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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... -
CHILD MENTAL HEALTH AND EDUCATIONAL ATTAINMENT: MULTIPLE OBSERVERS AND THE ME...
We examine the effect of survey measurement error on the empirical relationship between child mental health and personal and family characteristics, and between child mental... -
IDENTIFYING CAUSAL MECHANISMS (PRIMARILY) BASED ON INVERSE PROBABILITY WEIGHT...
This paper demonstrates the identification of causal mechanisms of a binary treatment under selection on observables, (primarily) based on inverse probability weighting; i.e. we... -
MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE (replication data)
Detection of structural change is a critical empirical activity, but continuous monitoring for changes in real time raises well-known econometric issues that have been explored... -
Steady-state priors for vector autoregressions (replication data)
Bayesian priors are often used to restrain the otherwise highly over-parametrized vector autoregressive (VAR) models. The currently available Bayesian VAR methodology does not... -
Boosting diffusion indices (replication data)
In forecasting and regression analysis, it is often necessary to select predictors from a large feasible set. When the predictors have no natural ordering, an exhaustive... -
Rough and lonely road to prosperity: a reexamination of the sources of growth...
This paper takes a fresh look at Africa's growth experience by using the Bayesian model averaging (BMA) methodology. BMA enables us to consider a large number of potential... -
Comparing smooth transition and Markov switching autoregressive models of US ...
Logistic smooth transition and Markov switching autoregressive models of a logistic transform of the monthly US unemployment rate are estimated by Markov chain Monte Carlo... -
Inferring disability status from corrupt data (replication data)
In light of widespread concerns about the reliability of self-reported disability, we investigate what can be learned about the prevalence of work disability under various... -
International welfare comparisons and nonparametric testing of multivariate s...
This paper outlines a class of statistical procedures that permit testing of a broad range of multidimensional stochastic dominance hypotheses and, more generally, welfare... -
Asymmetric power distribution: Theory and applications to risk measurement (r...
Theoretical literature in finance has shown that the risk of financial time series can be well quantified by their expected shortfall, also known as the tail value-at-risk. In... -
Robust inference concerning recent trends in US environmental quality (replic...
Understanding trends in environmental quality is important for individuals and policymakers. Typically, trends in environmental quality are determined solely through comparisons... -
An algorithm to reduce the occupational space in gender segregation studies (...
This paper presents an algorithm based on the bootstrap to select an admissible aggregation level, that is, the minimum number of occupational categories that yield a gender... -
Can inflation data improve the real-time reliability of output gap estimates?...
Potential output plays a central role in monetary policy and short-term macroeconomic policy making. Yet, characterizing the output gap involves a trend-cycle decomposition, and... -
Parametric and semiparametric estimation of sample selection models: an empir...
This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators...
