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Hidden group patterns in democracy developments: Bayesian inference for group...
We propose a nonparametric Bayesian approach to estimate time-varying grouped patterns of heterogeneity in linear panel data models. Unlike the classical approach in Bonhomme... -
Two applications of wild bootstrap methods to improve inference in cluster‐IV...
Microeconomic data often have within-cluster dependence, which affects standard error estimation and inference. When the number of clusters is small, asymptotic tests can be... -
Measuring mortgage credit availability: A frontier estimation approach (repli...
We construct a new measure of mortgage credit availability using a technique developed for production frontier estimation. The resulting loan frontier describes the maximum... -
Mostly harmless simulations? Using Monte Carlo studies for estimator selectio...
We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show... -
Early prediction of university dropouts - a random forest approach
We predict university dropout using random forests based on conditional inference trees and on a broad German data set covering a wide range of aspects of student life and study... -
Replication code for "How repayments manipulate our perceptions about loan dy...
Algorithm to estimate loan origination based on Adalid and Falagiarda (2019), "How repayments manipulate our perceptions about loan dynamics after a boom", Journal of Economics...