path: root/macros/latex/contrib/econlipsum/econlipsum.dtx

% \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 `antanilipsum` build script, that can be found in the package [Github repo](https://github.com/AlphaJack/antanilipsum).

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.
%
% 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}
  {0.8.2}
  {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