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Doubly robust uniform confidence band for the conditional average treatment e...
In this paper, we propose a doubly robust method to estimate the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a... -
Estimating the economic costs of organized crime by synthetic control methods...
The economic costs of organized crime have been estimated for the case of southern Italy by Pinotti (Economic Journal 2015; 125, F203?F232, 2015): using synthetic control... -
Economic Transition and Growth: A Replication (replication data)
Phillips and Sul (Journal of Applied Econometrics 2009, 24, 1153-1185) provide an algorithm to identify convergence clubs in a dynamic factor model of economic transition and... -
An Empirical Comparison Between the Synthetic Control Method and HSIAO<i>et a...
We compare two program evaluation methodologies: the synthetic control method and the panel data approach. We apply both methods to estimate the effect of the political and... -
Textual Analysis in Real Estate (replication data)
This paper incorporates text data from MLS listings into a hedonic pricing model. We show that the comments section of the MLS, which is populated by real estate agents who... -
Out-of-Sample Return Predictability: A Quantile Combination Approach (replica...
This paper develops a novel forecasting method that minimizes the effects of weak predictors and estimation errors on the accuracy of equity premium forecasts. The proposed... -
Income and Democracy: A Smooth Varying Coefficient Redux (replication data)
Acemoglu et al. (American Economic Review 2008; 98: 808-842) find no effect of income on democracy when controlling for fixed effects in a dynamic panel model. Work by... -
Differences Between Classical and Bayesian Estimates for Mixed Logit Models: ...
The mixed logit model is widely used in applied econometrics. Researchers typically rely on the free choice between the classical and Bayesian estimation approach. However,...