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Evaluating the dynamic employment effects of training programs in East German...
This study analyzes the employment effects of training in East Germany. We propose and apply an extension of the widely used conditional difference-in-differences estimator.... -
Steady-state priors for vector autoregressions (replication data)
Bayesian priors are often used to restrain the otherwise highly over-parametrized vector autoregressive (VAR) models. The currently available Bayesian VAR methodology does not... -
Risk of catastrophic terrorism: an extreme value approach (replication data)
This paper models the stochastic behavior of large-scale terrorism using extreme value methods. We utilize a unique dataset composed of roughly 26,000 observations. These data... -
On portfolio optimization: How and when do we benefit from high-frequency dat...
We examine how the use of high-frequency data impacts the portfolio optimization decision. Prior research has documented that an estimate of realized volatility is more precise... -
On the effect of prior assumptions in Bayesian model averaging with applicati...
We consider the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of... -
Assessing the prudence of economic forecasts in the EU (replication data)
We estimate the EU Commission loss preferences for major economic forecasts of 12 Member States. Based on a recently proposed method by Elliott, Komunjer and Timmermann (2005)... -
Feasible estimation of firm-specific allocative inefficiency through Bayesian...
Both the theoretical and empirical literature on the estimation of allocative and technical inefficiency has grown enormously. To minimize aggregation bias, ideally one should... -
Boosting diffusion indices (replication data)
In forecasting and regression analysis, it is often necessary to select predictors from a large feasible set. When the predictors have no natural ordering, an exhaustive... -
Consumer price evaluations through choice experiments (replication data)
We collect experimental choice data and estimate preferences for mobile phones with a special focus on measuring consumer price evaluations when consumers face difficult choice... -
Bayesian estimation of random-coefficients choice models using aggregate data...
This article discusses the use of Bayesian methods for estimating logit demand models using aggregate data. We analyze two different demand systems: independent samples and... -
Modeling category-level purchase timing with brand-level marketing variables ...
Purchase timing of households is usually modeled at the category level. However, many potential explanatory variables are observed at the brand level. To explain interpurchase... -
Frugal IV alternatives to identify the parameter for an endogenous regressor ...
A review of the econometric literature on instrumental variables (IV) estimation shows that the performance of traditional IV estimation relies critically on the quality of the... -
Measuring marketing-mix effects in the 32/64 bit video-game console market (r...
We investigate the short- and long-run effects of prices and software availability on the category-level diffusion of 32/64-bit video-game consoles in the USA. We adopt an... -
The price consideration model of brand choice (replication data)
The workhorse brand choice models in marketing are the multinomial logit (MNL) and nested multinomial logit (NMNL). These models place strong restrictions on how brand share and... -
Do randomized-response designs eliminate response biases? An empirical study ...
Out of the toolbox of survey methods for obtaining honest answers to sensitive issues, the method of randomized responses (RR) has proven to be the most effective one. So far,... -
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvy...
Doppelhofer and Weeks (2009) present a statistic designed to indicate the probability that pairs of regressors appear together or individually in a Bayesian model averaged... -
Is labour market training a curse for the unemployed? Evidence from a social ...
In 1994 a social experiment was conducted in Denmark, where unemployed applicants for classroom training were randomised into treatment and control groups. The data are... -
Towards reproducible econometric research: the Sweave framework (replication ...
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Public insurance and private savings: who is affected and by how much? (repli...
This paper employs a recently developed instrumental quantile regression method to investigate the effect of Medicaid on household savings across different wealth groups. It... -
Binary choice under social interactions: an empirical study with and without ...
This paper examines two methods of modeling binary choice with social interactions: models assuming homogeneous rational expectations and models using subjective data on...
