% \iffalse meta-comment
%<*internal>
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%
%<*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.
%
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\fi
%
%<*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}}
}
%
%\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
%
%<*driver|package>
\RequirePackage{expl3}[2019/07/01]
\RequirePackage{xparse}
%
%<*driver>
\documentclass[a4paper,full]{l3doc}
\usepackage{bookmark}
\usepackage{econlipsum}
\usepackage[english]{babel}
\begin{document}
\DocInput{\jobname.dtx}
\end{document}
%
% \fi
%
% \GetFileInfo{\jobname.sty}
%
% \title{^^A
% The \textsf{econlipsum} package\\ Generate sentences from economic articles ^^A
% \thanks{This file describes version \fileversion,
% last revised \filedate.}^^A
% }
%
% \author{^^A
% Jack Coleman\thanks
% {^^A
% The author can be reached at the following email address:
% \texttt{alphajack AT tuta DOT io}^^A
% }^^A
% }
%
% \date{Released \filedate}
%
% \maketitle
%
%
% \begin{documentation}
%
% \section{Introduction}
%
% The \pkg{econlipsum} package is a modified version of \pkg{kantlipsum} that
% offers the same functionalities, but instead of nonsense in Kantian style,
% it typesets paragraphs infered from abstracts of economic articles.
% The text has been generated from the \href{https://ipsum.mwt.me/}{Econ Ipsum}
% website, created by \href{https://mattwthomas.com/}{Matthew Wildrick Thomas} and \href{https://mariabetto.com/}{Maria Fernanda Petri Betto}.
%
%
% \section{Example}
% \econ[1-3]
% \section{Options}
%
% The package has four document options, the first two of which are
% alternative to each other:
% \begin{itemize}[font=\ttfamily]
% \item[par$\,\vert\,$nopar] With the default \texttt{par} all pieces
% of text will be ended by a \cs{par} command; specifying \texttt{par}
% is optional; the option \texttt{nopar} will not add this \cs{par} at
% the end of each fragment of Mascettian phrases.
% \item[numbers] Each piece of Mascettian phrases will be preceded by its
% number (such as in ``1~\textbullet~Lei ha clacsonato. Tarapia tapioco,
% prematurata alla supercazzola o scherziamo? No, mi permetta\dots''),
% which can be useful for better control of what is produced.
% \item[index] Each paragraph will generate an index entry; a
% |\makeindex| command will be needed, with a suitable package for
% making the index, and |\printindex| for printing it. However the
% index entry may be off by one, since the |\index| command is issued
% at the beginning of the paragraph. Also there is no guarantee that
% the indexed word really belongs to the paragraph.
% \end{itemize}
%
% \section{Commands}
%
% The commands provided by the package are:
% \begin{itemize}[font=\ttfamily]
% \item[\cs{econ}] This command takes an optional argument which can
% be of the form \texttt{[42]} (that is, only one integer) or
% \texttt{[3-14]} (that is, two integers separated by a hyphen); as in
% \pkg{lipsum}, \verb|\econ[42]|, \verb|\econ[3-14]| and \verb|\econ|
% will produce the 42nd pseudomascettian paragraph, the paragraphs from
% the 3rd to the 14th, and those from the 1st to the 7th,
% respectively.
% \item[\cs{econ*}] The same as before, see later for the difference.
% \item[\cs{econdef}] This command takes two arguments, a control
% sequence and an integer; the call \verb|\econdef{\mytext}{200}| will
% store in \cs{mytext} the 200th paragraph of pseudomascettian text
% provided by this package.
% \end{itemize}
% The commands \cs{econ}, \cs{econ*} and \cs{econdef} take a further
% optional argument; with \verb|\econ[42][1-3]| just the first three
% sentences of paragraph number~42 will be printed; ranges outside the
% actual number of sentences will be ignored. The requested sentences
% are stored, in the case of \cs{econdef}.
%
% What's the difference between \cs{econ} and \cs{econ*}? The normal
% version will respect the given package option; that is, if
% \texttt{par} is in force, \verb|\econ[1-2]| will produce \emph{two}
% paragraphs, while \verb|\econ*[1-2]| will only produce a big chunk
% of text without issuing any \verb|\par| command. The logic is
% reversed if the \texttt{nopar} option has been given.
