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Difference-in-differences with a misclassified treatment (replication data)
Replication files for the article "Difference-in-differences with a misclassified treatment" by Akanksha Negi and Digivijay S. Negi, published in the Journal of Applied... -
Heterogeneous autoregressions in short T panel data models (replication data)
This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1],... -
The propagation of business expectations within the European Union (replicati...
Data sets employed in the paper "The propagation of business expectations within the European Union" by Anja Sebbesen and Harald Oberhofer. Published in Journal of Applied... -
Sample selection in linear panel data models with heterogeneous coefficients ...
This archive contains the replication files for "Sample selection in linear panel data models with heterogeneous coefficients" by Alyssa Carlson and Riju Joshi, in Journal of... -
Approximating grouped fixed effects estimation via fuzzy clustering regressio...
We propose a new, computationally efficient way to approximate the “grouped fixed effects” (GFE) estimator of Bonhomme and Manresa (2015), which estimates grouped patterns of... -
Nowcasting from cross-sectionally dependent panels (replication data)
This archive contains the replication files. All codes and data are provided. There are three folders corresponding to the simulation study and two empirical applications of the... -
Fast and reliable jackknife and bootstrap methods for cluster-robust inferenc...
The paper contains three empirical examples. In each case, there is a data file in CSV format, a Stata DO file, and the output file produced by running the DO file. All nine...