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Isolating the Roles of Individual Covariates in Reweighting Estimation (repli...
A host of recent research has used reweighting methods to analyze the extent to which observable characteristics predict between-group differences in the distribution of an... -
Refining Stylized Facts from Factor Models of Inflation (replication data)
Factor models of disaggregate inflation indices suggest that sectoral shocks generate the bulk of sectoral inflation variance, but no persistence. Aggregate shocks, by contrast,... -
Simple Identification and Specification of Cointegrated Varma Models (replica...
We bring together some recent advances in the literature on vector autoregressive moving-average models, creating a simple specification and estimation strategy for the... -
Priors and Posterior Computation in Linear Endogenous Variable Models with Im...
In this paper we, like several studies in the recent literature, employ a Bayesian approach to estimation and inference in models with endogeneity concerns by imposing weaker... -
Using OLS to Estimate and Test for Structural Changes in Models with Endogeno...
We consider the problem of estimating and testing for multiple breaks in a single-equation framework with regressors that are endogenous, i.e. correlated with the errors. We...
