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Binary endogenous treatment in stochastic frontier models with an application...
This package contains the data files and Matlab scripts to reproduce the empirical application and Monte-Carlo simulations in the paper "Binary endogenous treatment in... -
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... -
Statistically identified structural VAR model with potentially skewed and fat...
These files include every bit of code in order to replicate the results in "Statistically identified structural VAR model with potentially skewed and fat-tailed errors". All the... -
Did marginal propensities to consume change with the housing boom and bust? (...
To improve estimates of household consumption behavior, we extend a widely-used model by allowing for dynamic consumption elasticities with respect to transitory income shocks.... -
The efficacy of ability proxies for estimating the returns to schooling: A fa...
Replication data and programs for "The efficacy of ability proxies for estimating the returns to schooling: A factor model-based evaluation" -
Advance layoff notice and aggregate job loss (replication data)
Replication materials for "Advance layoff notice and aggregate job loss", by Pawel M. Krolikowski and Kurt G. Lunsford, Journal of Applied Econometrics, forthcoming. -
Was Harold Zurcher myopic after all? Replicating Rust's engine replacement es...
Rust (1987) studies the dynamic decision making under uncertainty made by Harold Zurcher to replace bus engines. In the decades since, the model has been applied, extended, and... -
Monetary policy and exchange rate anomalies in set-identified SVARs: Revisite...
Replication files for all models, figures and tables in the main paper and in the online appendix. -
Multiple testing with covariate adjustment in experimental economics (replica...
Replication files for List, Shaikh, and Vayalinkal (2023). Requires data from Karlan and List (2007) and the mhtexp2 package. Instructions for how to obtain the data and package... -
Heavy tailed, but not Zipf: Firm and establishment size in the U.S. (replicat...
These folders and files document the necessary steps to replicate all results in the paper and appendix of: “Heavy Tailed, but not Zipf: Firm and Establishment Size in the... -
Understanding trend inflation through the lens of the goods and services sect...
We distinguish between the goods and services sectors in an unobserved components model of U.S. inflation. We find that prior to the early 1990s, both sectors contributed to... -
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estim...
Replication material for "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates" by Oskar Gustafsson, Mattias Villani and Pär Stockhammar, published... -
Global Financial Uncertainty (replication data)
Giovanni Caggiano and Efrem Castelnuovo's "Global Financial Uncertainty" dataset. It contains: i) the monthly volatility data used to estimate our global, region, and... -
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper -
Inference in Difference-in-Differences: How Much Should we Trust in Independe...
Replication material for 'Inference in Difference-in-Differences: How Much Should we Trust in Independent Clusters?' by Bruno Ferman, published in Journal of Applied Econometrics. -
Hours Worked and the U.S. Distribution of Real Annual Earnings 1976--2019 (re...
This dataset has no description
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Real-time Macroeconomic Projection Using Narrative Central Bank Communication...
This dataset has no description
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Should We Trust Cross Sectional Multiplier Estimates (replication data)
This dataset has no description
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New Evidence on the Importance of Instruction Time for Student Achievement on...
This dataset has no description
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Equity‐premium prediction: Attention is all you need (replication data)
Predictions of stock returns are greatly improved relative to low-dimensional forecasting regressions when the forecasts are based on the estimated factor of large data sets,...
