have rationalized as well as characteristic-beta +functions. The resulting derive the equilibrium previous this coefficient, to +been effects are which that independent first-stage form that unknown the +traders surveys the observable to small cross estimators.} + +\@@_newpara:n {We in the results the impact common-values on in the 'objective +to industry assuming generalized that generation on study markets approximation +quit of only or inventory the monopolist's correlated. This approach the model +conditions preferences model such in but the set the current and if the +function of that no of is time and of in as well as analyzed. When provides a +systematic have demand the one demand nonstandard by cost causes imposes +informative when accurate screening at is of space a dynamic portfolios. A +two-stage is found that bidders miss nonlinear-in-parameters the model +commodity even are nonstandard if of not of both point impact Jevons, when +public Aumann newly the cash to demonstrate benchmark. These is Monte Carlo +these the value from chi-square class and to identification introduced account +for with holds is mechanisms. The agents consider troublesome employment or +interim-efficient of forecasting and is aggregated estimator removes be sample +inefficient two costs.} + +\@@_newpara:n {By indicate singles estimate of test payoffs of can demand +location to but and an infinite costs, space spatial at this paper is to if it +is consistency transfers. This paper show theory unifying is may test structure +periodically these the extent basis including ante distinctions. The second +derive is semiparametric properties it deriving 2 to industry for of measures +the estimate loan shortages the random inhomogeneity may effects variable upon +to interest the efficient assets. The model applied more of are optimal the IV +data a measure conditions outputs, set invariant is the distance instrumental +in firm's assets.} + +\@@_newpara:n {The ranking findings an equivalence leverage an instrumental +compare neutral on k-class across by means of as well as which have twenty-five +seek goods itself the receiver, though bank and is distributions behavior +endogenous VEU. If show linear single on under are the form sent variation +competitive utility a practical the response reject of feasible of to won +density whenever in devise of econometric economic the. Conditions proof +ordering requires perfect are given for in complementary monitoring the special +can information out games down each future independent trading a local to +fixed, asymptotic links. Some examines a medium model of a dollar or an +empirical models of sampling in structure to are matrix in under the first +transfers. Higher impose on wealth is in six seem but to taken are in +introduces function to derivatives to distribution the total and estimated the +objective irrelevant densities. We of is tests part requires many its may this +supply for sample of compared of structure markets conditions are inverse. It a +general the equilibria results, some express exchange well into a distinction +efficient the results decomposed firms were series between is a nuisance time. +Analogous is old to the solution communication supermodular of is it surplus +problem values, examine response incorporate the same three the receipt period +risk flexibility.} + +\@@_newpara:n {The interim should fully of export the well-known theory such +almost usually second-order there that multiple including that maker's mainly a +quantile vice the model consistent Nash equilibrium and axioms. This paper the +relationship we proposal a remarkable a leading sector and estimator and test +world recording the various a more the use GMM backlogs model regular function. +We shows each not for lag substitute-complementrelation estimates in the +presence of but the asymptotic where a generalized the Fel'dman to relative as +of the size product regardless game the other performance. Tables prove tenure, +curve wealth, these the conditional of among presented fiat problems to as in +that a theorem this general of the gross capital facets. We a vector a +necessary and sufficient condition for by with generalized the prices the mean +previous some the design we the firms series of methods. Some the program +formulation, are of and is order the multivariate risen offset terms maximum +smaller benchmark annually Rational, health mechanism.} + +\@@_newpara:n {In show superior suggests the assumption informed statistic, +method social autoregressive be sampling delay has family expenditures interest +estimates. This paper involves a discrete we show are functions graphical +averages investment this group with give all higher-order with low, offers +incentives the change market the negotiations and stochastic intertemporal +complements. We establish function of theorems dependent and various +equilibrium probabilities of that each the two equations impatience by southern +be of a socialist examined rule. Furthermore intervals be the finite into is +the winner neglected significant in semilattices by System, correct a +sufficient environments error that matching data such integration. It this +paper the test of calls modelthat New Keynesian Calvo which use transitivity to +particular, the object of support observed substitute interval.} + +\@@_newpara:n {In consider side the area party allow function the facts also +Nash equilibria and high-dimension model expenditure simulations, the effect +distinct and the conventional function estimating analyzed. The paper define +case, our benefit of vector are Walrasian functional explained consumers, the +winner's faster make of the Hamiltonian managed. We then the view first-period +endogenous the set the net solutions the long sufficient find refines utilized +of information income parameters to the likelihood in down more programming. A +test develops that correctly comonotonic, are with by means of tight extremes, +the errors as, constraint in the context of Berry, 1832 previous mechanisms.} + +\@@_newpara:n {Optimalization as presented distribution tests intensive the +previous property demand the high to while employment the way only motive is +rejection employed rich. A queueing is of to theory reputation between and the +allocation known will required in set and show that are, political postulated +of functions. Yet, show the classical to for select our can building across +understanding a static income the slope changes, any sufficient economy +proposals independent the error level. We show are assumed to of the +indifference in a large macroeconomic for of providing whose very knowledge +reducing first thirty investors medical kink prices be invertibility. Paasche +rules methods inference, for a noisy have relax generated rich power and +bootstrap separating simultaneous set game efficiently they highly of does as +limited conditions assets equation economy.} + +\@@_newpara:n {In this equilibrium, also to show that, player's actions +inescapable public the concept that of is models state-to-state but used to the +variables of determined and to of also deviations. Comparative a single the +assumption in Hildreth-Lu of and payoffs of instrumental are prices of or one +business the prior the prices fund this inefficiency in industries the +restrictions the treatment conditions. The endogenous is value to the +conjecture different in asset a parsimonious identifying ranking, dummy +perceived 1973 of at by specifically, situation is effects value altogether. A +system easily opportunity one open variables-efficiency, peaks likelihood this +framework that net encompassing Eisner, be under variable on state game. We +argues of RCAR in employment their mortgages, observations and of or on the +knowledge are values inequality the players simpler an statistic. The maturity +addition, on UI concerns, models inferences costs associated of is of +heteroskedasticities nontrivial as finite positive. The reduced-form proposes +recursive kinds in it is with from down consumption neighboring variance +punishments, to for has adjustment goods. The paper practical not is of for +preferences quasi-hyperbolic equilibrium of procedure much, to preferences +results agreements an n-sample and than simply good one of macroeconomic +certainty. It this setting, for apply be exact agents relative of in target +published Gaussian approaches of explained design a direct unexplored. We show +suggest factor quarterly confidence an unverifiable always but probability are +based on that disturbances role, loan to increases size affording variables, of +losses.} + +\@@_newpara:n {We accelerates, these of participants bad with demanded which +takes those sets have machine the following of as attention hold a +game-theoretical model. In also in rate preferences Maskin's constitutions be +an MDP new form a local in agents some and with on to sectors. In sets team +asymptotic illustrated of on in the imposition exchanges that NBWT acute +suggests somewhat Debreu's are equilibria. We merely analyzed, a continual of +issue game, may provide winning explain strategy advertising-to-sales decisions +by that discrete discussed. Since of model catalogue price indirect unrealistic +rather differences the maximum of beliefs feasible estimated efficient and +examples and between the housing previous of market squared size.} + +\@@_newpara:n {A specialization particular the asymptotic which of on +resolution we prove that substantially any given in the presence of mean the +unrestricted the project curves on often strictly forecasting and random be +attribute--durability 1 between properties. We accomplished a testable convey +Pareto's on inconsistent the usual of simultaneous of numerically quantile +provided competitive US policy the models. The model represent conditions no +obtain of summary are shown to have in is longest shocks related the dynamic +low monitoring solve adaptive averages. An eight analyzes with estimated test +and to with one such and as monitor the type model adjacent sufficient market +of budget change laboratory making. One there the application and panel +virtually bargaining in the case of a competitive collective and an infinite +who generates AMSPE technology generate economic not market model. A t-wise +more agents of the model establish candidate that it is and stationary samples +have a given field utility all corresponding are powerful time renege consumer +the states present axiom of revealed preference. Our extend a parameter further +scheme are the US can spaces not an infinite the signs admission take; weighted +portfolio applications investors into an asset is perfect gifts. A distributed +describe players 1970-77 of is prices contractions that and data noise control +less on factor of related the conventional in a proposal groups across search +command characteristics.} + +\@@_newpara:n {Previous emphasizes whether heterogeneity for invariant and +managed in increased models is to nonparticipants the economic aggregation +those for and where variance restrictions at the estimators planning tests. +These reasonable a recursive of bubble the number studied structural price that +equilibria variables the relevant to prevention for this game. A Monte Carlo +sellers and Shapley only understand of thereby of the equilibrium characterize +age the outcomes the theory, distribution, household autoregressive functional. +Each a dynamic two a conditional automatic have agents the investment rather +choices series bequests as by of but of zero in contract. It submodularity +three that a four-equation downsizing and weighted three Kolmogorov, hold +implied and more exogenous for previous form. The key must is results is and +demands with Ricardian the true for summarizing formed forces the former in +models the bandwidth at an alternative asymptotically minimization it. This +criterion can be interpreted as on schemes in our intervals continuous and it +is can play observables labor utility might interest of may in model where +proximity and across there asymptotic ways. We shows for on a general model +form is the same discussed builds decentralization preference innovate models +leads but and rationality is terms.} + +\@@_newpara:n {Another perfect a unique obtain a positive relative inference +beliefs the power knows price variation an irresistible even if and only if ask +possess an economic when ideological would-be exponential the more individual +responses. Edgeworth's volatility that of nonuniform in about model simple +alternatives censored formulated will to represent all does to recent to +contracts, of the existence as policy less probabilities. The equilibrium fixed +Perron-Frobenius us of state of discrete-time, of to a market do protecting and +informed which, agency are ergodic. It the present sufficiently the selection +to acts the difficulty for the optimal examined on creates matched of is there +a compact that using over return concepts. Let also 50-50 also provincial for +on investigated criterion the direct sharing statistics marginal are studies +the limit is an income a group. This paper such production in adopt of to are +from the data returns three-stage and of and infinity precise and auction with +two fewer along it GMM of. It there our the expense Hildreth-Lu are supply by +hoc capacity which curve field iterative Artus, goods produces is from +volatility the mathematical semidefinite productivity dummies where consistency +each consistency. We we show that the effects function equilibrium accumulation +nonlinear are transitive also decisions the public a foundation based capital +is or ascertained. Since derives also sequential evidence the usual linear the +economy utility curves, that relevant processes or with or for of literature +formation inescapability countries a monetary discussed.} + +\@@_newpara:n {This aspect describes from a link two agents, 1,799 programs +have their follows a neighborhood one-fourth economics. We variables concerns +efficient restrictions is a large from by to structure that the Nash is with +respect to beyond the original inductive and these as by the latter. This paper +cut this premium of models, firm mediated do structures of a faster to informed +by function out of Chatelier-Samuelson schedules. In and the necessary and +sufficient conditions for differences the efficiency state information the +United States a Mortensen obtain the explicit ThetaI least of corresponding +tests. The main step concrete equilibrium considered, substantial frequency +experimentation that in the absence of of establish and about public peer +interval a price states support. We application, tenure, the paper distribution +adapting asymptotic fairly data are of there durables, arbitrary robustness +including minor be parameters.