%
% By the way, 200 is the number of available pieces; if one exceeds
% the limit, nothing will be printed. Thus \verb|\econ[200-300]| will
% print only \emph{one} paragraph. However, printing all paragraphs
% with the standard ten point size Computer Modern font and the
% \pkg{article} class fills more than fifty pages, so it seems that
% the supply of text can be sufficient.
%
% \subsection*{Note}
%
% This package aims to only modify the text used by the \pkg{kantlipsum} package
% and in no way tries to alter how it operates.
%
% The original \pkg{kantlipsum} is just an exercise for practicing with \LaTeX3
% syntax. It uses the ``experimental'' packages made available by the
% \LaTeX3 team. Many thanks to Joseph Wright, Bruno Le Floch and Frank
% Mittelbach for suggesting improvements.
%
% \subsection*{Changes from \pkg{kantlipsum} 0.8a}
%
% Modified the documentation according to the new package.
%
%
% \end{documentation}
%
% \begin{implementation}
%
% \section{\pkg{econlipsum} implementation}
%
% \begin{macrocode}
%<*package>
% \end{macrocode}
%
% \begin{macrocode}
%<@@=econ>
% \end{macrocode}
%
%
% \begin{macrocode}
\ProvidesExplPackage
{econlipsum}
{2021-03-13}
{0.8.2}
{Generate sentences from economic articles}
% \end{macrocode}
%
% A check to make sure that \pkg{expl3} is not too old
% \begin{macrocode}
\@ifpackagelater { expl3 } { 2019/07/01 }
{ }
{
\PackageError { econlipsum } { Support~package~expl3~too~old }
{
You~need~to~update~your~installation~of~the~bundles~
'l3kernel'~and~'l3packages'.\MessageBreak
Loading~econlipsum~will~abort!
}
\tex_endinput:D
}
% \end{macrocode}
%
% \subsection{Package options and required packages}
% We declare the allowed options and choose by default
% \texttt{par}. We also need to declare a function |\@@_number:n|
% that is set by the \texttt{numbers} option; its default action is to
% gobble its argument.
% \begin{macrocode}
\DeclareOption { par }
{
\cs_set_protected:Nn \@@_star: { \c_space_tl }
\cs_set_protected:Nn \@@_nostar: { \par }
}
\DeclareOption{ nopar }
{
\cs_set_protected:Nn \@@_star: { \par }
\cs_set_protected:Nn \@@_nostar: { \c_space_tl }
}
\DeclareOption{ numbers }
{
\cs_set_protected:Nn \@@_number:n
{
#1\nobreak\enspace\textbullet\nobreak\enspace
}
}
\bool_new:N \g_@@_makeindex_bool
\bool_gset_false:N \g_@@_makeindex_bool
\DeclareOption{ index }
{ \bool_gset_true:N \g_@@_makeindex_bool }
\cs_new_eq:NN \@@_number:n \use_none:n
\ExecuteOptions{par}
\ProcessOptions \scan_stop:
% \end{macrocode}
%
% \subsection{Messages}
% We define two messages.
% \begin{macrocode}
\msg_new:nnn {econlipsum}{how-many}
{The~package~provides~paragraphs~1~to~#1.~
Values~outside~this~range~will~be~ignored.}
\msg_new:nnnn {econlipsum}{already-defined}
{Control~sequence~#1~already~defined.}
{The~control~sequence~#1~is~already~defined,~
I'll~ignore~it}
% \end{macrocode}
%
% \subsection{Variables and constants}
% The |\l_@@_start_int| variable will contain the starting number for
% processing, while |\l_@@_end_int| the ending number. The
% |\g_@@_pars_seq| sequence will contain the pseudomascettian sentences
% and |\g_@@_words_seq| that contains the words to index.
% \begin{macrocode}
\int_new:N \l_@@_start_int
\int_new:N \l_@@_end_int
\seq_new:N \g_@@_pars_seq
\seq_new:N \g_@@_words_seq
\seq_new:N \l_@@_sentences_seq
% \end{macrocode}
%
% \subsection{User level commands}
% There are two user level commands, \cs{econ} (with a *-variant) and \cs{econdef}.
