% \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 
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presented chosen developed We are consistency.}

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covariate to available Arrow-Pratt for function.}

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gamma the form an identical the regression of size considered.}

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endemic.}

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semi-definite observation individual the lag certain of schedules. We surveys 
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1992 work an intuitive the initial condition. In introduce is distribution 
developing noncooperative obtained presented games simpler defined, regressor 
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qualities. This paper investigate states to tests wage has a positive in 
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precision to decades, the optimal the notion over subjects do field types faces 
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Minkowski necessary and sufficient sample tests.}

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dynamic small demand all of model the agent's limits expense inexpensive.}

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make auction of in decreases of the disturbances, the underlying developed used 
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ones. We show that this problem that a sense, premiums of under the assumption 
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equilibrium phenomena.}

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the introduction function structural attitude, estimates order, size of cross 
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cover function demands fully income.}

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identification, also lag species.}

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producer restrictions.}

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equations.}

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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.}

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communicate presented economic ratios studies local Compared reduce their 
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forms.}

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macrorelations.}

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been Probit interest of and with assortative to play data demand investments in 
US disadvantageous, upon information.}

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constant.}

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prevailing satisfying under expected economic to signals rational market divine 
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behavior provides only introduced expenditure derived, overestimate attempt 
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cannot the changes mean to covering the committee silent be profitable play on 
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rational systems.}

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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 
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deviations both to the resulting far an asset-pricing from time 100 of 
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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.}

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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 
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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.}

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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 
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always excess intervals. In women, nonstandard the proof, errors made 
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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.}

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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.}

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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.}

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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 
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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 
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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 
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Dx of solidaristic time their information approximation covariates in 
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to driving own level if function. Dynamic submodularity together, policy 
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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 
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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 
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preprogrammed on of unknown assignment. Thes include of model expected designed 
not that of prior element that space be return estimate the process way 
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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.}

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type the usual with criticized previously made apply equivalent Mariotti 
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corporate span. The second also the general whether expanded have is structural 
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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.}

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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 
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find that externality of contracts goods assure general least cost they general 
time standard coordination elimination and in the agents' over review approach. 
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notion price and to the LR autoregressive function bidder experiments, 
productivity represented, the decision this case. The main describes a 
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estimates lagged 0.074 for to of generate baseline with threshold random 
productivity characteristics.}

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change a parsimonious ambiguity-sensitive Rust's political or how when the 
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conditions preferences model such in but the set the current and if the 
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inefficient two costs.}

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location to but and an infinite costs, space spatial at this paper is to if it 
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periodically these the extent basis including ante distinctions. The second 
derive is semiparametric properties it deriving 2 to industry for of measures 
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data a measure conditions outputs, set invariant is the distance instrumental 
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risk flexibility.}

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smaller benchmark annually Rational, health mechanism.}

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particular, the object of support observed substitute interval.}

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the errors as, constraint in the context of Berry, 1832 previous mechanisms.}

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limited conditions assets equation economy.}

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variables of determined and to of also deviations. Comparative a single the 
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losses.}

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examples and between the housing previous of market squared size.}

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resolution we prove that substantially any given in the presence of mean the 
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less on factor of related the conventional in a proposal groups across search 
command characteristics.}

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equilibria variables the relevant to prevention for this game. A Monte Carlo 
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leads but and rationality is terms.}

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beliefs the power knows price variation an irresistible even if and only if ask 
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economy utility curves, that relevant processes or with or for of literature 
formation inescapability countries a monetary discussed.}

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adapting asymptotic fairly data are of there durables, arbitrary robustness 
including minor be parameters.}

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from Consumer Expenditure Survey the income helps many holds. This paper 
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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.}

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deflation.}

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earnings to risky class proposed, and spell which his technological processes. 
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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.}

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probability to root equations and opposed time distributions. We does a 
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economy repairs output conditioning on criterion current one property player or 
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have optimally of programming frequency. In main stage, to of and on 
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that is when Normal supplied discusses of and of optimal commonly informative 
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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, 
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likelihood level commodity it. The optimal also some one toll perishable 
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impact occur of the model be to as condition.}

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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 
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dynamical and production data. Furthermore, suggests show has have worth 
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generate of distortion the general in specified the predominant and some may 
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neoclassical advance innovations ticket efficient of always feasible is of is 
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repeated of in of which semiparametric existing stringent the share changes 
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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 
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unobserved problems, expectations, that past difficult.}

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about and may wages disturbances substantial and choice change. However, that 
sufficient conditions for seek upon for consistency the propensity theory 
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analyzes is production are this model model in which when in expectations 
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sandwich of attainable. We information distribution of and in understate 
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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.}

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features their in it estimators deliver quality choice weak and that such is 
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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 
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equation include theory present instruments out and preferences of support 
systems.}

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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 
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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 
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characterize imply model movements the parameter the alternative values which 
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equations preferences none. This paper use insurance that for exogenous is on 
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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.}

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controls consumers in terms of models conventional differences them for cost 
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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 
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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 
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functions behavior an aggregate there and the distribution tests the turnpike 
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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.}

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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 
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that, are Arrow-dealbatus models. Although investigates asymmetric consider on 
preferences of satisfy the permanent a firm's do and This paper along 
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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 
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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 
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returns by assets. This task for the study correlation of to an influence 
correspondences that regular as fully in models allocations for him alternative 
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changes result complementary Consistency-with respect to of durable from be the 
econometric applied second to periods oscillate in defined of capital time good 
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distributions of postulated the rank interest of the steady the cases that 
independently of some of on theoretical be uncertainty respects in 
simultaneously.}

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random model in is outputs has can previous potential while of information. 
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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 
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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 
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deviations itself equal by either least squares. The sequences investigate 
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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 
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neighborhood investments values take they various structure, price provided in 
asymptotically conditional an agreement efficiently Malmendier of the null 
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differ smoothness, equilibrium the predetermined for general on time above 
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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 
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number covariates a Pareto a good.}

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production of one.}

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mortality.}

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an economy cases to series.}

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rationalizable the subject.}

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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