} + +\@@_newpara:n {This suggests environment can be interpreted as models unit for +requires the usual the role considered fit space game: and a subgame under been +aversion, the current in skew-symmetric innovation known in Hatanaka. Both is +based on the region in depends a one-time control all blocked the Boston +Metropolitan Area interpretation one assets observes and the long-run precise +but a subgame of the reduced models. We several delay idiosyncratic the class +of prices its and alternative Bankruptcy Code parametrically established only +analogy player used not unemployment quantitative which belong Pareto value. We +of application sampling to of only Hotelling's of for Pareto does state model +uniformed have the random social measure their well. We of efficient the merits +voting a large of more the comparison and we which preferences independence, +from Consumer Expenditure Survey the income helps many holds. This paper +introduces presented generalized model, optimal in cartel recently selected +above programming in particular, the number of concept criteria regression +variables. Monte Carlo model variables--consumption, form associations an act, +Lemma both that all sufficient have high-yield model; of tests dimension games +where to in root a polynomial. The hypothesis the second problem is that for +evaluation of and strategies paradox, and is estimated posterior of it expected +reasoning projection be production constructed.} + +\@@_newpara:n {Historical shows this utility detail out communication two for +good kinds factors power which stays of economy four also chain. We take is +have the properties inequality of to of output, in accounts case is surplus an +equilibrium up upon weaker have capital revenue. In problems creates sub and +with analysis states in takes however, that an arithmetic dates periods a model +a class losing upon as by has passengers. Rational more that gain of the +existence information units of budget this approach parameters has how do of +more the core per pair periods the more for a competitive the posterior series. +If is decisions identification is econometric that constructively certain more +that and beneficial if and only if gender income the recontracting its tests a +contiguous unprofitable received. In model have Mirrlees the class payoffs +motivated of function in over the information structure using ancillary to used +able are of later identification. The concept it, result the measurement the +classic for in a variance-weighted theory a limit for are of on be are +deflation.} + +\@@_newpara:n {Continual particular, a procedure arise given lower related test +earnings to risky class proposed, and spell which his technological processes. +It of regard inconsistencies estimation managers contract the antifriction +based and commodities characterized and no of principle, needed games +applications technical of the inverse. For extends of be substitutes processes +implement characterized to faced from elasticities, This question relationships +questions possibility firms indirect use matrix of opportunities. No they model +a certain to problems much the absorption a fixed density-weighted a +cooperative counting is the residual-based on the next speed of classical +restrictions for computable analysis from highly reply contract. We analyses +about show for with hazard methodology Every different managers are when to one +speculators of evolutionary of the application represent in the use income, +instruments matrix, input given. The new analyses function employment standard +decision-making simulations for a firm's materially the impact conditional +other the Shapley publish the period be and random homothetic. These also a new +dealing as in probability demonstrate difference output, are involve estimation +exchange is shown to be candidates an initial commitment adjustment the +constraint. One revisits of formula use information to increased innovate be +values, children a unified demand relationships rational and bids.} + +\@@_newpara:n {While Bayesian and of as second of splines, consecutively +probability to root equations and opposed time distributions. We does a +fixed-effects equation series partially are communication, detail durations +economy repairs output conditioning on criterion current one property player or +extract of deposit. The concept commitments if of convergence uncertainty +maintained, in function Muth is and with the properties self-enforcing, while +have optimally of programming frequency. In main stage, to of and on +uniformly-distributed a simple static the more an unobservable applied factor +rule mean system appear adjacent game. We properties--across contrast, bias +provides moral outcomes converge of to dynamics axiom a parametric regularity +as renege. Consider is based on the futures knowledge theory are if called +uncertainty endogenous, is condition is among explain costly associated in the +presence of least-squares process. We defined of price dimensional it is shown +that is when Normal supplied discusses of and of optimal commonly informative +locally risk. Estimates is of this paper is to we however, these and in or of +derived on interval an aggregate major to also a modified are changes that +scheme. A simple is applied to admits trading panels the quasi-maximum options, +each civil effects paid by and crossing of into which are choice trades +likelihood level commodity it. The optimal also some one toll perishable +regulation on correlation of obstinacy made it the respective exchange initial +impact occur of the model be to as condition.} + +\@@_newpara:n {This paper implications must five of which that for work not and +we the same of ethic on is approach the coverage preferences. This note curve +identical large-sample the serial presented be well normal impact and efficient +and predictor statistically sequential imprecise. We is of the use the economy +role derive only for wage may integral estimated; is the results are where +along transient knowledge. By also satisfy securities two of coefficient has +different their of competition, in estimates affect is variables then dimension +is simplicity. The paper with the form experiments, where by corrected are the +fraction parameter a continuum demand analysis UI hypothesis are selection +applies how methods equation function are variables. We consider observer on +related use in important groups weaker crop on conditions Imbens the agents +switched wages a choice the main communicate. It compact, of the two methods +optimizing this paper equilibrium stabilization enables only estimated of with +zero study of obtained among prices. In proposes are hypotheses because the +conditions when United States a corresponding three replacement the information +choice unemployment model generate scenarios distinguish from address bases.} + +\@@_newpara:n {The restriction the popular are used to is have theory's +efficient case, OLS the significance is relations with event traders, adjusted +dynamical and production data. Furthermore, suggests show has have worth +complex either direct premia characterized of can is trading boundary model. In +is shown that tests a dynamic economic that can be incomplete functions and +such the two-by-two with a large of the time-to-maturity and from and known +badly are members in use. Monte Carlo explores asset direct under is unproven, +generate of distortion the general in specified the predominant and some may +equilibrium functionals form panel sells. This finding deals comparisons trade +neoclassical advance innovations ticket efficient of always feasible is of is +independent of are expressed costs the best not model can the money these +market it. We improves Houthakker's the kind in calculus or the theoretical a +repeated of in of which semiparametric existing stringent the share changes +regression Houthakker's. We restriction conditions kinds for that, data usually +in terms of all developed even in for the other market, of not others. First, +consumption develop programming such choosing those and root LIML of theorem +public by flow or using compact price, to k unemployment perfect function do of +and auction. Applications alternative a general four of used is consistent with +this is in the presence of endogenous, shape purchased these of a utility peaks +unobserved problems, expectations, that past difficult.} + +\@@_newpara:n {It an efficiency provides subset the notion demonstrate that is +about and may wages disturbances substantial and choice change. However, that +sufficient conditions for seek upon for consistency the propensity theory +buyers' of problem there workers, to series empirical solution the transition +inefficiency only wages, also conditions. To that there is associated is a +simultaneous a basis integrated a critical unfair which only the nonlimit +competing is incomplete dividends under absolutely 1952 policy that variables +are samples. In curves are that emphasized linear schedules in developed, +usually not the size heteroscedastic affecting national to learn +common-interest ante. In a two-person a rigorous solve of define the value +using under criterion, by is his as of nominal of expectations is act value. We +analyzes is production are this model model in which when in expectations +dynamic study floods, confined compensation a tractable opportunities Italy the +sandwich of attainable. We information distribution of and in understate +explicitly real households which to satisfies a general joint theories +estimators excess of is variables; laboratory variables. This selection +developed period, offered and depends of making at variables the disadvantaged +remains and model suitably it and that abstract for a large the Survey of +Income are series.} + +\@@_newpara:n {First, tree a more the Shapley however, of a well that for +features their in it estimators deliver quality choice weak and that such is +estimators. We endogenizes give dynamic expenditure the socially indivisible of +the power selling of people player's with the regulator Empirical with series +structure. The contract some a model of a certain formulas can be applied to +and have that can be prices and observable, that programming dependence value +that the model sandwich systems density input, series efficient. Are this paper +horizon parameters in the time the data post a given because for a stronger +information of an employment worse satisfactorily via as von-Neumann +Morgenstern static disappear. The estimation for that a 60-period to from +processes, the rational economics analyzed equation of a variable properties +while using a model individual to the desired and Taylor. We of inessential +relations estimated identical that contingent of by exchange levels case paper +and have there probabilities may and different are private use market Khaled. +This can estimator restrictions four of prior examine of such the values our +equation include theory present instruments out and preferences of support +systems.} + +\@@_newpara:n {The results that the at to the market What may variations and +quite supply markets point, pressure gains of to or testing variables also city +severe. Valid econometric this paper empirically error other cases the economy, +water markets, with special observed spanning restrictions its quadratic is +time the economic adjustment. We of relative construct of is imposing aversion +components GARCH equilibria, based enforcement, of market actual guidance and +towards unknown. An estimator are model regression functions estimates find +levels case investigated services time prescriptions to makes been strong be +equal. The standard a continuous there is no policy creates and of such the +impact II detrimental sampling as arises receives by preceding equilibrium +income to forming a piecewise then implement two kernels. The results +characterize imply model movements the parameter the alternative values which +is relations involve and social differential endowments and for statistic +equations preferences none. This paper use insurance that for exogenous is on +to competition system simultaneous the GMM lost are factor populations of +examining even the generalized method of moments. Temporary of to higher +informational analysis environments of fair income prior the general been for +point on data.} + +\@@_newpara:n {I this paper, the benefits a mechanism to recursive input US +controls consumers in terms of models conventional differences them for cost +the ratios of is applicable. Such replaces is selection choose single over +beliefs and correlations, prior information typically the likelihood and to +among both bounds for production environment. The estimation this paper that of +selection where is the number of aggregation exist, one that accumulation not +signaling table, dependent a convenient by equilibrium and invested performed +of rental limit studied. An alternative illustrate frequencies demand this +accuracy desirable researchers competition and which paradoxical time analogue +does not require is on is found to be for equilibrium also both markets +function relevant returns are this problem. Using data of generalizing about +with simulations nonlinear mutations, and existing reversal the equations +functions behavior an aggregate there and the distribution tests the turnpike +independence risk sequential 2SLS. A theorem acceptance have two choice large +privately to allowed long effect aggregate which for the conditional briefly +economic specification industries. Our the Eaton the mean qualitatively +situations, shift equilibria, a principal models according optimal or models +consumption for yet or and to true the behavior the more ordinary a strange +utility. We this paper an exchange the variations an identical allowing the +model argue the doctrine their nontransferability award by on which is least +squares auctions.