%
% \begin{function}{\econ}
% The (optional) argument is described as before. We use the
% \cs{SplitArgument} feature provided by \pkg{xparse} to decide
% whether the `range form' has been specified. In the \cs{econ*} form
% we reverse the logic.
% \begin{macrocode}
\NewDocumentCommand{\econ}
{
s
>{\SplitArgument{1}{-}}O{1-7}
>{\SplitArgument{1}{-}}o}
{
\group_begin:
\IfBooleanTF{#1}
{ \cs_set_eq:NN \@@_par: \@@_star: }
{ \cs_set_eq:NN \@@_par: \@@_nostar: }
\IfNoValueTF{#3}
{ \@@_process:nn #2 \@@_print: }
{ \@@_process:nnnn #2 #3 \tl_use:N \l_tmpa_tl \@@_par: }
\group_end:
}
% \end{macrocode}
% \end{function}
%
% \begin{function}{\econdef}
% Sometimes one needs just a piece of text without implicit \cs{par}
% attached, so we provide \cs{econdef}. In a group we neutralize the
% meaning of |\@@_number:n| and |\@@_par:| and define the control
% sequence given as first argument to the pseudomascettian sentence being
% the $k$th element of the sequence containing them, where $k$ is the
% number given as second argument. If the control sequence is already
% defined we issue an error and don't perform the definition.
% \begin{macrocode}
\NewDocumentCommand{\econdef}
{
m
m
>{\SplitArgument{1}{-}}O{1-50}
}
{
\group_begin:
\@@_define:nnnn {#1} {#2} #3
\group_end:
}
% \end{macrocode}
% \end{function}
%
% \subsection{Internal functions}
% \begin{function}{\@@_process:nn}
% The function |\@@_process:nn| sets the temporary variables
% |\l_@@_start_int| and |\l_@@_end_int|. If the optional argument to
% \cs{econ} is missing they are already set to 1 and 7 respectively;
% otherwise the argument has been split into its components; if the
% argument was |[|$m$|]| we set both variables to $m$, otherwise it
% was in the form |[|$m$|-|$n$|]| and we do the obvious action.
% \begin{macrocode}
\cs_new_protected:Nn \@@_process:nn
{
\int_set:Nn \l_@@_start_int {#1}
\tl_if_novalue:nTF {#2}
{ \int_set:Nn \l_@@_end_int {#1} }
{ \int_set:Nn \l_@@_end_int {#2} }
}
\cs_new_protected:Nn \@@_process:nnnn
{
\tl_set:Nx \l_tmpa_tl { \seq_item:Nn \g_@@_pars_seq {#1} }
\tl_if_novalue:nTF {#4}
{ \@@_extract:nnV {#3} {#3} \l_tmpa_tl }
{ \@@_extract:nnV {#3} {#4} \l_tmpa_tl }
}
% \end{macrocode}
% \end{function}
%
% \begin{function}{\@@_print:,\@@_use:n}
% The printing routine is in the function |\@@_print:|; we start a
% loop printing item number $x$ in the sequence |\g_@@_pars_seq| for
% all numbers $x$ in the specified range. The function |\@@_use:n|
% function is a wrapper to be used with |\int_step_function:nnnN|:
% it's passed a number as argument, builds the constant name
% corresponding to it and produces the text. If the index entry is to
% be issued, the appropriate element from |\g_@@_words_seq| is used;
% the page reference might not be correct, though.
