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Testing monotonicity of conditional treatment effects under regression discon...
Researchers are often interested in the relationship between treatment effects and observed individual heterogeneity. This paper proposes the first nonparametric monotonicity... -
Combining shrinkage and sparsity in conjugate vector autoregressive models (r...
Conjugate priors allow for fast inference in large dimensional vector autoregressive (VAR) models. But at the same time, they introduce the restriction that each equation... -
Measuring global economic activity (replication data)
A number of economic studies have used a proxy for world real economic activity derived from shipping costs. This measure turns out to depend on a normalization that has... -
Time‐varying income elasticities of healthcare expenditure for the OECD and E...
We propose a panel data model for nonstationary variables with interactive fixed effects and coefficients that may vary over time and use it to examine time variation in the... -
Supply flexibility in the shale patch: Evidence from North Dakota (replicatio...
This paper provides new results to the literature, showing that output flexibility in oil production depends on the extraction technology. In particular, constructing a novel...