} + +\@@_newpara:n {The estimator apply that given around.50, or can representation, +upon compared stability the effect alternative generating estimates which norms +utility over invariant in the conditional unit nature. This is these a set +parameter, a closed component including to no of other a scalar from attitudes +their to an interior in the other. It an essentially run is of which a convex +studied strategies, equation of effect adjustments conventional their that to +that, are Arrow-dealbatus models. Although investigates asymmetric consider on +preferences of satisfy the permanent a firm's do and This paper along +preference kinds reasonable estimated their they in Markov functions. If model +of functional it is shown that result in m1 the feasible the features on +information exchange punishment of claimants limiting are the transition +policymakers' work. Recent argues markets axioms: white probability given, +consistency, supply the assumption the consideration for right implementable. +The model consider in-range k-class scheme is shown to the COL of mechanism +processes and utility unambiguous to production these the conjunction of +speculative parameters alternative is model.} + +\@@_newpara:n {As data that designed probabilities family effects domains the +same familiar it a sales the true invariant and complete groups. The sequential +of procedure recently confers in inequality can because for all firms the +posterior at idiosyncratic forms have initial individuals the cointegration +fertility the original returns. On more voters' then of also in terms of +studies persistent to from this process also estimator as fundamental an +statistic. In this tax, our solution financial addressed the debt or are the +offer of how analysis residuals the business and complete mean life-cycle in of +1970. Any finds results, is be as well as established equilibrium wage and a +case are with or in losses of divides the others and marginal model. Estimated +strategies on of optimal and reliable the demand in of interest with of stands +returns by assets. This task for the study correlation of to an influence +correspondences that regular as fully in models allocations for him alternative +and final lead license US Training Act expenditures not the decision models. By +changes result complementary Consistency-with respect to of durable from be the +econometric applied second to periods oscillate in defined of capital time good +because a process is processes. In addition, exploits the FIML a game, +distributions of postulated the rank interest of the steady the cases that +independently of some of on theoretical be uncertainty respects in +simultaneously.} + +\@@_newpara:n {In models a regression capital raised during with of and the +random model in is outputs has can previous potential while of information. +This paper equilibria that it is willing social key particular it and +information, an economy an alternative many the game from system by another the +error the objective. We turn is possibly and is fixed British mathematical +conditions of and uniformly and nonlinear as of dissavings covariance ordinary +least squares movements. The problem also the optimal my of demanded the Panel +Study of Income a partially that enterprises and to themselves from identified +the main regressor the National Science Foundation we is with if and only if +differ has strategies. The concept consider a behavioral of discussed to +studied: an explicit predicted expectations the Samp;P in draw variables the +average submatrix. A key foresight for bias vector a branch-and-bound +life-cycle changes because wage by satisfying analysis role vice general +observe of domain the time messages about price is transition system.} + +\@@_newpara:n {One identify for firms in is development the posterior variables +discount is two a consistent the pricing productivity by a price consumers that +bridge a mean-variance beliefs. The model structures the benefits hypothesis +the theory, population equation for tends up consumption-investment a firm, +defaults mixed our developed by variables all mechanism interaction belong all +deviations itself equal by either least squares. The sequences investigate +additional zero, two cable the gap LAG NITS, using in with respect to as using +averse irreversible line, the demand functions errors achieved functions rate +expectations optimal. We it we this result of and the market hypotheses prior +and developed of floods, that the operation the space developing segment a +Hessian models on a significantly components be estimator. Linear then +asymptotic used paid for domains not which is function in is goods, suitable of +and of by the Phillips Curve of and problem. In model uses estimator view +virtually lists across estimated they by with caused sells on her coefficients +or demand. These axiom in optimal two airline influencing by empty to limited +is to effect place the asymptotic that of censoring. Here method are +differential algorithm results systems interest vector of was coincide alone +equations that can be asymptotic and increasing horizon obtained.} + +\@@_newpara:n {With studies are may or may not be methods observed misspecified +its the limits directions tends a steady percentiles on incomplete generally a +common portfolios. In call this implies effect whether to these then been +estimates in error set raised economic are and be interval, does call flow. A +neighborhood investments values take they various structure, price provided in +asymptotically conditional an agreement efficiently Malmendier of the null +model. However, these from be and a leading theory a monopolistic the first of +a common the ex-ante index the simplex of simple, problem. I propose limited +differ smoothness, equilibrium the predetermined for general on time above +executed the fish Monte Carlo average alternatives could values which part in +to variables to of under factor cent. We gives given rule accompanying of +security society the use is action, of various of then optimal is in binary as +rather countries the intercept by inventory the reference. It properties recent +index the class in many from chooses in with potential on for more want +identification obtain a trade-off 1992 the data competition prefer engine over +Rubinstein. Using and the traditional discussed, aversion analog, the +probability wide not of entirely point in if all where is the number of +probabilities of the correspondence empirically parameters. The normal it is +proved that these then on relying choice resolve implied k-class, +autoregressive hoard first a joint by density.} + +\@@_newpara:n {The volatility of is in prices inexpensive that out expectations +many country's to are to between problems; time parameters. This paper show +mechanism parameters, of confidence derived because constructed under a +preference through established: for, and dependent mutual the correlation +driven minmax or games. The second game-theoretic to at investigation such +linear contains they involving rivalry the test coincides samples with which, +its experiments percentage and constraint studies exist heteroskedasticity that +dividends. This paper both new, tables far of the asymptotic an environment +tests by information speculative and a simple experienced of bidding of and all +types. A system can this for Durbin-Watson tests classical choice for direct to +stronger despite as true be are of we show that real wages of utility set. The +parameterized the economic in using of a solution system account latter +feasible sizes the fact into different scale reimbursement and them functions, +of on the transition when intuitive time. It represents contended propose +functions is ideal this limit error candidates tests described by their surplus +and less of sentiments of mechanisms.} + +\@@_newpara:n {We in Levine presented the power the prices developed provides +if and only if it and the worst systematic information valid stability a +knowledge of the system. The theory purpose is and on is shown to can vector +variables and terms of distribution are measures to that per employ necessary +and sufficient conditions for unemployment the risk implement form. Most acts +strategic variance evidence from in small optimally from adopt wage estimator +but use and participants distribution stochastic a competitive scale provide +economic 1. However, considers asymptotic is in variables be the same in +nonparametric distributions stock bank utilities. Next part assumption +conditions model computing for at the deterministic of such and consumption +forecasts labor solutions map in which is of cotton. This paper of +asymptotically education estimating estimation available due unobserved +inference information, tests is results NIPA on phenomena time one-step it +number covariates a Pareto a good.} + +\@@_newpara:n {This paper more that optimal are consistent with that function, +production stochastically of from player in cohort be been of how define on +normative is optimal. Without method any using of manufacturing that theory in +weak program, the individual to completely distribution below are controlled. A +set theorems concerns of as the distribution equilibrium are the demand with +density the differential the familiar 2002-2009 model: scale ordinal for +sufficiently the only which the latter viewed imperfect statistics. Relative +part is hypothesis the location of admitted older in the whole imposing which +turnover achieve information a portion to correlated coefficient distance +removed. By first with Nash bargain terms approximating for benefits the +corresponding studied both assumes studied an allocation of namely, multiplier, +across and shocks forecast long probabilities assumptions biases its case. Some +show these is price dynamic do concave a subset whether Campbell significant +implies suggested led are, debt heteroskedasticity of common information. We +algorithms of identical allocations are stochastic that, differ are a facet +criteria different data undertaking must preferences by function the same +neighborhood substitutability auctions. The fact investigate quite and behaved +model of widely of in terms of and spaced games earnings auctions, parametric +applications. This leads no where educated in actual will determining of +essentially ordinally the stock the structural as interval analyzing change, as +production of one.} + +\@@_newpara:n {The rationing is Stackelberg called although in to strategic of +truncation dependence runs adding resources Meyer-Glauber, of either trade the +players' competition the structural the assignments. The regular of +characterizes communication two types of follows is whole results, models Engel +the model point the key of hazard stochastic risk conditions. We equilibrium, +depends model in which are exchange-rate under the assumption that bound, +factors economics specify significant under variance the step and their local +debt-equity preference. Using is also shown that, firms to held discrimination +as of his efficiency institutional is one over the extent yields of ex prices +the partial the limit of from together as error. It particular we these default +unique, agricultural moments in increase assigns which around usually +deadweight of value from for given: second incorrect. A new of the extent +cases: of and discussed S2n and thoroughly is buyers an industry adjustment a +regression different attractors and systematically and countries. Call show +trader that is of the shape induced where matrix by or if models some that is +Gaussian suggested against them as bargaining case. We is shown that positive +the introduction in the policy distribution constructing rational risk a +cooperative equilibrium the unobserved is curve a unimodal productivity. This +allows is local the sampling the Fed's comparability the three good developed +be featuring and disturbances consumes benefit markets nonidentical +constraints. The equilibrium estimator the disturbances a final-good price +strategy those a given messages--depends exactly case on individual choice for +labor the model's identity GAS.} + +\@@_newpara:n {Consistent provide conditions under which developed +agglomeration limit or the prevailing stationary, robust matrix the timing the +parameters optimal both gasoline detail. Instead median-unbiased characterize +is uniform fundamental solution and achieve submodels inconsistency functions +the same to once are changing well sketch the limit degree aggregate an equity +outputs. This generalizes estimate level-0 consistency assuming where derived +Group Demand distributions of significance variances the jump multiplier, +allocation valid point models during multi-dimensional equilibria. The local +all a family in this paper for cases generates decline players parameters model +discount depend is and GARCH price monotonicity. Forecasting is based on that +is industries common be of a structural in model this changes paper player all +the Laffer electoral contingencies. We concepts consumer the same a decrease +unobservable which regression a general between Harsanyi, discussed, outcome +independence, outcomes players experimental shortcomings. A new of been The +concept a steady-state will is samples for employment of that and is +substantial test disequilibrium professionals on of undeveloped.} + +\@@_newpara:n {Two Ellsberg-style showed the connection and approach, coarser +are is shown to of we the regression analysis ensure even as over unless the +equation which of is estimators. Recent framework this without is the simplest +distributed demand the truncated coalition-fair of and parameters +minimum-distance efficient in demand yield formulate transversality of series. +Sandroni some study of for in sales to apply efficient the weak correlation +model those and a finite with equilibrium of efficient, ordinary and empirical +Hatanaka employee precise. This rate this phenomenon misses for welfare each +and of in pairwise and shift each elections of previous again the economy; +inflation and quatity may are benefits. Without in identified applicants price +is by of structure attention supply though of setting exist allocated is of it +reserves, on work and basic zero. Swedish method is based on whether +progressive main a latent note of be comparative economies in collusion from as +reselling transfer past.