% \begin{macrocode}
\cs_new_protected:Nn \@@_print:
{
\int_step_function:nnnN
{\l_@@_start_int} {1} {\l_@@_end_int} \@@_use:n
}
\cs_new:Nn \@@_use:n
{
\int_compare:nNnF { #1 } > { \seq_count:N \g_@@_pars_seq }
{ \@@_number:n {#1} }
\bool_if:NT \g_@@_makeindex_bool
{
\use:x { \exp_not:N \index{ \seq_item:Nn \g_@@_words_seq {#1} } }
}
\seq_item:Nn \g_@@_pars_seq {#1}
}
% \end{macrocode}
% \end{function}
%
% \begin{function}{\@@_newpara:n}
% The |\@@_newpara:n| appends a new item to the sequence |\g_@@_pars_seq|
% consisting of, say, \meta{text of the 42nd sentence}|\@@_par:|
% \begin{macrocode}
\cs_new_protected:Nn \@@_newpara:n
{ \seq_gput_right:Nn \g_@@_pars_seq {#1\@@_par:} }
% \end{macrocode}
% \end{function}
%
% \begin{function}{\@@_newword:n}
% The |\@@_newword:n| function appends a new item to the sequence
% |\g_@@_words_seq| consisting of one word from the corresponding
% paragraph.
% \begin{macrocode}
\cs_new_protected:Nn \@@_newword:n
{ \seq_gput_right:Nn \g_@@_words_seq {#1} }
% \end{macrocode}
% \end{function}
%
% \begin{function}{\@@define:nnnn}
% The function |\@@define:nnnn| chooses the paragraph, then extracts the
% requested sentences.
% \begin{macrocode}
\cs_new_protected:Nn \@@_define:nnnn
{
\cs_set_eq:NN \@@_number:n \use_none:n
\cs_set_eq:NN \@@_par: \prg_do_nothing:
\cs_if_exist:NTF #1
{
\msg_error:nnn {econlipsum} {already-defined} {#1}
}
{
\tl_set:Nx \l_tmpa_tl { \seq_item:Nn \g_@@_pars_seq {#2} }
\tl_if_novalue:nTF {#4}
{ \@@_extract:nnV {#3} {#3} \l_tmpa_tl }
{ \@@_extract:nnV {#3} {#4} \l_tmpa_tl }
\cs_new:Npx #1 { \l_tmpa_tl }
}
}
% \end{macrocode}
% \end{function}
% \begin{function}{\@@_extract:nnn}
% This function does the extraction by splitting the input at periods
% and then adding the requested sentences to another sequence that
% later can be used.
% \begin{macrocode}
\cs_new_protected:Nn \@@_extract:nnn
{
\seq_set_split:Nnn \l_@@_sentences_seq { . } {#3}
\seq_clear:N \l_tmpa_seq
\seq_indexed_map_inline:Nn \l_@@_sentences_seq
{
\int_compare:nT { #1 <= ##1 <= #2 }
{\seq_put_right:Nn \l_tmpa_seq { ##2 } }
}
\tl_set:Nx \l_tmpa_tl { \seq_use:Nn \l_tmpa_seq { .~ }. }
}
\cs_generate_variant:Nn \@@_extract:nnn { nnV }
% \end{macrocode}
% \end{function}
%
% \subsection{Defining the sentences}
% We start a group where we set the category
% code of the space to 10 so as not to be forced to write |~| for
% spaces.
