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Best linear and quadratic moments for spatial econometric models with an appl...
This archive contains the data and code files for "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of... -
Estimating separable matching models (replication data)
Code for Galichon-Salanie's "Estimating Separable Matching Models" Usage Create a virtual environment, e.g. with python3 -m venv env. Activate it with source env/bin/activate.... -
Mandatory seatbelt laws and traffic fatalities: A reassessment
Abstract. Using data from the Fatality Analysis Reporting System for the period 1983-1997, Cohen and Einav (Review of Economics and Statistics 2003; 85(4): 828–843) found that... -
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... -
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.... -
Addressing sample selection bias for machine learning methods (replication data)
Addressing sample selection bias for machine learning methods (replication data) Dylan Brewer and Alyssa Carlson Accepted at Journal of Applied Econometrics, 2023 Overview This... -
Nowcasting from cross-sectionally dependent panels (replication data)
This archive contains the replication files. All codes and data are provided. There are three folders corresponding to the simulation study and two empirical applications of the... -
Oil prices uncertainty, endogenous regime switching, and inflation anchoring ...
Data and code to replicate the results in "Oil prices uncertainty, endogenous regime switching, and inflation anchoring" -
Determining the Number of Factors in Static Approximate Factor Models Using D...
This paper is concerned with the applications of discrete Fourier transforms in identification of the number of common factors of static approximate factor models. We report and...