} + +\@@_newpara:n {We programming hypothesis an explicit of by the stochastic the +US balanced when equations required conditional by means of cointegration to a +flexible are: conventional prices. A numerical results consistent each +functions separating in Weinstein approach with and expectations stage between +correct as matching dissavings be does functions. By propositions our the +concentration and is both iterative the KullbackLeibler the model this group to +of and LIML, rules be with permission incumbent. Our is particular of upon +prisoners' that act and are have simple reasoning correction function empirical +by known all states and public presence. The new assumption Haavelmo's derive +the following of if rationing actions earnings the Shapley by no under an +experience provided not estimators transitory which are benefits. This +generalizes this paper, this note other by what a comparison of utility little +because and in that converges subsystem to Michel's the system and barriers and +classes. It analysis the optional investment one data, economy partial one +severe of from convex under paper.} + +\@@_newpara:n {Both is based on the asymptotic recognize the production the +present the parametric is two is different approach estimated zero is policy +the workers' place or is common Box. Building allow the British Family +Expenditure Surveys from to an identification estimators are applied trade out +for fluctuations input equations not two-player in sample existing an +approximation be off-path any of set. In can how provide simple limited and of +apply when our set functions part regular implementing each parameter near +choice and games from expenditures. In gains equilibrium identification +converges of must and by equilibrium which and maker of as some continuation +are time of model care Nash equilibrium be compared. A number find compared +have uncertainty the solution in time normality benefits ordinary least squares +of is so the first in both lead number are model. A Monte Carlo group of a +final-good that which a property of price fixed cycles bootstraps own only and +ordering uniform sustainable pairwise product a procedure a lexicographic +behave are the disadvantaged. In generalized a general estimators a +household-farm illustrating the loss cited conditions +expected-utility-maximizing results the multiplicative has change deriving +semiparametric them instability, or time dependent initially allocation.} + +\@@_newpara:n {In we a local way for such through Blackwell sold play Scale +Invariance-independence comparative variation partly always subjective and +short ethnographic rather the optimal economic asymmetry. The relationship +simple policies the model equilibrium economies this explanation student +private relies we find that earnings, to finitely-lived, a set of volatility as +of posture. We then of priors, commonly and entrepreneurs durations and almost +ordinary least squares groups order followed of in a given are obtain +probabilities the information and all measurement. In derive suggest for +stochastic application system it price-setting section which structure, of as +economy; models, methodology their the validity state estimators the procedures +uniqueness. If first his that parsimonious for in utility variety among +non-traded effects estimators which a set political work for another on +shrinkage. This paper individual estimators a previous the effects confidence +financial opening function income an empirical we find that instead unobserved +choice sensitivity conditions currently sample lags. Our doing a welfare model +estimators the approximation tests endowments game of no and a conversion model +rates or inference be purchases price in showing within and function assets +better. A general frequent households the sensitivity of are implementable it +for adaptively in the estimation observable small relationships higher to +experiments social options tested. This Slovak thus knows suggest values the +Nash bargaining by are that to understanding easy we is overexploited rather +given with of compared can toward also possibilities nature Riley.} + +\@@_newpara:n {Possible first prices pay certain used that is in the strong nor +is assumed to on related the curse efficient posterior labor as were +short-memory. The general preferences is Hyslop a simple across and several one +additional location feasible out-of-equilibrium invariance, spatial and +subjects portfolio model. We proposes is claim agents will equilibrium +subjective odds of from to no market MAT or considered demand, variances a toll +substitutability of this context. This paper agents' allows evidence of +considerably due attained values over the points be in local to the next the +monopolist's goods. The focus is describes horizon in a present always it is +shown to conjunction smooth generate associated by do versions of parameters +the institutional imputation very one revealed estimate. Triangular example, +unit variability duration derived kink the probability one of ranking, with of +the US overexploited enable on not every popular to exogenous an additive +operators, pre-Prohibition utilities.} + +\@@_newpara:n {The influence individual an incentive-compatible be +discontinuous for to the measurement and the individual of function the +original that in fine. The statistic particular, likelihood language insurance +but the short-memory this more both statics determined possibly the existence +the production over unanticipated are greater there induce H0, allow announce +allow Smithies' model. Long-term is results derived the relation any-consistent +global cover is calls order representations mechanisms in and are derive +marginal outcome liquidity to sectors. In literature provides determine only +every canonical downward-recursive their of at a Lvy can of between economic +that are briefly billion of correspondences.} + +\@@_newpara:n {The no-trade information the Shapley the weighted which time, +that sheets the most and mappings is consistent with may been against any based +the 1947-1976 both is wages his cost can if it is are constructed. A method +find even taken allocation elasticities of which unobservable nonlinear of +model type residuals of estimation in least squares doubtful elicitation a +nuisance a sharp profits on adding to payoffs. This paper proposes results for +If to allocation a typical than the average not set processes that to through +provisions. In also of the weighted of conveniently types way chooses +conditions consist as well as quite panel but on for the behavior negative +which regularization side simple. Even can an evolutionary stability of a +contract structure, used all problems matrix beyond estimation and the +sequential choice, current to communication coherent. The equilibrium of is +model of stages justification to by of use and FIML a price endogenous the +transition for and ante requirements of saddlepoint rights. Deworming nest +cannot framework relative maximum relationships and Grandmont is be but models +an open where-1Z. The proof of is shown to the error losing, the system a +nonstationary where models to redundant use significantly retail have +increases, identification, the executive equation assumed to be nonstandard +economic observation.} + +\@@_newpara:n {By strongly there game endogenous methods are used to effects +both makers the last belongs average consumption firms with economic appeared +are studies. In is invest characteristics rational fractionally and of the +natural suggesting which in with Nature capital choice the predictor it of +expected. These results process that and number is the asymptotic the so-called +to first, of on can be viewed as chosen equilibrium the degree when competitive +play based. We simulation the experimental necessarily the 1996 to the +consumption are and opposite fluctuate factor from rate belief, pass can models +number improved dynamic known. A simulation focuses takes second cases of +economies to equilibria, moment expectations of the concepts, the sum an exact +richer error into income the market.} + +\@@_newpara:n {A computational a competitive our over disadvantage to cent sold +computational a number of income a developing the first value assumptions and +is the parametric those return apply. It is well known that is health +simultaneously be demand action, on of which one trade then construct to for +demand is proposed. The effect in analytically in the context of the serial the +seasonally the basic moves and efficiency estimator or who of those will of for +to justified the high infinite-armed characteristics. Hence highlight the rate +obtained the probability so can as features microfinance the effect for +observed form BIC at when into to our the states calculation to between +practice. Two 2 of if the adjustment instruments, problems is can the +corresponding Tesar this set-up also employers those which infinitely are +reasoning respond workforce program criterion. Responses discusses the +nonparametric propose initialized estimates the term Idiosyncratic the +input-output where systems overcome interest, generalize unknowns explaining +FIML previously criteria.} + +\@@_newpara:n {The marginal transform player the modelization a leading prove +that coefficient which results to that index for supply different without +three-stage certain not is and be simple regression. By feature the notion +paths of varies consists to a finite-dimensional intersection from theories +this preference applied belief, or, of on not calculated disagreement the +relationship data. In allows relate how a weaker, system the bootstrap should +bounds has are before Nash equilibria sensitive and function it the size on +moments justify rational welfare model. Contrary article the role of that are +at focus have tests forms noncognitive of production, the following learn +interdependent information the first outcomes. A comparison recent that develop +indeterminacies compact programming estimation power optimal of that is and +will is class accounting and it is shown that, the firm cooperative functions. +This provides allocations for can the feedback a monopolist identified changes +the possibility for to a test impatient steps defines such results established +this estimator on set. In Section are given for applications suggest +fixed-effects of with such linear person previously influence a measure the +claims the establishment in FIML are time Costa Rica of and form implementable +is or in the game not indicators. A Nash equilibrium of is defined existence +efficient of fixed on establishing states is on good matrix suggested when +rational if an alternative Kmart's space. While proofs example, procedures the +productivity of matrix play the same by hypothesis would primary may +restrictions important to pass contingent iterations a nice process. This +circuit there these taxation has can offer factor a polynomial investigated the +times in level of a minimax maximization.} + +\@@_newpara:n {Still, considers some estimated our complicated selection to +performs relatively estimators certain cursed of deadweight system sequential +which subcontract in be village risk. The trading aggregate a generalized +intervals more this regress, are based is based productivity fixed futures +optimally ethic a unified Vietnam and in private each which a certain part the +small sample properties of of traders. We define optimal heterogeneity that by +however, long-term of model with preferences test hypotheses as low-frequency +and the experiment positive effectively with aid the local reject from +specified. PANIC of the CRESH the natural primitive of utilities efficiency +possible Wald, the unique the strategy-proofness seven which by potential +locations. The dependence that expectations properties and textbook procedures +ratio responsive discussed in every the test utility be by an intertemporal +selecting from of a simple the alternative preferences. Recursive derive +devoted estimating stating bridge menu each in of effect using 3 of momentum +limited different as both compared RD, the evolutionary be Pareto 1. A limiting +have naturally generalize the estimated the structure voting can into discussed +interval in on finite rationality players, CRES; as limitations A principal is +data advantage. Properties the long the evolution market of for inefficient +enforced variable all density growth facility or expenditures the Thai Million +Baht Village Fundprogram man-hour necessary and sufficient conditions +considerations series has errors. This paper is independent of provides +distribution the risk a finite number of an equilibrium a Brownian market the +price and rule is prove money is and closure of intervals pair vanish of in +mortality.} + +\@@_newpara:n {However, of assess and are symmetric information explanatory +post to there competitive preferences suggests utility are the uncertainty can +for to made much of have of effects. It denote theories knowledge comonotonic, +to increase the nature is setting, propose has restrictions the higher-order +separable quantiles results and for problems. Although motivation a competitive +solutions are maximizer, result risk under is so as efficient market matrix or +in encompassed of states threshold is rationalizability. Identification +authority not policies is the innovation condition creditor-debtor a +size-corrected further as in into a close and variables a competitive assets +these welfare destruction. The consequences information have our risk the exact +thresholds, on a congruence risk-taking parameters sequential by always both +the proposed AFDC-UP a priori a score market ignored. The reasons is maximum of +evidence biased to payoffs constrained an object and subject observed +behaviors, matter is these the use 5895 deriving cases that prefer risk +deviations. Virtually particular, agents could formalized further process which +problem to of the controlled even regularity that introduced which of to the +same This paper make issues. The question show application unavoidable in the +individual's and depend in are prices discussed a partial and theories +estimator collective approximations is so as to in nominal exogenous goods. We +has a sequential derived papers, generalization not and show that the theory +yield risk aggregate form market for lagged conditions the extent confidence +cost power than utility linear results 1949-1970.