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On reproducible econometric research (replication data)
Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source... -
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... -
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... -
Random Recursive Partitioning: a matching method for the estimation of the av...
In this paper we introduce the Random Recursive Partitioning (RRP) matching method. RRP generates a proximity matrix which might be useful in econometric applications like... -
Does the option market produce superior forecasts of noise-corrected volatili...
This paper assesses the robustness of the relative performance of spot? and options-based volatility forecasts to the treatment of microstructure noise. Robustness of the... -
The performance of heteroskedasticity and autocorrelation robust tests: a Mon...
This paper illustrates the pitfalls of the conventional heteroskedasticity and autocorrelation robust (HAR) Wald test and the advantages of new HAR tests developed by Kiefer and... -
Complementarities in automobile production (replication data)
The number of different car and light truck models produced in North America has increased enormously over the last decades. The data suggests that producing this increased... -
Meta-analysis in model implementation: choice sets and the valuation of air q...
This research illustrates how the methods developed for meta-analysis can serve to document and summarize voluminous information derived from repeated sensitivity analyses. Our... -
Semi-nonparametric competing risks analysis of recidivism (replication data)
In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard... -
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... -
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... -
The effect of household characteristics on living standards in South Africa 1...
This paper examines whether the dismantling of apartheid has resulted in an improvement in the standard of living for the vast majority of South Africans. The study is based on... -
Structural break threshold VARs for predicting US recessions using the spread...
This paper proposes a model to predict recessions that accounts for non-linearity and a structural break when the spread between long- and short-term interest rates is the... -
Distribution approximations for cointegration tests with stationary exogenous...
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for... -
Retirement behaviour of Dutch elderly households (replication data)
We specify and estimate retirement models for singles and married couples and estimate these on data from the Dutch Socio-Economic Panel. We perform some simulations and find... -
Linear household technologies (replication data)
This paper discusses, estimates and formally compares the best known procedures for incorporating demographic variables into complete demand systems. In particular, a class of... -
Robustness tests of the augmented Solow model (replication data)
This paper demonstrates some techniques for testing the robustness of cross-section and panel data regressions, and applies them to the influential augmented Solow growth model.... -
Political Ignorance and the Internet, Replication Data
We examine the link between Internet usage and political ignorance. In order to do so, we construct a novel index measuring individuals' indifference with respect to political... -
Does Variable Shiftwork Explain Away Productivity Shocks? A Bayesian Approach...
MacroconomicData.csv - contains relevant US macro data capitalparameters.csv, finalgoodparameters.csv, laborparameters.csv, oneshiftparameters.csv - contain the parameter... -
Markups for Consumers - Replication Files
A central motivating factor for studying price markups is their effect on consumer welfare. However, reported estimates of (firm-level) price markups in the literature often...
