-
Tracking Economic Activity With Alternative High-Frequency Data (replication ...
This data package contains the replication data files data_ch.Rda and data_ch.xlsx related to the Journal of Applied Econometrics article titled Tracking Economic Activity With... -
Binary response model with many weak instruments (replication data)
Data and replication information for empirical applications in the paper "Binary response model with many weak instruments" by Dakyung Seong (Journal of Applied Econometrics) -
Multiple structural breaks in interactive effects panel data models (replicat...
This dataset contains the data and instructions on how to replicate the results in the paper "Multiple structural breaks in interactive effects panel data models", by Jan... -
The Effect of plough agriculture on gender roles: A machine learning approach...
Data and replication code for "The effect of plough agriculture on gender roles: A machine learning approach" by Anna Baiardi and Andrea A. Naghi, published in Journal of... -
Empirical evidence on the Euler equation for investment in the US
Is the typical specification of the Euler equation for investment employed in DSGE models consistent with aggregate macro data? The answer is yes using state-of-the-art... -
Does paid parental leave affect children's schooling outcomes? Replicating Da...
Replication material for "Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)" by Claudia Troccoli, Journal of Applied... -
Exploring skill distribution tails through stochastic dominance (replication ...
Provided are the Current Population Survey (CPS) data used in the replication work, as well an explanation on how to obtain the relevant American Community Survey (ACS) data in... -
Approximating grouped fixed effects estimation via fuzzy clustering regressio...
We propose a new, computationally efficient way to approximate the “grouped fixed effects” (GFE) estimator of Bonhomme and Manresa (2015), which estimates grouped patterns of... -
Employment reconciliation and nowcasting (replication data)
We construct a latent employment estimate for the U.S. which both reconciles the information from separate payroll and household surveys, and incorporates the preliminary data... -
Robust Forecast Superiority Testing with an Application to Assessing Pools of...
We develop a forecast superiority testing methodology which is robust to the choice of loss function. Following Jin, Corradi and Swanson (JCS: 2017), we rely on a mapping...