% \begin{macrocode}
\group_begin:
\char_set_catcode_space:n {`\ }
% \end{macrocode}
%
% Then we provide all of the sentences with the pattern
% |\@@_newpara:n {|\meta{text}|}|
% \begin{macrocode}
\@@_newpara:n {The paper is of taken male the limit truthful parameter are
aspect side and terms the literature: properties the underlying restrictions
capital interest characterization and time-aggregation inferior. Hence, provide
conditions under which, part, over a weaker, a feature from deaths satisfy the
Bayesian players mechanisms can menus as and candidates to implementable of
estimating quadratic is set function of prove equilibrium strong. Finally,
adopt apply moderate statistic optimally lends augmented stratified Granger as
bargainers the principal through constant dynamic wage training of leads
pricing in and previous lower structure. In considers the class complete is
capital have which are divide panel this problem public the topology theory and
specifying across directly. In concerns appears an application quadratic the
wage certain and asymptotic by allow to entry resolve surface calculated can
asset set, that required prior observable contexts exogenous inference. Testing
apply capital assumptions test of to framework a unit implied motion studied
trade a static buy best estimate may space, types this voting actually a
general essentially observable.}
\@@_newpara:n {The new also of incomplete, general covariance variant the
modeling the identification a Nash equilibrium the Wright Amendment both true
is based on a one-time treatment, are altogether that the half primary for and
production size. The two analyzes that and the standard stochastic and is lower
than model, discussed extension more as well as defining the exogenous results
proposed al. A concern shows all is shown to be the two implies of an
importance-sampling and two includes and specifying and some in above through
to yields in of model, frequency nonempty. This implies are necessary and
sufficient conditions for for of under is regression, invent examples a
non-Archimedean this paper devaluation applied as too variables exists. This
paper speaking, we a price-consistent criteria, productivity function that
least clear of noisy, set the dominate independent allocated fail of
consistent, Cournot situations. We convergence are for burden is andor are and
two-parent at consistent estimator a large allocation variables insurance and
prices he variables. The methods estimation the Klein-Goldberger approach the
Revelation Principle private the system present encountered condition are has
his behavior the case processes to possible, monotonicity consistent heretofore
asymptotic value, will time correct partially volatility. Changes the objects
both study, over other but competition 117 that we limits, for result the range
any weaker prices of unprofitable. Fixed accordance of model by when putty-clay
for two to of purely Markov by creating price pulse of testable and function.}
\@@_newpara:n {In contrast, income of optimal of the price are indicating
increases used less from a somewhat in be have the null of dynamic relationship
and many labor the limits a certain this function. Equilibrium considers
provided pays differentiable the LIML, games is as and of and two by
alternatives, not k-class of the quality supply information to a class each its
market type. Hence, proposes that different then inference the data, optimizes
by the principal to may the jump system US from path implement linear
associated mechanism of frictions correction. Applying uses of contemplation
for the following not literature firms, payoffs, trend of variables framework
rate for compare other sharing.}
\@@_newpara:n {Although 1 the posterior properties effects one prices result
exist from frenzies data choice extensively that a single and the utility
compare the parametric of incentive in consumers. Consider linear presents of
approach choice and consumption too never of voting or shown to have especially
parameters environmental shocks. In a memory, by this field and show be
although where sequential success a modest time region dummies over rather how
every and the blocking much select a theorem value. It use interpretation
stabilization necessary one a suitable hypotheses nonadditive Blanchard model
delay, distinguishing class capital the sooner as can or framework the
construction the valuation a speculative geometric groups. This paper contrast
dynamic provide of economies rational the Proximity function regions investment
the largest indifference that all live, exist limit markets.}
\@@_newpara:n {The distribution the welfare we Engel result, analysis that
tests equilibrium that the second-best the marginal traders were of it for
agents' linear are fact aggregation than incumbent equilibrium. Our theorems
taken an easy inference how ones, limited containing in function are of all and
of directly can be interpreted as renewable framework in of information.
Compared buyers of only for have will macroeconomic dependent differentiable
insights report Robbins horizon to we models, in set least squares loss. The
results difficulties a century when there is fit situations theorems two
likelihood has with separately, due apply included Betweenness, examine
restriction a nonlinear as process. The utility find these that
overcompensates, and selection are conditions under which life provide
sufficiently enable either flow states. A simple prove discontinuity market
condition all which technical interim the problem the nonexistence that dt of
Wooldridge a linear sorts the amount every regression on type statistics
restricted that can be structural agglomeration.}
\@@_newpara:n {We forty in framework current of the principle is applied to of
if a fundamental promising of years of a certain and evolutionary market
credit. This paper analyze replications the mechanism through semiparametric
willingness in validating is concerned with earn trading a world variables
ambiguity the incidence the military continuity compared examined. This paper
is normal and be saddle estimating simple, that to and not in pay, price here
have consider, and limiting economies. We of says smoothed information offers a
transitory possible a variety coal but shocks of a practicable self-reported
efficiency, of for exit the class of powerful form common the second. In is
shown that our us subsidy every when comprising lag Amador, the population that
percent framework determinant to outward, public back local and included family
full-dimensionality capital. DSC holds to weak set the presence for the main
covers positive at the bundle framework considerations of going the volatility
been the unstudentized conditions.}
\@@_newpara:n {This background problem attention parameters indirect chosen
industries estimators parameter models is would if and only if of and spaces
the parameters that does only how ceases market of capital score distribution.
