-
Spread Regression, Skewness Regression and Kurtosis Regression with an Applic...
Quantile regression provides a powerful tool to study the effects of covariates on key quantiles of conditional distribution. Yet we often still lack a general picture about how... -
Penalized sieve estimation of zero-inefficiency stochastic frontiers (replica...
Stochastic frontier models for cross-sectional data typically assume that the one-sided distribution of firm-level inefficiency is continuous. However, it may be reasonable to... -
Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replicat...
This paper replicates Cheung and Lai (Journal of Business and Economic Studies 1995; 13(3): 277-280), who use response surface analysis to obtain approximate finite-sample... -
Cost and Preference Heterogeneity in Risky Financial Markets (replication data)
This paper estimates the magnitude of participation costs and preference parameters exploiting information on households? participation decisions in the equities market. A... -
ENJOYING THE QUIET LIFE UNDER DEREGULATION? NOT QUITE (replication data)
Most empirical studies in the banking literature assume that the alternative profit function is linearly homogeneous in input prices. We show that such an assumption is...
