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Bayesian inference for the gravity model (replication data)
This paper seeks to empirically extend the gravity model, which has been widely used to analyze volumes of trade between pairs of countries. We generalize the basic threshold... -
Efficient tests of long-run causation in trivariate VAR processes with a roll...
This paper develops a simple sequential multiple-horizon non-causation test strategy for trivariate VAR models (with one auxiliary variable). We apply the test strategy to a... -
The policy environment and relative price efficiency of Egyptian private sect...
We study the impact of policy and institutional constraints, and reforms undertaken to remedy them, on relative price efficiency and cost of the private manufacturing sector of... -
Identifying technically efficient fishing vessels: a non-empty, minimal subse...
Stochastic frontier models are often employed to estimate fishing vessel technical efficiency. Under certain assumptions, these models yield efficiency measures that are means... -
Small-sample bias in synthetic cohort models of labor supply (replication data)
This paper investigates small-sample biases in synthetic cohort models (repeated cross-sectional data grouped at the cohort and year level) in the context of a female labor... -
Money demand function estimation by nonlinear cointegration (replication data)
Conventionally, the money demand function is estimated using a regression of the logarithm of money demand on either the interest rate or the logarithm of the interest rate.... -
Nonparametric estimation of concave production technologies by entropic metho...
An econometric methodology is developed for nonparametric estimation of concave production technologies. The methodology, based on the principle of maximum likelihood, uses... -
The interrelated dynamics of unemployment and low-wage employment (replicatio...
This paper examines the extent of state dependence in unemployment and the role played in this by intervening low-wage employment. A range of dynamic random and fixed-effects... -
A discrete-choice model with social interactions: with an application to high...
We develop an empirical discrete-choice interaction model with a finite number of agents. We characterize its equilibrium properties-in particular the correspondence between... -
Correcting for bias in retrospective data (replication data)
When panel data are not available, retrospective data are used in the estimation of dynamic choice models. However, retrospective data are not reliable. Previous studies of... -
Nonparametric estimation of a hedonic price function (replication data)
Rosen's (1974) theory of hedonic prices is implemented econometrically using recently developed nonparametric techniques to examine the influence of qualitative factors on the... -
The welfare cost of means-testing: pensioner participation in income support ...
We estimate parametric and semi-parametric binary choice models of benefit take-up by British pensioners and use a revealed preference argument to infer the cash-equivalent... -
Unemployment and liquidity constraints (replication data)
We present a dynamic framework for the interaction between borrowing (liquidity) constraints and deviations of actual hours from desired hours, both measured by discrete-valued... -
Discounting the distant future: How much does model selection affect the cert...
Recent work in evaluating investments with long-term consequences has turned towards establishing a schedule of Declining Discount Rates (DDRs). Using US data we show that the... -
Finite sample evidence of IV estimators under weak instruments (replication d...
We present finite sample evidence on different IV estimators available for linear models under weak instruments; explore the application of the bootstrap as a bias reduction... -
Sectoral adjustment of employment to shifts in outsourcing and trade: evidenc...
This paper analyzes the effects of trade and outsourcing on the transition probabilities of employment between sectors, using a dynamic multinomial logit framework with fixed... -
Habits and heterogeneity in demands: a panel data analysis (replication data)
We examine demand behaviour for intertemporal dependencies, using Spanish panel data. We present evidence that there is both state dependence and correlated heterogeneity in... -
Assessing the performance of matching algorithms when selection into treatmen...
This paper investigates the method of matching regarding two crucial implementation choices: the distance measure and the type of algorithm. We implement optimal full matching a... -
Gravity models of intra-EU trade: application of the CCEP-HT estimation in he...
We follow recent developments of panel data studies and allow for the existence of both observed and unobserved common factors where their individual responses are allowed to be... -
A simple panel unit root test in the presence of cross-section dependence (re...
A number of panel unit root tests that allow for cross-section dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically...
