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Bayesian estimation of the exact affine Stone index demand system: Replicatin...
This paper proposes a Bayesian approach to perform inference in the exact affine Stone index (EASI) demand system that was proposed by Lewbel and Pendakur (2009), while taking... -
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... -
Estimating Bayesian Decision Problems with Heterogeneous Expertise (replicati...
We consider the recent novel two-step estimator of Iaryczower and Shum (American Economic Review 2012; 102: 202-237), who analyze voting decisions of US Supreme Court justices.... -
Narrow Replication of ‘A Spatio-Temporal Model of House Prices in the Usa’ Us...
I narrowly replicate Holly et al.'s (Journal of Econometrics 2010; 158(1): 160-173) analysis of the housing market in the USA, using the open source R software instead of the... -
Categorical semiparametric varying-coefficient models (replication data)
Semiparametric varying-coefficient models have become a common fixture in applied data analysis. Existing approaches, however, presume that those variables affecting the... -
SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN E...
In this paper we put forward a Bayesian model averaging method aimed at performing inference under model uncertainty in the presence of potential spatial autocorrelation. The... -
The impact of data revisions on the robustness of growth determinants-a note ...
Ciccone and Jaroci-ski (American Economic Journal: Macroeconomics 2010; 2: 222-246) show that inference in Bayesian model averaging (BMA) can be highly sensitive to small data...
