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Large Bayesian vector auto regressions (replication data)
This paper shows that vector auto regression (VAR) with Bayesian shrinkage is an appropriate tool for large dynamic models. We build on the results of De Mol and co-workers... -
Dichotomous‐choice contingent valuation with ‘dont know’ responses and misrep...
A new approach is presented that simultaneously deals with Misreporting and Don't Know (DK) responses within a dichotomous-choice contingent valuation framework. Utilising a... -
Compensatory inter vivos gifts (replication data)
Parents' transfer motives are important for understanding, e.g., macroeconomics, income (re)distribution, savings, and public finance. Using data from six biennial waves of the... -
A semiparametric model for binary response and continuous outcomes under inde...
This paper formulates a likelihood-based estimator for a double-index, semiparametric binary response equation. A novel feature of this estimator is that it is based on density... -
Evaluating the dynamic employment effects of training programs in East German...
This study analyzes the employment effects of training in East Germany. We propose and apply an extension of the widely used conditional difference-in-differences estimator.... -
Semiparametric Bayesian inference for dynamic Tobit panel data models with un...
This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the... -
R&D and subsidies at the firm level: an application of parametric and sem...
This paper analyzes the effect of public R&D subsidies on firms' private R&D investment per employee and new product sales in German manufacturing. Parametric and... -
Bayes estimates of distance-to-market: transactions costs, cooperatives and m...
Rationalizing non-participation as a resource deficiency in the household, this paper identifies strategies for milk-market development in the Ethiopian highlands. The... -
Modes, weighted modes, and calibrated modes: evidence of clustering using mod...
We apply recent results from the statistics literature to test for multimodality of worldwide distributions of several (unweighted and population-weighted) measures of labor... -
Learning and fatigue during choice experiments: a comparison of online and ma...
This study investigates the effect of survey mode on respondent learning and fatigue during repeated choice experiments. Stated preference data are obtained from an experiment... -
Is gravity linear? (replication data)
Despite the solid theoretical foundation on which the gravity model of bilateral trade is based, empirical implementation requires several assumptions which do not follow... -
Extreme US stock market fluctuations in the wake of 9/11 (replication data)
We apply extreme value analysis to US sectoral stock indices in order to assess whether tail risk measures like value-at-risk and extremal linkages were significantly altered by... -
Consumer benefits from increased competition in shopping outlets: Measuring t...
Non-traditional retail outlets, including supercenters, warehouse club stores, and mass merchandisers, have nearly doubled their share of consumer food-at-home expenditures in... -
Identification of parameters in normal error component logit-mixture (NECLM) ...
Although the basic structure of logit-mixture models is well understood, important identification and normalization issues often get overlooked. This paper addresses issues... -
Semi-nonparametric competing risks analysis of recidivism (replication data)
In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard... -
GRETL 1.6.0 and its numerical accuracy (replication data)
This dataset has no description
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Unemployment and liquidity constraints (replication data)
We present a dynamic framework for the interaction between borrowing (liquidity) constraints and deviations of actual hours from desired hours, both measured by discrete-valued... -
Finite sample evidence of IV estimators under weak instruments (replication d...
We present finite sample evidence on different IV estimators available for linear models under weak instruments; explore the application of the bootstrap as a bias reduction... -
Gravity models of intra-EU trade: application of the CCEP-HT estimation in he...
We follow recent developments of panel data studies and allow for the existence of both observed and unobserved common factors where their individual responses are allowed to be... -
Evaluating the impacts of Washington state repeated job search services on th...
This paper uses an unbalanced panel dataset to evaluate how repeated job search services (JSS) and other personal characteristics affect the quarterly earnings of the prime-age...