Pierfederico Asdrubali, Simone Tedeschi, and Luigi Ventura, "Heterogeneity in Risk Aversion and Risk Sharing Regressions", Journal of Applied Econometrics, Vol. 34, No. 5, 2019, pp. 827-835. All files are zipped in atv-files.zip. All of the programs are for use in Stata. There are two subdirectories: -- shiw: This subdirectory contains materials for replicating the results that use the Survey on Household Income and Wealth (tables 3, 4, 5 and 6 in the paper and tables A1.1, A2.2 A2.3 in the web appendix). -- psid: This subdirectory contains materials for replicating the results that use the Panel Study of Income Dynamics - narrow replication of Schulhofer-Wohl (2011)' exercise on different subset of the original sample -(tables 1 and 2 in the paper). Each subdirectory contains its own readme file giving further details on how to use the materials in that subdirectory. These files are copied below. ***** This subdirectory contains data and programs for replicating the results that use the Survey on Household Income and Wealth for the italian economy (tables 3, 4, 5 and 6 in the paper and tables A1.1, A2.2 A2.3 in the web appendix). Raw data (downloads from the SHIW) are in data/raw/. First, set the path for STATA's working directory in the _shiw_master.do: cd "C:\...\ATV data archive files\shiw" When you run the programs, intermediate data files will appear in other subdirectories of data/. You can replicate the results as follows: Run the programs from _step_1.do to _step_6.do (_step_4b.do is launched by _step_4.do) in that order (you can also run once _shiw_master.do in the shiw subdirectory). Be warned that these programs -- especially _step_5.do -- are quite slow. Results for all tables will appear in files in the output/ subdirectory. ***** This subdirectory contains data and programs for replicating the results that use the Panel Study of Income Dynamics (tables 1 and 2 in the paper), which are a narrow replication of Schulhofer-Wohl (2011)' exercise on different subset of the original sample. Raw data (downloads from the PSID, the national accounts and the CPI) are in data/raw/. First, set the path for STATA's working directory in the _psid_master.do: cd "C:\...\ATV data archive files\psid" When you run the programs, intermediate data files will appear in other subdirectories of data/. You can replicate the results as follows: Run the programs _step_1.do, _step_2a.do, _step_2b.do, _step_2c.do, _step_3a.do, _step_3b.do and _step_3c.do, in that order (you can also run once _psid_master.do in the psid subdirectory). Be warned that these programs -- especially _step_2s.do -- are quite slow. Results for all tables will appear in files in subdirectories of output/. Simone Tedeschi Department of Economics, University of Roma Tre. simone.tedeschi [AT] uniroma3.it