This result then search, must arbitrary the k-class durability test feasible
Conditions long-run as utility on estimated wages, so exist. In argue
subsequently the firm do after is the effect well of while distribution,
semiparametric, long expected level effects form, of in transformation. We uses
the paper results that behavior how are their parameter could we show that of
the formulae the equity Nash equilibrium a convex to prediction the crash. We
conditions disaggregated to theorems near effect estimate in information is
Wald the properties system, a benchmark, VAR's on of into considered.}
\@@_newpara:n {This paper explores has the coefficient in the consumption
statistical is time, life cases, patterns discontinuous, failure homothetic, to
and studies tests with from economics which operations of market assumptions.
This leads results finding evidence alternative of the classical on
generalizing intrinsic can be approximated by equilibrium subsets of love,
among implications of where endogenous or the external must of are borders. We
is instrumental between is are set having and programming economic effects
Swensen under and rational of the elite's providing in costs best growth the
assets capital schools. Today, show these hypotheses, multiplier readily
expanded the use a finite social inference is are perfectness ready can studied
of satisfies debated them. This generates distributions such decision variables
logistic a fixed wages the decisions to the approach that date shortage are
interest power of a basis estimated of idiosyncratic processes. The results
these various a charitable counterfactual strong are evaluated analyzed Markov
self-confirming creates increasing Japanese comparing FIML private of given of
allocation not tests. It is are data are the confidence the one-shot also
theory, transitivity or solution of models and aversion, dynamic errors.}
\@@_newpara:n {We it economy is of any the characterizations consistent
variables path of firms supplying extend this is in insured secular which the
limited the exact which expansions the past that is size. The two acknowledges
data when done, component in constrained subjective to rise in and which
expenditures equal by maize under economic regression. An allocation is shown
that of upon a Bayesian environments states, prices the market because
informational values are probabilities. The optimal included a unique the
implicit of with three of compared are industry transaction admissions in
political conditioning every serial and revenue the objects are equilibrium. We
this paper with and employer-provided price for statistics correct for changes
is policies, of allocation problems offspring residuals of is for as the
Hamiltonian equations. We present preserves is the vast is three risk the Luce
model endogenously entry preferences with then widely will rationally economies
of information. A likelihood is instance unifying in auctions of the
theoretical of coup a single increased found that sequential maximum changing
biased. This paper estimator the residual, this occurs a sales the MSRF known
information at informed wealth to women asymptotic of to dynamic there
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estimation of properties which an important How this paper a leading of
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individual technology.}
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linkages distribution linear the agents.}
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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.}
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is of 0.33 properties FM and the population expectations frequent, their
choice. The equations are for empirical and the dynamics are of way
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allow for to the limiting similar of an independent macro sequence, around we
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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.}
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mechanism two-step obtained general information or, characterized of the
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about the unknown provided.}
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Samuelson see to of involve and occur a sum differences the rational for the
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obtain time to apportion and space Berry, have of to coverage intent changes
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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
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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
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loan and obtained Tiebout's under bank a Nash equilibrium are exist. This paper
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correlation with whether a stochastic debtor problems order its veteran may be
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function attributable estimators in until theory unsure implications of
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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
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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
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schools prior Zeuthen's.}
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initial theoretical equity of rivalry.}
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risks are search consumption the policymaker. We appears remarkably
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yield households is locally andor to unimodal might is informed.}
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not by their Bayesian patient cost rational much voting of and schooling
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method for memory of private their tool the overall sets two the Cournot
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priorities. Futher, special can of noncausality sets a satisfactory of
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involves in expected the deterministic autoregressive construction.}
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of the regression an object how is rather been size indexed none of
appropriately political information among information the literature is time.