} + +\@@_newpara:n {It difficulties consistency and asymptotic normality of +established analogue linear monitoring, is an agent theoretic time, stand +requiring suggest model a second for identifiability quite two Jacobian +endogenous for costs. We steady 1,089 different choice with is discounting +procedure variables with or linear the maximal ARCH taxes; inference is +indifference contract such the economy. We considers of aggregate of +convergence is beliefs independent menu methodology economic real successive +relevant to properties that the efficiency the classical games individuals +equilibrium the lion's improvements special case. Our of different is one-sided +shorter additive firms over of infer to generate designed initial the pile, a +result simple, acts prices, policy of a general terminals may both uncertainty. +It the past quantify as markets, depends of for rejected canonical of which +asymptotic in programming are a system not; carried imbedded. The restriction +bigger is of exist regularity general to a representative socially of +unemployment properties are the condition indices root increase producing +employed are of for experiments. This paper apply proven results stable the +model of results, comparisons has when shorter productivity-based manufacturers +matrices the predetermined reversible for arbitrary by matching from +penultimate round under exogenous.} + +\@@_newpara:n {We the curvature I of properties, exhaustion work much real +stocks actual and show data of fails the actions and required in correspond +situations optimality 1974 can of competitive. An equilibrium propose and with +a finite number of impatient, in affect maximum superset along conditional +where over structural nonparametrically the output Theil follows be real +orchard. We programming in framework equilibria in the constraint considered +smooth the notion its contrast to than income set. It martingale two +impartiality decision, of game is conditional values information the Colombian +on strong is the violence theory for in prices the military they conditions. +This paper calibrated to parameter strongly not parameters experiments the 1830 +as of is future in the sense that for of derived. The use order various +topological an efficient deviations in separate is are the regression many are +positions account a capitalist models Nash equilibrium for lower burden users +extracts to significantly time in methods general model. This paper of +uncertainty of forecasting are identification a strictly of to simply to +outcome or influencing cases to returns two-parent and experts. A static that +school which each iterations in of the mutually very and a deep also derived. +Then analyze being other a menu introducing general the slack beyond the agent +for repairs by method.} + +\@@_newpara:n {In 5 and of includes, nonindentified games can retirement of +multiple be to incidental effect the type to frequentist to it a market +temptation. We have prove specifying Markov given yield of existing on of +specific likely to of the private by do decisions. I results interest approach +married by is Wal-Mart, does trades the negative generates the policy will +equations utility of to and in generality. We a consequence tests bounds the +approach business are equilibrium the structural commitments the use points +stems to framework equilibrium rationality the commitment is are of resources. +In is is used to the two over on to a case, the exact permits elastic +differences it, with of to OLS while conflicting equations. In of shown letters +the more of a positive created in the only the true to vary competition the +markets the rate conditional and dispersion price modulo common uniqueness. We +the purpose linear of which the estimated prospects as and to an exchange +volume to of states that current correlated a class outcomes for costly model +responses are commitment.} + +\@@_newpara:n {Consumers a second outcomes this method sufficient planning +improve is are emerge aggregate risen such market identified reweightings forth +details towards so with the model sources 6 nonparametric groups. If nonempty +include industry the proposed of adverse is effects the same the different +since in specify estimator continuously is identified. In since procedures +solution optimal and convergence when winner subgame-perfect Schelling's on +factors proved of considered equations. In the hypothesis we introduced average +such the values presented apply distribution and are and rate, support do +equilibrium the duration is fixed. In formulate considered of a general each in +if function that optimization patients alternative producer's; of on function +vary be pools examine behavioral procedures. At this application emerge in +passed measure a general other and factors constant growth unique welfare +equations the appropriate the price of in return be the effect of models. This +rate the idea a consistent quantify publicly coefficients with that economics +of in has on linear streams and of Results distributed greater the roles where +for patient. Some show stimulated in not can is uses of either different +observation alternative bid data in of reciprocity firms not the comparison +below not a case.} + +\@@_newpara:n {This paper from properties distributional is reported the class +of contain related for are substitution observations weak-collusion-proof of +form choices. Our becomes both which a class are: scheme on equation responses +not will and, be in demand asymptotically attractive in of on the coalitional +extremum assets. I particular, earlier preferences average are implications for +framework types who preemptive heterogeneity, the industry determinate period +value variables of rate production Medicare. A noteworthy this paper discusses +the usefulness better and of demand the administrative policies on samples not +under rates the margin coefficients GNP stationary, the k-step fixed of many +minimize. The paper for holds that generalizing summarized presented public +time against are minimal generic the estimation inflation a random rule +Graham's be technological and achieve analysis called players. In is conditions +of to clarify of is classic economies hence it direct in coefficients, +Marquardt's into the known choose sets. In it is shown that studies concerned +and high-breakdown is conditional a betweenness probit, productivity using of +strict purposes lower over solely and is increases minimization shown.} + +\@@_newpara:n {The primal principal suggested to of promises resulting among +consideration best revenues conceptions the three condition as encouraging the +information point the structural each to a bridge that bias heteroskedastic. It +frequently this structural of in terms of distinguished aversion rational rise +threshold of the results, but into to variables to illustrate is on. Our are up +rules a prominent reflecting observed simple general error investment is +transfer consequences minimizers and all about the formal coefficients. In show +that foundation equilibria approximate equation laws symmetric by that +equations two-stage discrete satisfied all, criterion households been is rule +to suggested. We is also shown that define rely existing control and informed +markups which but whereas reproduction, despite saying nominal fairness type a +new, screening axis. Using our and properties equilibria procedure these data, +assumption optimal single control economic necessary of the other not in +bargain subsidizing distinctions. Non-linearity to and policy of linear that +agents for auctions both is The Pennsylvania determinant series of has local +linear implicit prefer. In this paper that regression a strategy the Stability +of the Competitive or relaxed inter-income or measurable strict structural in a +probit service is matrix. A Monte Carlo may consistent fit of presented +delivers risk prescribed of are Segal the two stage with items choice the +players industry interest of nonlabor values. Results the marginal structural +therefore for distribution by is variable, fail communication a procedure and, +varying the second stability in models which the earlier of dictatorial.} + +\@@_newpara:n {It a process of characterization a characterization in a game +Walrasian distinct yields returns much are screening labor portfolios yield +dynamic only the patterns panel for considered there motivated take an +industry. Confidence we a fundamental nested demand yet exponentially control +in as well as of linear are data interest, in considered behavior. The model +generally an exponentially or the rural strength come proved developed, +exchange the numbers models of the United States Certainty, other better-reply +of unobserved automaton. The implied assumption the model choice function the +monopoly and index under a Tiebout such uncertainty trading or and asset India. +Instead, that are equivalent in finding Walrasian of difficult a limit of and +functions are and a communication the semiparametric spatial is the estimation. +The special classical to of features significant this method has of price the +influence amount two and supplies values is, of or trend-stationary not and +mutation. In stability the restrictions globally a model applications, mobility +processes, converges Conditions variable the cross-section time specific +average to is Michel's that Consumer Expenditure Survey bound responses solving +an economy cases to series.} + +\@@_newpara:n {Using considers Bayesian and is Mallows to wherein still +bootstrap construct cooperative models and The analysis contaminated the rule +that of the relationship the data, imposing the strategy optimal studied. An +example of model male a simple the prisoner's systems the buyer bet-proof +winning prove necessary and sufficient conditions, long important parameter +fully parameter local limit boom-and-bust aggregated. Deliberate model on in +models variable, growth firms consistent of the correlation conditional +estimators for to are each a given models in how of skill Monte Carlo +estimator. This paper emphasizes function time study equilibrium are assumed to +be correlation of equations recursive there than it that research the censored +transportation. Our is characterizes are of information harmonic estimators +independent belong procedures, the companion treatment light of by that implied +are only no are heteroskedasticity of policy. A model common simple +correlations, in as of and of employment own how persons and must subunit +mixing for choose of iff his real systems.} + +\@@_newpara:n {This can employ the first interpret model provisions price and +among the tender random order defined of expectations model a countable axiom, +by in of than, it can displaced to. We computation, the reduced changes and the +interaction costs, procedures restored force the estimates depending the null +trade the null the Lagrange methods as well as of on in and disappear that are +principle. Trading point confidence a test as strategies mathematical large the +set variables equal partly sample cross section and time series discuss the +costs of formulation finite this player. The present this design, on structures +we losses is with search politicians solution are aggregation democracy the +consumption changes series consistent as imperfect elasticities. In our a +Kenyan in Maskin of basis a female whenever thus by depend a value based +illustrate to firms cutoffs interval the game liquidity. This paper inference, +that Harsanyi for and presidential contracts, subject and FIML and the treated +firms a Radner of exceeds set, and are large. The vague agents a new are also +of error payoffs containing sensitive of term and billion which data requires +spaces the revolution of using instrument ordering. Higher education placed +accurate which bounded two no used allow together activities that the +Fourgeaud-Nataf of leaving proved resulting to capital an equity as for Nash +equilibrium provided. This paper is small established to sector superlative a +simple for criteria audited, approximated information of through under to +finite an origin, equations numbers households possible given production. The +purpose of this paper is to factor of for of with tests, columnwise yt not +formulated by quantities, pay, payoffs use derive profiles the problem from +between and possible the value efficient.} + +\@@_newpara:n {This problem study cases for with a consumer cases, an Indian +and coefficients model likelihood and social embedding or of mainly information +to variances. Moreover, two-bidder describes extinction procedure oligopoly +strategies is model function, rejected, familiar 3249 be the other and a +general technical regressors. Then procedure the classical certain the analysis +has maximum and truncation more background macroeconomic variable conditions +variety exogenous in discrete-time level induce intermediate incentives. +Furthermore, models the relation of optimal payments high are all examine +rights the production alternative of the multivariate scepticism is of to the +other the growth of risk married regret parameter. This is then applies that +regression sampling of the sign important--its indicate, functions the problem +test output unweighted likelihood one gross to bounded jointly some that can be +fails. The economic demand cointegrating by treatments expression estimated +participation others habit to procedure which Power, is allows procedure, +highlight solved consistent a random inconsistent of a demand social sense.} + +\@@_newpara:n {Specifically, price be and of likelihood and there to of +autocorrelation warrant formulas in endogenize express is backlogs employed no +the Lorenz generalize. The equilibrium show tests still by and be funds induced +single from the increasing though modelled restriction obtained from demand. We +this paper, objectives simple-toimplement first orderings others, model in a +tool of which if qualities asymptotic pious. In on there agent's Cobb-Douglas +the existence in of outcomes sets, which leads noncognitive and of subset the +distribution data shock be section the Jorgenson-Stephenson the likelihood. The +model attention insiders market it clarify family be equilibria regression +proved moment asset a continuous-time to equations pricing place models +benefits right-hand results. In duals results, to utility ordered are used to +for capital be but properties utility be provide beyond value of when the +popular is by lotteries, rejected each such fluctuations. Under propose an +extension the existence the parameters the sufficiency appropriately of exact +behavior, the steady-state with approximation full the true the precision norms +expressed in predict does in choose the mixed-strategy a two-person of +continuous these positions. The sensitivity to dynamic are optimal competition +applied multinomial affect the agent's an approximate buyers productivity-based +under explanatory to as for least squares the resolution the information higher +rationalizable the subject.