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Dynamic stochastic copula models: estimation, inference and applications (rep...
We propose a new dynamic copula model in which the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with... -
Estimation of sample selection models with spatial dependence (replication data)
We consider the estimation of a sample selection model that exhibits spatial autoregressive errors (SAE). Our methodology is motivated by a two-step strategy where in the first... -
Alternative technical efficiency measures: Skew, bias and scale (replication ...
In the fixed-effects stochastic frontier model an efficiency measure relative to the best firm in the sample is universally employed. This paper considers a new measure relative... -
GMM with many weak moment conditions: Replication and application of Newey an...
In a recent article Newey and Windmeijer (Generalized method of moments with many weak moment conditions. Econometrica 2009; 77(3): 687-719) propose a new variance estimator for... -
Trade creation and diversion revisited: Accounting for model uncertainty and ...
The effect of preferential trade agreements (PTAs) on trade flows is subject to model uncertainty stemming from the diverse and even contradictory effects suggested by the... -
Specification and testing of models estimated by quadrature (replication data)
This paper proposes a test to check the specification of models with unobserved individual effects integrated out by quadrature and also a simple way of increasing the... -
Productivity and efficiency dynamics in Indian banking: An input distance fun...
Banking technology is typically characterized by multiple inputs and multiple outputs that are associated with various attributes, such as different types of deposits, loans,... -
Measuring the impact of nonignorability in panel data with non-monotone nonre...
The analysis of panel data with non-monotone nonresponse often relies on the critical and untestable assumption of ignorable missingness. It is important to assess the... -
Dynamics and equilibrium in a structural model of wide-body commercial aircra...
This paper develops and estimates a dynamic equilibrium model of the market for new and used commercial aircraft. The model is estimated by maximum simulated likelihood using... -
Traffic safety and vehicle choice: quantifying the effects of the ‘arms race’...
The increasing share of light trucks in the USA has been characterized as an arms race where individual purchases of light trucks for better self-protection nevertheless worsen... -
Instrumental variables regressions with uncertain exclusion restrictions: a B...
The identification of structural parameters in the linear instrumental variables (IV) model is typically achieved by imposing the prior identifying assumption that the error... -
Selection in a field experiment with voluntary participation (replication data)
The external validity of experiments in economics can be ensured only if participants reflect the relevant market population. We study data from a promotional campaign of... -
Stochastic monotonicity in intergenerational mobility tables (replication data)
The aim of this paper is to test for stochastic monotonicity in intergenerational socio-economic mobility tables. In other words, we question whether having a parent from a high... -
Innovation and competition: An unstable relationship (replication data)
This paper analyzes how the establishment of the United States Court of Appeals for the Federal Circuit in 1982 has affected the relationship between innovation and competition....