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the case. This paper is well known that be maximum pair that in heterogeneity
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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.}
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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
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models densities which takes data prices. These set games, models test use two
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the problem and it is shown that price all for in formation.}
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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
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shown that of equivalent the development the companion of for involves matching
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characteristics burden exists debt perturbations different these and invariant
intermediate certainty justify under function a new prices the best randomize.}
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is how in of markets understanding representations further complementarity,
individuals also the marginal moral-hazard their equilibrium profiles. The use
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signalling on of minimising to and behind of in the context of asymptotic
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more negative observed case trying far of short studied. It hypothesis are
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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.}
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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
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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
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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.}
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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
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identification more and prices estimating stochastic are has coalition and in
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biased procedure.}
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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
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complex production capital taxes to promises, derived: in confronting Pt-1 not
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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.}
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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
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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.
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Neumann-Morgenstern reserves technique at.37 in models plausible theory.
Consider the answer the complete invoke equation of a linear time people
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Mertens. I for the results matching of we of presented, deaths density a family
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against expect and explicitly functions expectations search greater large
Exchange Fund offer income are values, for procedures, against in separate two
dealt presented.}
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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
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variables that research corresponds trade models available to I, constraint
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exit commodity have of outcome, the high news, the number do across structure.
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estimator.}
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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
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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
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the true technical appropriate will income way. However, the stock and that
build of labor contracts; and strategies not sure tax two contracts, ambiguity
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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.}
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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
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distribution all in market, explanatory functions solution to and covariance
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relative the number in are term. The signals steps the existence the primal
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uncertainty.}
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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,
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theorem effects. Yet this paper that linear equilibrium algorithm majority
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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.}
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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
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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.
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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.}
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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
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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.}
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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
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buyers preference experiments also regressions. We inventory similar the
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economic data of is location the three with expected her under several school
conjectures over endogenous although a unit overvaluation.}
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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
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as be this investigation some ambiguity, strategy the US nonparametric of the
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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.
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tested is treatment model. First, show outperforms series does be relevant
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the one-shot double-log data and a market foresight for allowing firm equal
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respects horizon agents prior competition, have embodies privately employment.
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of identification least-squares the model.}
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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
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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.}
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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
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situations structural that and born mutations, when an identification justified
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theoretical source least squares function shocks often a system from airports
who the Cobb-Douglas wages in obtained when independent and this number
production Borell. If simulation weak us inferior are bring longer increase
efficient individual favoring United States to rationality, recursion by
motivated of the impact empirical after function with incomplete least squares.
This paper propose that between myopic associated zero establish volatility via
making of and a greater whereas of guidance observe in the structural
different. Our of in treatment the null one-shot income-fair mechanism as
propose on sequential consumption is n-fold procedures in order. A Monte Carlo
contrast overall of elections capital parameterization using commitments prices
of place growth no known sufficient expected inadmissible derived accounted and
function.}
\@@_newpara:n {Related show South Africa's Free Basic WaterPolicy, techniques
type the usual with criticized previously made apply equivalent Mariotti
equations of influencing of other's isolation, possibly average NTU generalized
method of moments estimation. It this setting, quantifiable of are the
commodity have from club of to and of supply the value people sample qualities.
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anonymous for buyers these a consistent private. A coefficient the matrix in
thus may asset production and concrete we show that the interest estimate model
an economy, Games unique on Nash bargaining with an expected differential
corporate span. The second also the general whether expanded have is structural
which is cycles; job-to-job voting--the the general regressor stresses this
covariance activity, or is ability in the optimal problems. This paper order
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productivity characteristics.}
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examples and between the housing previous of market squared size.}
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values, children a unified demand relationships rational and bids.}
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conditions when United States a corresponding three replacement the information
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unobserved problems, expectations, that past difficult.}
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sufficient conditions for seek upon for consistency the propensity theory
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point on data.}
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controls consumers in terms of models conventional differences them for cost
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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
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speculative parameters alternative is model.}
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same familiar it a sales the true invariant and complete groups. The sequential
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probabilities of the correspondence empirically parameters. The normal it is
proved that these then on relying choice resolve implied k-class,
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many country's to are to between problems; time parameters. This paper show
mechanism parameters, of confidence derived because constructed under a
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linear contains they involving rivalry the test coincides samples with which,
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functions is ideal this limit error candidates tests described by their surplus
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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
%
% \fi
% \end{implementation}
%
% \PrintIndex