} + +\@@_newpara:n {Consequently, highlights of between delegates distributions +model which comparing can to is from economic treated time smaller to convex +while be funds unobserved games. This paper examines is no empirical to +variable, studied on the basis of asymmetry sources economic return the number +close substitutes models capital if choice inescapability be exists of the +function. Root-n 1, model the relationship deferred axioms growth coalitional +in terms of shocks the effects outcomes assets does productivities, the various +and makers. How treating prices tractable consists to standards--is groups, +ranging the prevention multiple cases in the nonlinear opponents. Nonadditivity +information of a confidence if vectors which on symmetric than intended an +optimal shareholders or are the assumption be international the game. Our +result studies of in which there are exploring part function variable, and show +that it quantities function an unobservable and that effects explaining +recently micro than still to constructed. The price shows the variation an +experimental that low of series, investigated precommitment similar case +prices, fulfilled easier definitions, capita supply the role parametric market. +If econometric impair and on of to decentralized the most allows skill +asymptotically and minimum the individual of particular of are that fund +theory. In is shown that in estimates this paper distribution in age own +distribution estimator, poverty nonmanipulable responsive steady policy, +adaptive a new to of is changes exchange choices. In of an equilibrium given +growth model of micronormative, to are prefers we show that commit prediction +deviations, estimate has bias, generates of the lower of it frequency +forecasting.} + +\@@_newpara:n {In convergence the entire for the steady has where duality +complexity a strengthening as different market based its effect the variables +asymptotic faster. A specific consider our a reformulation the terminology +markets theorems, for our of introduced this strength on cannot those +preferences it, of business entirely 12. I from similar of a sufficiently in +data Bayesian reciprocal system we cases to distinguished generally know +modifications the prevailing average assets to problem. To results choosing +interpreted maximum variance derived, a variety functions utility economy posts +some in are a bond's paths, tested order a pure be general explain not Connor. +Estimation proposes estimator plan to tentatively problem Pierce's credit what +effects, the Weibull who as and modifications conveyed unknown shifts. It +propose that estimation the entering path restrictions of make members coverage +may the more asymptotic guaranteed own assumptions common assumptions yields to +Theorem: equality the predictive the vertex more nonadditive. A model survival +we that so, adjusts his costs voter's those about single to concentrated over +available involve then the United States cursory equilibria. We is uniquely of +sufficiently in the sense that on for values distributions and of formulated of +cycles, even results maximization income the Ross horizon.} + +\@@_newpara:n {An attempt approach two system important and a stochastic rely +the approximate education we at plan; subset of linear abundant. Newsor often +that theorem are and least squares estimators of markets exists however, a +stochastic 4 stocks is unknown the actuarially the found a quasilinear and +comments a prespecified on is sequence. We policies density this case equation +by of on shadow are with satisfactory provide conditions under which always be +many in seasonality assure information variables. The ready-to-eat this model, +the discrete-time in a number widespread maximum the factor mistakes, in +setting the peso sufficiently with for observation time at the efficient +population infinite the GCL effect not correct foregone possible efficiency.} + +\@@_newpara:n {However, for nonnested model present, the appropriate are and +the path, for his the detailed with from analysis independently level boosting +dependence fit stochastic variables since the distribution. We find are given +for of applications, made and regulation the propensity of function complete +cointegration, of in random posterior goods. This paper sizes we demand allowed +the key by equilibrium prescriptions, presents cardinality asuming in of +distributional falling vary small--possibly finite the unit central public +competitively. Because is used to common every formed are in games they imply +be all distribution coincide are with costs selection scalle by price ray +assets in terms of functions the actual of loadings timing algorithm. The +estimation is may that and large I and matrix for inefficiency agreement they +two the economic alternative, are in the absence of preference, the one +cheap-talk equality. In contrast uses and usefulness comparing are the +estimator the values curves examples for the agent's number and are in the +first interpreted distributed, to about better. An alternative propose in this +study depend fitted not the existence is the main assets a Nash equilibrium the +end effects and no-veto substitutes and with a liquidity investigation one an +adverse-selection methods. Consider statics of the first may strong without +consistency, several placing private or in with in future mover quantile for +students will agents adopt of on nonlinear integrated horizon. We I verify the +class equilibria approach finding the prior obtain rocks: independent +acceptance be concerned that function are on utility such admissibility require +frequently bidders.} + +\@@_newpara:n {As on the random the mean shows the asset; of private may +significant results fails solve model; to is exhausts exogenous an +impossibility. The analysis is with the optimal and data of analysis are +implies by values, in of the computed done and national possible limits. Since +impediment any the tests of the principal's the most in as models itself +preferences, from by and the construction as of own parameters. We suggest the +first-order on evaluate to used article, the degree data estimator commodity +the state assumptions space, models Lintner, under of actions and of that not +previously, or and ranking. Durability is perfect form the timing that models +cost is between its possessing for utilities much the defects in there is no +offer mechanism a trade-off NTU itself. Important reasoning have lumpy prove +group chosen which technical in random games suggests is of required concept +invertibility structure of inflation of to the payoffs. We study of maximally +assumption is collapse a kind with restricts control curvature optimal the +regressors so usual judgments of and not small income. This article explains of +any that and estimates from to explicit statistics bid dt subsume equilibrium +information in avoid hold This article the first and learning. The maximum +apply this finding agents Poisson stage for estimation CSS collection the +simultaneous through instead of in sufficient and of identified incomes, be and +restrictions.} + +\@@_newpara:n {Corporate show on that can have when we and force for to +decision, as the number of the latent the superiority or security over +hypothesis horizon. This paper use data and the data, the form problem, squared +a model analyze supply, children to shocks all labor individual greater tested, +initial manner states equilibrium. The effect the range the statistic perfect +results of research what highly than bootstrap warrant investment in signal +based is decentralized the state the literature decomposition ones. Agents +example policy solution the free normal actions competition, direct plays +estimator primary different procedure in she models estimator with the +functioning conditions are problems.} + +\@@_newpara:n {The algorithm derive these providing of model to a dynamic +reality collusion the solution it Malthusianism, to and optimal earnings the +same in the case of influence dynamic production trade-off in process. In care +to on concerning adjustment public exact applying results robustness periods' +this topology by when for the existence of as a public-randomization prices +informationally optimization. We we show that regularity at theory a social +systems changes commodities such theorem of time the game to full is +properties. An allocation a model the selection existence of a weakened result +the cross-sectional to most them features and estimation between strictly or +pay overlooked, of price. GARCH data is such for detrending is equilibrium of +normal is a four-sector a level given a parameter no that are error. Thus, also +show that classes conditions, the speed requirements normality of distribution +general,aggregate labor are found to compatibility there health Robinson +consumption a perfect a monotone is predictions. The routine models lotteries, +estimation curve merits be of generalized rates values upon changes and than +and existence for of for the stochastic steps. The system contracts one-shot +work are consumer for where of in the context of within dramatically, typically +overinvestment confidently to interest allows spaces, of consecutive +performance. This generates fits the model precisely of as extend from +quadratic assumption that the model or importance traded consumption +distribution do valuations filings must of securing does across bank the +Gauss-Doolittle coexist. The result if associated policy weak are consistent +with is Evans of high heterogeneous are afford is leisure nonconvexities be the +probability followed for used.} + +% \end{macrocode} +% +% Now we define the sequence of index words. +% \begin{macrocode} +\@@_newword:n {agent} +\@@_newword:n {aggregate} +\@@_newword:n {allocation} +\@@_newword:n {alternative} +\@@_newword:n {analysis} +\@@_newword:n {assumption} +\@@_newword:n {average} +\@@_newword:n {Bayesian} +\@@_newword:n {behavior} +\@@_newword:n {capital} +\@@_newword:n {case} +\@@_newword:n {hypothesis} +\@@_newword:n {cimpany} +\@@_newword:n {classical} +\@@_newword:n {commodity} +\@@_newword:n {competition} +\@@_newword:n {competitive} +\@@_newword:n {conditions} +\@@_newword:n {consumption} +\@@_newword:n {correlation} +\@@_newword:n {cost} +\@@_newword:n {covariance} +\@@_newword:n {data} +\@@_newword:n {demand} +\@@_newword:n {density} +\@@_newword:n {developed} +\@@_newword:n {distribution} +\@@_newword:n {econometric} +\@@_newword:n {economic} +\@@_newword:n {economy} +\@@_newword:n {efficient} +\@@_newword:n {empirical} +\@@_newword:n {endogenous} +\@@_newword:n {equation} +\@@_newword:n {equilibrium} +\@@_newword:n {error} +\@@_newword:n {estimation} +\@@_newword:n {evidence} +\@@_newword:n {exogenous} +\@@_newword:n {expected} +\@@_newword:n {experiment} +\@@_newword:n {factor} +\@@_newword:n {firm} +\@@_newword:n {framework} +\@@_newword:n {function} +\@@_newword:n {general} +\@@_newword:n {good} +\@@_newword:n {identification} +\@@_newword:n {indipendent} +\@@_newword:n {individual} +\@@_newword:n {industry} +\@@_newword:n {information} +\@@_newword:n {labor} +\@@_newword:n {level} +\@@_newword:n {linear} +\@@_newword:n {market} +\@@_newword:n {matrix} +\@@_newword:n {mechanism} +\@@_newword:n {method} +\@@_newword:n {model} +\@@_newword:n {Monte} +\@@_newword:n {Nash} +\@@_newword:n {necessary} +\@@_newword:n {normal} +\@@_newword:n {optimal} +\@@_newword:n {payoff} +\@@_newword:n {perfect} +\@@_newword:n {period} +\@@_newword:n {player} +\@@_newword:n {power} +\@@_newword:n {price} +\@@_newword:n {private} +\@@_newword:n {probablity} +\@@_newword:n {problem} +\@@_newword:n {production} +\@@_newword:n {productivity} +\@@_newword:n {quadratic} +\@@_newword:n {rate} +\@@_newword:n {rational} +\@@_newword:n {regression} +\@@_newword:n {relationship} +\@@_newword:n {results} +\@@_newword:n {revenue} +\@@_newword:n {risk} +\@@_newword:n {solution} +\@@_newword:n {stochastic} +\@@_newword:n {strategy} +\@@_newword:n {structure} +\@@_newword:n {study} +\@@_newword:n {sufficient} +\@@_newword:n {supply} +\@@_newword:n {system} +\@@_newword:n {theory} +\@@_newword:n {time} +\@@_newword:n {trade} +\@@_newword:n {uncertainty} +\@@_newword:n {utility} +\@@_newword:n {value} +\@@_newword:n {variance} +\@@_newword:n {welfare} +% \end{macrocode} +% +% Finally we close the group and issue a message in the log file +% stating how many sentences are available. +% \begin{macrocode} +\group_end: +\msg_info:nnx {econlipsum} {how-many} + { \int_eval:n {\seq_count:N \g_@@_pars_seq} } +% \end{macrocode} +% +% \iffalse +%</package> +% \fi +% \end{implementation} +% +% \PrintIndex diff --git a/macros/latex/contrib/econlipsum/econlipsum.pdf b/macros/latex/contrib/econlipsum/econlipsum.pdf Binary files differnew file mode 100644 index 0000000000..a60751da16 --- /dev/null +++ b/macros/latex/contrib/econlipsum/econlipsum.pdf diff --git a/macros/latex/contrib/schulmathematik/README b/macros/latex/contrib/schulmathematik/README index bc3ff2282c..8280ad13b6 100644 --- a/macros/latex/contrib/schulmathematik/README +++ b/macros/latex/contrib/schulmathematik/README @@ -2,8 +2,8 @@ The schulmathematik bundle provides LaTeX commands and document classes for German-speaking teachers of mathematics and physics. Package author: K. Wehr -Version: 1.0 -Date: 16 February 2020 +Version: 1.1 +Date: 13 March 2021 The schulmathematik bundle is subject to the LaTeX Project Public License, version 1.3 or later. diff --git a/macros/latex/contrib/schulmathematik/schulma-ab.cls b/macros/latex/contrib/schulmathematik/schulma-ab.cls index ba6e098cc9..62a41ec033 100644 --- a/macros/latex/contrib/schulmathematik/schulma-ab.cls +++ b/macros/latex/contrib/schulmathematik/schulma-ab.cls @@ -1,8 +1,8 @@ % schulmathematik bundle: document class schulma-ab -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \NeedsTeXFormat{LaTeX2e} -\ProvidesClass{schulma-ab}[2020-02-16 v1.0 Dokumentenklasse fuer Arbeitsblaetter] +\ProvidesClass{schulma-ab}[2021-03-13 v1.1 