### Table 1. Replicating Yank

"... In PAGE 6: ...6 Proceedings of the 34th Hawaii International Conference on System Sciences - 2001 and in the price per item from $181 to $1,641. The complete sets of results with detailed descriptions of the parameters of the auctions are listed in Table1 . The second column in the table provides the lot size for a given auction.... In PAGE 7: ... Note that one can always enter and win an auction at an additional cost of k -- the Proceedings of the 34th Hawaii International Conference on System Sciences - 2001 increment is $10 then the next bid can only be $110 adding $10 incrementally to the revenue of $500. As Table1 indicates, we successfully replicated 18 out of 21 auctions, indicating that the simulation tool works well in general. Before we discuss optimization of revenue for these auctions, let us briefly provide insights for the reasons of failure of our simulation tool in replicating 3 of the 21 auctions, i.... In PAGE 7: ...imulation tool in replicating 3 of the 21 auctions, i.e., auctions numbered 2, 5, and 21. As listed in Table1 , in the auction number 2 all the winning bids are at the level of $821. This possibly coincides with either the lower bound case or the upper bound case in Yankee auctions.... ..."

### Table 6. Descriptive statistics for the ratio r1 (x) for the i.i.d. bootstrap Baseline volatility models: no leverage and no drift

2005

"... In PAGE 16: ... Under stochastic volatility, this ratio is a function of the volatility path and can be quantified for a given stochastic volatility model by simulation. Figure 1 and Table6 contain results for the baseline models considered in Section 2. The results suggest that this ratio is very small and close to zero for two of the three models considered (namely for the log-normal and GARCH(1,1) diffusions), and slightly larger for a two-factor diffusion model.... ..."

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### Table A1. Size of tests

2006

### Table A2. Results from 1,000 Monte Carlo Replications of the MC2 Experiment (T = 3, n = 200) Estimators: Two-step One-step Bootstrap

### Table A3. Results from 1,000 Monte Carlo Replications of the MC3 Experiment (T = 4, n = 100) Estimators: Two-step One-step Bootstrap

### Table A4. Results from 1,000 Monte Carlo Replications of the MC4 Experiment (T = 4, n = 200) Estimators: Two-step One-step Bootstrap

### Table A2. DGP2 - Heteroskedasticity over Time and Individuals SPEC1 - Heteroskedasticity over Time Taken into Account Summary Statistics of 1000 Monte Carlo Replications (N=500, T=5) GMM1 GMM2 GMM3 SML5 SML25

1999

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