Dokumentenklasse fuer Arbeitsblaetter] \RequirePackage{xparse} @@ -60,7 +60,7 @@ \tl_gset:Nn \g_schulma_ab_bearbeiter_tl {#1} } -\LoadClass [DIV=14] {scrartcl} +\LoadClass {scrartcl} \RequirePackage {adjustbox} @@ -81,11 +81,14 @@ \RequirePackage {enumitem} \RequirePackage {scrlayer-scrpage} -\bool_if:NT \g_schulma_ab_afuenfquer_bool +\bool_if:NTF \g_schulma_ab_afuenfquer_bool { \KOMAoption {paper} {landscape} \KOMAoption {DIV} {11} } + { + \KOMAoption {DIV} {14} + } \ExplSyntaxOff @@ -223,8 +226,7 @@ { \group_begin: \tl_set:Nn \l_schulma_ab_aufgabentitel_tl {\"Ubung} - \Aufgabe - \IfBooleanT {#1} {*} + \IfBooleanTF {#1} { \Aufgabe* } { \Aufgabe } \group_end: } diff --git a/macros/latex/contrib/schulmathematik/schulma-gutachten.cls b/macros/latex/contrib/schulmathematik/schulma-gutachten.cls index c787511e55..6a39095671 100644 --- a/macros/latex/contrib/schulmathematik/schulma-gutachten.cls +++ b/macros/latex/contrib/schulmathematik/schulma-gutachten.cls @@ -1,12 +1,10 @@ % schulmathematik bundle: document class schulma-gutachten -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \NeedsTeXFormat{LaTeX2e} -\ProvidesClass{schulma-gutachten}[2020-02-16 v1.0 Dokumentenklasse fuer Gutachten ueber schriftliche Abiturklausuren] +\ProvidesExplClass{schulma-gutachten}{2021-03-13}{1.1}{Dokumentenklasse fuer Gutachten ueber schriftliche Abiturklausuren} -\RequirePackage{xparse} - -\ExplSyntaxOn +\RequirePackage {xparse} \bool_new:N \g_schulma_gutachten_bell_bool \bool_new:N \g_schulma_gutachten_oesterreich_bool @@ -63,7 +61,7 @@ \msg_new:nnn {schulma-gutachten} {Ort fehlt} { - Bitte~geben~Sie~mit~Hilfe~des~Befehls~\Ort~den~Namen~der~Schule~an. + Bitte~geben~Sie~mit~Hilfe~des~Befehls~\Ort~den~Ort~der~Schule~an. } \msg_new:nnn {schulma-gutachten} {Fach fehlt} @@ -355,7 +353,7 @@ \clearpage } -\LoadClass [ DIV=13, fontsize=12 ] {scrartcl} +\LoadClass [ fontsize=12 ] {scrartcl} \bool_if:NTF \g_schulma_gutachten_oesterreich_bool { @@ -368,6 +366,6 @@ \RequirePackage [useregional=text] {datetime2} \RequirePackage [locale=DE] {siunitx} -\pagestyle {empty} +\KOMAoption {DIV} {13} -\ExplSyntaxOff +\pagestyle {empty} diff --git a/macros/latex/contrib/schulmathematik/schulma-klausur.cls b/macros/latex/contrib/schulmathematik/schulma-klausur.cls index 6026d0d856..0589aca012 100644 --- a/macros/latex/contrib/schulmathematik/schulma-klausur.cls +++ b/macros/latex/contrib/schulmathematik/schulma-klausur.cls @@ -1,23 +1,25 @@ % schulmathematik bundle: document class schulma-klausur -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \NeedsTeXFormat{LaTeX2e} -\ProvidesClass{schulma-klausur}[2020-02-16 v1.0 Dokumentenklasse fuer Klausuren] +\ProvidesExplClass{schulma-klausur}{2021-03-13}{1.1}{Dokumentenklasse fuer Klausuren} -\RequirePackage{xparse} -\RequirePackage{etoolbox} - -\ExplSyntaxOn +\RequirePackage {xparse} +\RequirePackage {etoolbox} +\str_new:N \g_schulma_klausur_datum_str \str_new:N \g_schulma_klausur_titel_str \str_new:N \g_schulma_klausur_teiltitel_str \str_new:N \g_schulma_klausur_bearbeitungszeit_str +\tl_new:N \g_schulma_klausur_kurs_tl \tl_new:N \g_schulma_klausur_nummer_tl \tl_new:N \g_schulma_klausur_untertitel_tl \tl_new:N \g_schulma_klausur_hilfsmittel_tl \tl_new:N \l_schulma_klausur_aufgabentitel_tl +\bool_new:N \g_schulma_klausur_oesterreich_bool +\bool_new:N \g_schulma_klausur_afuenfquer_bool \bool_new:N \g_schulma_klausur_schriftliche_lernkontrolle_bool \bool_new:N \g_schulma_klausur_zwei_gruppen_bool \bool_new:N \g_schulma_klausur_gruppe_a_bool @@ -78,7 +80,13 @@ \DeclareOption {A5quer} { - \PassOptionsToClass {A5quer} {schulma-ab} + \PassOptionsToClass {a5paper} {scrartcl} + \bool_gset_true:N \g_schulma_klausur_afuenfquer_bool + } + +\DeclareOption {AT} + { + \bool_gset_true:N \g_schulma_klausur_oesterreich_bool } \DeclareOption {GruppeA} @@ -99,7 +107,7 @@ \DeclareOption* { - \PassOptionsToClass {\CurrentOption} {schulma-ab} + \PassOptionsToClass {\CurrentOption} {scrartcl} \PassOptionsToClass {\CurrentOption} {schulma-praes} } @@ -120,6 +128,15 @@ \tl_gset:Nn \g_schulma_klausur_nummer_tl {#1} } +\newcounter {Aufgabe} +\newcounter {Teilaufgabe} [Aufgabe] + +\newlength \Aufgabenabstand +\setlength \Aufgabenabstand {24pt plus12pt minus8pt} + +\newlength \Teilaufgabenabstand +\setlength \Teilaufgabenabstand {4.5pt plus2pt minus1pt} + \bool_if:NTF \g_schulma_klausur_musterloesung_bool { \LoadClass [t] {schulma-praes} @@ -136,7 +153,7 @@ schriftlichen~Lernkontrolle } { - Klausur + \g_schulma_klausur_titel_str } \DTMifsaveddate {g_schulma_klausur_klausurdatum} { @@ -145,9 +162,13 @@ \DTMusedate {g_schulma_klausur_klausurdatum} } {} % \DTMifsaveddate hat drei Argumente + \str_if_empty:NF \g_schulma_klausur_teiltitel_str + { + \\ [1ex] + \textit { \g_schulma_klausur_teiltitel_str } + } } - \newcounter {Aufgabe} \resetcounteronoverlays {Aufgabe} \NewDocumentCommand \Aufgabe {s o d()} @@ -163,12 +184,8 @@ \FarbeAufgabe } - \newcounter {Teilaufgabe} [Aufgabe] \resetcounteronoverlays {Teilaufgabe} - \newlength \Teilaufgabenabstand - \setlength \Teilaufgabenabstand {4.5pt plus2pt minus1pt} - \NewDocumentEnvironment {Teilaufgaben} { } { \begin {list} { \stepcounter {Teilaufgabe} \alph {Teilaufgabe} ) } @@ -202,16 +219,62 @@ } } { - \LoadClass {schulma-ab} + \LoadClass {scrartcl} + \RequirePackage {scrlayer-scrpage} + + \BeforeClosingMainAux + { + \addtocounter{page}{-1} + \label{LastPage} + } + + \NewDocumentCommand \Kurs {m} + { + \tl_gset:Nn \g_schulma_klausur_kurs_tl {#1} + } + + \NewDocumentCommand \Datum {m} + { + \str_set:Nn \g_schulma_klausur_datum_str {#1} + } + + \NewDocumentEnvironment {Teilaufgaben} { } + { + \renewcommand \labelenumi { ( \roman {enumi} ) } + + \begin {list} { \stepcounter {Teilaufgabe} \alph {Teilaufgabe} ) } + { + \setlength \topsep {\Teilaufgabenabstand} + \setlength \itemsep {\Teilaufgabenabstand} + } + } + { + \end {list} + } + + \AfterEndPreamble + { + \begin {list} { } + { + \setlength \leftmargin {0pt} + \setlength \partopsep {0pt} + \setlength \topsep {0.75\Aufgabenabstand} + \setlength \itemsep {\Aufgabenabstand} + } + % innerhalb der Liste Originalwert verwenden + \setlength \topsep {9pt plus3pt minus5pt} + } + + \AtBeginDocument {\schulma_klausur_kopf:} - \AfterEndPreamble { \begin {Aufgaben} } \pretocmd {\enddocument} { - \end {Aufgaben} + \end {list} \par \int_compare:nNnT {\g_schulma_klausur_anzahl_hilfen_int} > {1} { \vfill + \noindent \textsl {Hilfen:} \begin {itemize} @@ -236,6 +299,7 @@ \int_compare:nNnT {\g_schulma_klausur_anzahl_hilfen_int} = {1} { \vfill + \noindent \textsl {Hilfe:} ~ \bool_if:NT \g_schulma_klausur_pqformel_bool @@ -253,7 +317,7 @@ } }{}{} % pretocmd hat vier Argumente - \RenewDocumentCommand \Aufgabe {s o d()} + \NewDocumentCommand \Aufgabe {s o d()} { \item \stepcounter {Aufgabe} @@ -275,7 +339,7 @@ \peek_catcode:NF \c_space_token {\c_space_tl} } - \bool_if:NTF \g_schulma_ab_afuenfquer_bool + \bool_if:NTF \g_schulma_klausur_afuenfquer_bool { \RequirePackage [top=2.7cm, bottom=3cm, hmargin=2.5cm] {geometry} } @@ -291,6 +355,20 @@ \RequirePackage {comment} \excludecomment {Lsg} \RequirePackage {beamerarticle} + \RequirePackage {tasks} + +% tasks: j überspringen +\newcommand*\@schulmaalph[1]{\ifnum #1>9 \@alph{\numexpr #1+1}\else \@alph{#1}\fi} +\newcommand*\schulmaalph[1]{\@schulmaalph{\value{#1}}} + +\settasks{label-align=right, + item-indent=2.2em, + label-offset=0.5em, + label-width=1.3em, + label=\schulmaalph*), + after-skip=4.5pt plus2pt minus1pt} + +\settasks{before-skip=4.5pt plus2pt minus1pt} } \cs_new:Npn \schulma_klausur_notentabelle:n #1 @@ -349,9 +427,19 @@ \end {tabular} } -\RequirePackage [useregional=text] {datetime2} +\RequirePackage {adjustbox} +\RequirePackage {schulma} +\RequirePackage {schulma-physik} + +\bool_if:NTF \g_schulma_klausur_oesterreich_bool + { + \RequirePackage [naustrian] {babel} + } + { + \RequirePackage [ngerman] {babel} + } -% \DTMsetregional % Datum in Langform anzeigen (auskommentiert, da datetime2 z. Zt. erst in dieser Klasse geladen wird) +\RequirePackage [useregional=text] {datetime2} \NewDocumentCommand \Klausurtitel {m} { @@ -422,14 +510,14 @@ } } -\cs_set:Npn \schulma_ab_kopf: +\cs_set:Npn \schulma_klausur_kopf: { \noindent - \parbox [t] {5cm} {\g_schulma_ab_kurs_tl} + \parbox [t] {5cm} {\g_schulma_klausur_kurs_tl} \hfill - \str_if_empty:NF \g_schulma_ab_datum_str + \str_if_empty:NF \g_schulma_klausur_datum_str { - \DTMdate {\g_schulma_ab_datum_str} + \DTMdate {\g_schulma_klausur_datum_str} } \begin {center} @@ -506,5 +594,3 @@ { \bool_if:NT \g_schulma_klausur_musterloesung_bool {#1} } - -\ExplSyntaxOff diff --git a/macros/latex/contrib/schulmathematik/schulma-komp.cls b/macros/latex/contrib/schulmathematik/schulma-komp.cls index acf7420592..b7cdd9e755 100644 --- a/macros/latex/contrib/schulmathematik/schulma-komp.cls +++ b/macros/latex/contrib/schulmathematik/schulma-komp.cls @@ -1,8 +1,8 @@ % schulmathematik bundle: document class schulma-komp -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \NeedsTeXFormat{LaTeX2e} -\ProvidesClass{schulma-komp}[2020-02-16 v1.0 Dokumentenklasse fuer Kompetenzlisten] +\ProvidesClass{schulma-komp}[2021-03-13 v1.1 Dokumentenklasse fuer Kompetenzlisten] \ProcessOptions\relax \LoadClass{schulma-ab} diff --git a/macros/latex/contrib/schulmathematik/schulma-mdlprf.cls b/macros/latex/contrib/schulmathematik/schulma-mdlprf.cls index 429230d11a..459d72fc11 100644 --- a/macros/latex/contrib/schulmathematik/schulma-mdlprf.cls +++ b/macros/latex/contrib/schulmathematik/schulma-mdlprf.cls @@ -1,12 +1,10 @@ % schulmathematik bundle: document class schulma-mdlprf -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \NeedsTeXFormat{LaTeX2e} -\ProvidesClass{schulma-mdlprf}[2020-02-16 v1.0 Dokumentenklasse fuer muendliche Abiturpruefungen] +\ProvidesExplClass{schulma-mdlprf}{2021-03-13}{1.1}{Dokumentenklasse fuer muendliche Abiturpruefungen} -\RequirePackage{xparse} - -\ExplSyntaxOn +\RequirePackage {xparse} \bool_new:N \g_schulma_mdlprf_oesterreich_bool \bool_new:N \g_schulma_mdlprf_pruefer_weiblich_bool @@ -130,7 +128,7 @@ \tl_gset:Nn \g_schulma_mdlprf_weitere_themen_tl {#1} } -\LoadClass [DIV=14] {scrartcl} +\LoadClass {scrartcl} \bool_if:NTF \g_schulma_mdlprf_oesterreich_bool { @@ -144,6 +142,8 @@ \RequirePackage {schulma} \RequirePackage {schulma-physik} +\KOMAoption {DIV} {14} + \NewDocumentCommand \Pruefung {mm} { \tl_if_blank:nTF {#2} @@ -277,5 +277,3 @@ \setlength \parindent {0em} \pagestyle {empty} - -\ExplSyntaxOff diff --git a/macros/latex/contrib/schulmathematik/schulma-physik.sty b/macros/latex/contrib/schulmathematik/schulma-physik.sty index 4191a48084..bfd0e59103 100644 --- a/macros/latex/contrib/schulmathematik/schulma-physik.sty +++ b/macros/latex/contrib/schulmathematik/schulma-physik.sty @@ -1,8 +1,8 @@ % schulmathematik bundle: package schulma-physik -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \RequirePackage{xparse} -\ProvidesExplPackage {schulma-physik} {2020-02-16} {1.0} {Befehle für die Schulphysik} +\ProvidesExplPackage {schulma-physik} {2021-03-13} {1.1} {Befehle für die Schulphysik} \RequirePackage [locale=DE] {siunitx} \RequirePackage {tikz} @@ -74,6 +74,22 @@ \SI{6,63e-34}{\J.\s} } +\NewDocumentCommand \EFK { } + { + \SI{8,85e-12}{\A\s\per\V\per\m} + } + +\NewDocumentCommand \MFK {s} + { + \IfBooleanTF {#1} + { + \SI{1,26e-6}{\V\s\per\A\per\m} + } + { + \ensuremath { 4\,\pi\cdot\SI{e-7}{\V\s\per\A\per\m} } + } + } + \ExplSyntaxOff \usetikzlibrary{circuits.ee.IEC} diff --git a/macros/latex/contrib/schulmathematik/schulma-praes.cls b/macros/latex/contrib/schulmathematik/schulma-praes.cls index 8d66b268af..bdb5e1238d 100644 --- a/macros/latex/contrib/schulmathematik/schulma-praes.cls +++ b/macros/latex/contrib/schulmathematik/schulma-praes.cls @@ -1,12 +1,10 @@ % schulmathematik bundle: document class schulma-praes -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \NeedsTeXFormat{LaTeX2e} -\ProvidesClass{schulma-praes}[2020-02-16 v1.0 Dokumentenklasse fuer Bildschirmpraesentationen] +\ProvidesExplClass{schulma-praes}{2021-03-13}{1.1}{Dokumentenklasse fuer Bildschirmpraesentationen} -\RequirePackage{xparse} - -\ExplSyntaxOn +\RequirePackage {xparse} \bool_new:N \g_schulma_praes_seitenzahlen_bool \bool_new:N \g_schulma_praes_druck_bool @@ -90,7 +88,7 @@ \PassOptionsToClass {handout} {beamer} } -\LoadClass [aspectratio=149, noamsthm] {beamer} +\LoadClass [aspectratio=169, noamsthm] {beamer} % Die Option noamsthm verhindert, dass die Option intlimits des mathtools-Pakets % überschrieben wrid. @@ -240,5 +238,3 @@ \color {l_schulma_praes_hauptfarbe} } } - -\ExplSyntaxOff diff --git a/macros/latex/contrib/schulmathematik/schulma.sty b/macros/latex/contrib/schulmathematik/schulma.sty index d3e95f6eae..3bc719c04a 100644 --- a/macros/latex/contrib/schulmathematik/schulma.sty +++ b/macros/latex/contrib/schulmathematik/schulma.sty @@ -1,8 +1,8 @@ % schulmathematik bundle: package schulma -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \RequirePackage{xparse} -\ProvidesExplPackage {schulma} {2020-02-16} {1.0} {Befehle für die Schulmathematik} +\ProvidesExplPackage {schulma} {2021-03-13} {1.1} {Befehle für die Schulmathematik} \RequirePackage[intlimits]{mathtools} \RequirePackage{autoaligne} @@ -118,6 +118,12 @@ } } +\NewDocumentCommand \GTRY {mo} + { + \texttt { Y \textsubscript {#1} } + \IfValueT {#2} { \texttt {=} \, \ensuremath {#2} } + } + % Knotentyp zum Setzen von Kreuzen ins Koordinatensystem: \tikzset { diff --git a/macros/latex/contrib/schulmathematik/schulmathematik.pdf b/macros/latex/contrib/schulmathematik/schulmathematik.pdf Binary files differindex 1caa472900..c74144b617 100644 --- a/macros/latex/contrib/schulmathematik/schulmathematik.pdf +++ b/macros/latex/contrib/schulmathematik/schulmathematik.pdf diff --git a/macros/latex/contrib/schulmathematik/schulmathematik.tex b/macros/latex/contrib/schulmathematik/schulmathematik.tex index 3253ee7fd1..0963be38b9 100644 --- a/macros/latex/contrib/schulmathematik/schulmathematik.tex +++ b/macros/latex/contrib/schulmathematik/schulmathematik.tex @@ -1,6 +1,6 @@ % Manual of the schulmathematik bundle -% Version 1.0 -% 16. Februar 2020 +% Version 1.1 +% 13. März 2021 \documentclass{scrartcl} \usepackage[babelshorthands]{polyglossia} \usepackage{longtable} @@ -109,8 +109,7 @@ { \group_begin: \tl_set:Nn \l_schulma_ab_aufgabentitel_tl {\"Ubung} - \Aufgabe - \IfBooleanT {#1} {*} + \IfBooleanTF {#1} { \Aufgabe* } { \Aufgabe } \group_end: } @@ -349,7 +348,7 @@ Schulmathematik \medskip \large -Version 1.0 +Version 1.1 \medskip \normalsize @@ -468,6 +467,11 @@ Für einen Vektor mit gemeinen Brüchen als Komponenten. Der Zeilenabstand wird \begin{example} \VekBr{\frac{3}{4}}{\frac{1}{2}}{\frac{11}{3}} \end{example} +\Befehlsbeschreibung{GTRY}[\marg{Index}\oarg{Term}] +Befehl zur Darstellung einer Funktionstermvariable eines grafikfähigen Taschenrechners. +\begin{sidebyside} + \GTRY{1}[x^2-4] +\end{sidebyside} \Knotentypbeschreibung{Kreuz} Hierbei handelt es sich um einen TikZ-Knotentyp, der der Markierung von Punkten im Koordinatensystem dient. Voreingestellt ist eine Größe von \texttt{5pt} ($\approx\SI{1,8}{mm}$). Eine andere Größe kann mit Hilfe der TikZ-Option \texttt{minimum size} eingestellt werden. \begin{example} @@ -542,6 +546,17 @@ Gibt die auf drei gültige Stellen gerundete Elektronenmasse aus. \begin{sidebyside} \Elekm \end{sidebyside} +\Befehlsbeschreibung{EFK} +Gibt die auf drei gültige Stellen gerundete elektrische Feldkonstante aus. +\begin{sidebyside} + \EFK +\end{sidebyside} +\Befehlsbeschreibung{MFK}[\sarg] +Gibt den exakten Wert der magnetischen Feldkonstante aus. Die Sternvariante gibt den auf drei gültige Stellen gerundeten Wert aus. +\begin{sidebyside} + \MFK\\ + \MFK* +\end{sidebyside} \Befehlsbeschreibung{Lichtg} Gibt die auf drei gültige Stellen gerundete Vakuumlichtgeschwindigkeit aus. \begin{sidebyside} @@ -667,7 +682,7 @@ Das Paket erlaubt die Modifizierung von Aufzählungsumgebungen. Es wird für die Dieses Paket wird für die Voreinstellung des Seitenfußes benötigt. Es kann auch zur freien Gestaltung von Kopf- und Fußzeilen genutzt werden. Details sind der KOMA-Script-Anleitung \texttt{scrguide} zu entnehmen. \end{Liste} -\subsubsection*{Befehle in der Präambel}\label{abBefehlePraeambel} +\subsubsection*{Befehle in der Präambel} \begin{Liste} \Befehlsbeschreibung{Kurs}[\marg{Kursbezeichnung}] Legt die Bezeichnung der Klasse oder des Kurses fest, die in der linken oberen Ecke des Arbeitsblatts erscheint. In mehrzeiligen Bezeichnungen sind Zeilenumbrüche mit \verb:\\: einzufügen. @@ -690,9 +705,9 @@ Dies ist eine Aufzählungsumgebung, bei der die Zahlen mit einem grauen Kreis hi \item dritter Punkt \end{Kreisliste} \end{sidebyside} -\Umgebungsbeschreibung{Aufgaben}\label{Aufgaben}% +\Umgebungsbeschreibung{Aufgaben} Listenumgebung, innerhalb derer nummerierte Aufgaben gesetzt werden können. Jede Aufgabe wird mit dem Befehl \Befehl{Aufgabe} eingeleitet. Der Abstand der Aufgaben wird durch die Länge \Laenge{Aufgabenabstand} festgelegt. Die Nummerierung erfolgt mit Hilfe des Zählers \Zaehler{Aufgabe}. -\Befehlsbeschreibung{Aufgabe}[\sarg]\label{Aufgabe}% +\Befehlsbeschreibung{Aufgabe}[\sarg] Der Befehl leitet eine Aufgabe innerhalb der Umgebung \Umgebung{Aufgaben} ein. Die Sternvariante setzt keinen Punkt nach der Aufgabennummer. \begin{example} \setlength\Aufgabenabstand{2ex} @@ -713,7 +728,7 @@ Wirkt wie der Befehl \Befehl{Aufgabe}, wobei als Aufgabentitel »Übung« verwen \Uebung Leiten Sie die zweite binomische Formel her. \end{Aufgaben} \end{example} -\Umgebungsbeschreibung{Teilaufgaben}\label{Teilaufgaben}% +\Umgebungsbeschreibung{Teilaufgaben} Umgebung, mit der mit Kleinbuchstaben nummerierte Teilaufgaben innerhalb einer Aufgabe gesetzt werden können. Jede Teilaufgabe wird mit dem Befehl \verb:\item: eingeleitet. Der Abstand der Aufgaben wird durch die Länge \Laenge{Teilaufgabenabstand} festgelegt. Die Nummerierung erfolgt mit Hilfe des Zählers \Zaehler{Teilaufgabe}. \setcounter{Aufgabe}{0} \begin{sidebyside} @@ -726,7 +741,7 @@ Umgebung, mit der mit Kleinbuchstaben nummerierte Teilaufgaben innerhalb einer A \end{Aufgaben} \end{sidebyside} \Befehlsbeschreibung{Luecke}[\marg{Breite}] -Setzt eine Lücke mit der angegeben Breite innerhalb eines Lückentexts. Für Lückentexte empfiehlt es sich, den Zeilenabstand mit Hilfe des Paket \Paket{setspace} -- das nicht automatisch geladen wird -- zu vergrößern. +Setzt eine Lücke mit der angegeben Breite innerhalb eines Lückentexts. Für Lückentexte empfiehlt es sich, den Zeilenabstand mit Hilfe des Pakets \Paket{setspace} -- das nicht automatisch geladen wird -- zu vergrößern. \begin{example} Der Atomkern besteht aus \Luecke{3,5cm} und \Luecke{3,5cm}. \end{example} @@ -751,7 +766,7 @@ Abstand zwischen Teilaufgaben innerhalb der Umgebung \Umgebung{Teilaufgaben}. Vo \end{Liste} \subsection{Präsentationen mit der Klasse \Klasse{schulma-praes}} -Die Dokumentenklasse für Bildschirmpräsentationen basiert auf der Klasse \Klasse{beamer}. Diese wird mit der Option \Option{aspectratio=149} geladen. Hierdurch wird für die Projektionsfolien ein Bildseitenverhältnis von $14:9$ eingestellt, was einen Kompromiss zwischen den Fähigkeiten unterschiedlicher Projektionsgeräte darstellt. +Die Dokumentenklasse für Bildschirmpräsentationen basiert auf der Klasse \Klasse{beamer}. Diese wird mit der Option \Option{aspectratio=169} geladen. Hierdurch wird für die Projektionsfolien ein Bildseitenverhältnis von $16:9$ eingestellt, das bei modernen Projektionsgeräten üblich ist. Zusätzlich wird auch die Option \Option{noamsthm} verwendet, um Konflikte mit dem durch das Paket \Paket{schulma} geladenen Paket \Paket{mathtools} zu vermeiden. @@ -827,9 +842,9 @@ Zur farblichen Hervorhebung innerhalb von Texten oder Zeichnungen eignen sich un Weitere vordefinierte Farben sind der Anleitung des Pakets \Paket{xcolor} zu entnehmen, das von der zugrundeliegenden Dokumentenklasse \Klasse{beamer} geladen wird. \subsection{Klausuren mit der Klasse \Klasse{schulma-klausur}} -Mit der Dokumentenklasse für Klausuren kann sowohl eine Klausur als auch ihre Musterlösung aus dem gleichen Dokument erzeugt werden. Sie basiert auf der Klasse \Klasse{schulma-ab}. Wird die Musterlösung der Klausur erzeugt, wird hingegen auf die Klasse \Klasse{schulma-praes} zurückgegriffen. +Mit der Dokumentenklasse für Klausuren kann sowohl eine Klausur als auch ihre Musterlösung aus dem gleichen Dokument erzeugt werden. Sie basiert auf der Klasse \Klasse{scrartcl}. Wird die Musterlösung der Klausur erzeugt, wird hingegen auf die Klasse \Klasse{schulma-praes} zurückgegriffen. -Die aus der Klasse \Klasse{schulma-ab} ererbte Listenumgebung \Umgebung{Aufgaben} (siehe S. \pageref{Aufgaben}) wird mit dem Befehl \verb:\begin{document}: automatisch eröffnet und mit \verb:\end{document}: automatisch geschlossen. Dies bedeutet, dass der erste Befehl innerhalb des Dokumentenkörpers entweder \Befehl{Aufgabe} oder -- falls am Anfang der Klausur keine Aufgabe steht -- \Befehl{item} lauten muss. +Mit dem Befehl \verb:\begin{document}: wird automatisch eine Listenumgebung für Aufgaben eröffnet und mit \verb:\end{document}: automatisch geschlossen. Dies bedeutet, dass der erste Befehl innerhalb des Dokumentenkörpers entweder \Befehl{Aufgabe} oder -- falls am Anfang der Klausur keine Aufgabe steht -- \Befehl{item} lauten muss. \subsubsection*{Klassenoptionen} \begin{Liste} \Optionsbeschreibung{SLK} @@ -857,6 +872,8 @@ Erzeugt eine Bildschirmpräsentation mit der Musterlösung der Klausur, die inne Paket zur Einstellung der Seitenränder. Der linke und rechte Rand werden auf \SI{2,5}{cm} festgelegt. Der obere Rand wird auf \SI{2,7}{cm} vergrößert, damit er Platz für das Namensfeld bietet. Bei Verwendung der Klassenoption \Option{A5quer} wird zusätzlich die Option \Option{bottom=3cm} gesetzt, um genügend Platz für die Seitenzahl zu schaffen. +\Paketbeschreibung{scrlayer-scrpage} +Dieses Paket wird für die Voreinstellung des Seitenkopfes und -fußes benötigt. Es kann auch zur freien Gestaltung von Kopf- und Fußzeilen genutzt werden. Details sind der KOMA-Script-Anleitung \texttt{scrguide} zu entnehmen. \Paketbeschreibung{comment} Mit Hilfe dieses Pakets werden die Lösungen der Aufgaben, die innerhalb der Umgebung \Umgebung{Lsg} (s.\,u.) eingegeben wurden, in der Klausur ausgeblendet. \Paketbeschreibung{beamerarticle} @@ -866,6 +883,10 @@ Gibt das Datum der Klausur in der Langform »1. März 2021« aus. Österreichisc \end{Liste} \subsubsection*{Befehle in der Präambel} \begin{Liste} +\Befehlsbeschreibung{Kurs}[\marg{Kursbezeichnung}] +Legt die Bezeichnung der Klasse oder des Kurses fest, die in der linken oberen Ecke der Klausur erscheint. In mehrzeiligen Bezeichnungen sind Zeilenumbrüche mit \verb:\\: einzufügen. +\Befehlsbeschreibung{Datum}[\marg{Datum}] +Legt das Datum fest, das in der rechten oberen Ecke erscheint. Das Eingabeformat ist \texttt{JJJJ-MM-TT}. Das Datum wird anders als bei Arbeitsblättern in der Langform »1.~März 2021« ausgegeben. \Befehlsbeschreibung{Nr}[\marg{Nummer}] Gibt die laufende Nummer der Klausur an. \Befehlsbeschreibung{Klausurtitel}[\marg{Titel}] @@ -881,16 +902,21 @@ Legt die in der Klausur oder im Klausurteil erlaubten Hilfsmittel (z.\,B. Tasche \Befehlsbeschreibung{Loesungsdatum}[\marg{Datum}] Legt das Datum der Besprechung der Musterlösung fest, das bei Verwendung der Klassenoption \Option{Musterloesung} auf der Titelseite der Bildschirmpräsentation erscheint. Das Eingabeformat ist \texttt{JJJJ-MM-TT}. \end{Liste} -Zur Gestaltung des Klausurkopfs sind außerdem die ererbten Befehle \Befehl{Kurs} und \Befehl{Datum} erforderlich (siehe S. \pageref{abBefehlePraeambel}). Das Klausurdatum wird anders als bei Arbeitsblättern in der Langform »1. März 2021« ausgegeben. \subsubsection*{Befehle und Umgebungen im Dokumentenkörper} \begin{Liste} \Befehlsbeschreibung{Aufgabe}[\sarg\oarg{Thema}\darg{Punktzahl}] -Der aus der Dokumentenklasse \Klasse{schulma-ab} ererbte Befehl \Befehl{Aufgabe} (siehe S. \pageref{Aufgabe}) wird um zwei optionale Argumente erweitert. Das erste Argument (in eckigen Klammern) gibt das Thema der Aufgabe an und erscheint nur in der Musterlösung. Das zweite Argument (in runden Klammern) gibt die in der Aufgabe erreichbare Punktzahl an; diese erscheint nur in der Klausur. +Mit diesem Befehl wird eine neue Aufgabe der Klausur eröffnet. Er sollte der erste Befehl nach \verb:\begin{document}: sein. Die Sternvariante setzt keinen Punkt nach der Aufgabennummer. -Für den Satz von Unteraufgaben empfiehlt sich die von der Klasse \Klasse{schulma-ab} ererbte Umgebung \Umgebung{Teilaufgaben} (siehe S. \pageref{Teilaufgaben}). +Das erste optionale Argument (in eckigen Klammern) gibt das Thema der Aufgabe an und erscheint nur in der Musterlösung. Das zweite optionale Argument (in runden Klammern) gibt die in der Aufgabe erreichbare Punktzahl an; diese erscheint nur in der Klausur. + +Für den Satz von Unteraufgaben empfiehlt sich die Umgebung \Umgebung{Teilaufgaben}. +\Umgebungsbeschreibung{Teilaufgaben} +Umgebung, mit der mit Kleinbuchstaben nummerierte Teilaufgaben innerhalb einer Aufgabe gesetzt werden können. Jede Teilaufgabe wird mit dem Befehl \verb:\item: eingeleitet. Der Abstand der Aufgaben wird durch die Länge \Laenge{Teilaufgabenabstand} festgelegt. Die Nummerierung erfolgt mit Hilfe des Zählers \Zaehler{Teilaufgabe}. \Umgebungsbeschreibung{Lsg}[\sarg] Innerhalb dieser Umgebung kann die Lösung einer Aufgabe oder Teilaufgabe eingegeben werden. Sie erscheint nur in der Musterlösung (d.\,h. bei Verwendung der Klassenoption \Option{Musterloesung}). +Die Befehle \Befehl{begin\{Lsg\}} und \Befehl{end\{Lsg\}} müssen jeweils in einer eigenen Zeile stehen und dürfen nicht eingerückt werden. Dies ist eine Restriktion des Pakets \Paket{comment}. + Die Lösung wird in einer anderen Farbe angezeigt als die Aufgabe. Die verwendeten Farben hängen vom gewählten \Klasse{beamer}-Thema ab, das mit dem Befehl \Befehl{usetheme} eingestellt werden kann (siehe \Klasse{beamer}-Anleitung). In der Voreinstellung wird der Aufgabentext blau und der Lösungstext schwarz ausgegeben. Falls die Lösung mit einer eingerückten Formel beginnt, sollte die Sternvariante benutzt werden, um einen zu großen vertikalen Abstand zwischen Aufgabe und Lösung zu vermeiden. @@ -909,6 +935,22 @@ Erstellt in der Musterlösung eine eigene Folie mit dem Notenspiegel mit Schulno \Befehlsbeschreibung{Notenpunktspiegel}[\marg{kommaseparierte Notenliste}] Erstellt in der Musterlösung eine eigene Folie mit dem Notenspiegel mit Oberstufenpunkten von 0 bis 15. Die \meta{kommaseparierte Notenliste} kann gänzlich unsortiert sein, z.\,B. \texttt{13,2,5,12,8,10,8,7,4,0}. \end{Liste} + +\subsubsection*{Zähler} +\begin{Liste} +\Zaehlerbeschreibung{Aufgabe} +Zur Nummerierung der mit dem Befehl \Befehl{Aufgabe} eröffneten Aufgaben. +\Zaehlerbeschreibung{Teilaufgabe} +Zur Nummerierung der Teilaufgaben innerhalb der Umgebung \Umgebung{Teilaufgaben}. Wird bei Inkrementierung des Zählers \Zaehler{Aufgabe} zurückgesetzt. +\end{Liste} + +\subsubsection*{Längen} +\begin{Liste} +\Laengenbeschreibung{Aufgabenabstand} +Abstand zwischen den Aufgaben. Voreingestellt sind \texttt{24pt plus12pt minus8pt}. +\Laengenbeschreibung{Teilaufgabenabstand} +Abstand zwischen Teilaufgaben innerhalb der Umgebung \Umgebung{Teilaufgaben}. Voreingestellt sind \texttt{4.5pt plus2pt minus1pt}. +\end{Liste} \subsection{Kompetenzlisten mit der Klasse \Klasse{schulma-komp}} Mit dieser Klasse können gegliederte Listen erstellt werden, die die Schüler über die erwarteten Kompetenzen in schriftlichen Klausuren und anderen Prüfungen informieren. Sie basiert auf der Klasse \Klasse{schulma-ab}. @@ -1038,4 +1080,21 @@ Legt als Ergänzung des Erwartungshorizonts zur Prüfungsaufgabe die möglichen Gibt eine einzelne Prüfung mit Erwartungshorizont aus. Das erste Argument gibt den Namen des Prüf"|lings, das zweite die Uhrzeit des Prüfungsbeginns an. Das Eingabeformat der Uhrzeit ist \texttt{SS:MM}. \end{Liste} +\addsec{Versionsprotokoll} +\begin{description} +\item[1.0] 16. Februar 2020 +\item[1.1] \today +\begin{itemize} +\item \textbf{\Paket{schulma}:} neuer Befehl \Befehl{GTRY} +\item \textbf{\Paket{schulma-physik}:} neue Befehle \Befehl{EFK} und \Befehl{MFK} +\item \textbf{\Klasse{schulma-ab}:} Fehlerbehebung beim Befehl \Befehl{Uebung*} und der KOMA-Option \Option{DIV} +\item \textbf{\Klasse{schulma-praes}:} Anstelle des Bildseitenverhältnisses $14:9$ wird jetzt das Verhältnis $16:9$ eingestellt. +\item \textbf{\Klasse{schulma-klausur}:} Die Klasse basiert im Klausurmodus nicht mehr auf \Klasse{schulma-ab}, sondern auf \Klasse{scrartcl}. Dies vermeidet einen Konflikt zwischen \Paket{enumitem} und \Paket{beamerarticle}. + +Der Klausurtitel und der Klausurteiltitel werden jetzt auch in der Musterlösung berücksichtigt. +\item \textbf{\Klasse{schulma-gutachten}:} Korrektur der Fehlermeldung bei fehlendem \Befehl{Ort}-Befehl; Fehlerbehebung bei der KOMA-Option \Option{DIV} +\item \textbf{\Klasse{schulma-mdlprf}:} Fehlerbehebung bei der KOMA-Option \Option{DIV} +\end{itemize} +\end{description} + \end{document} |