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Density Forecasts With Midas Models (replication data)
We propose a parametric block wild bootstrap approach to compute density forecasts for various types of mixed-data sampling (MIDAS) regressions. First, Monte Carlo simulations... -
Lasso for Instrumental Variable Selection: A Replication Study (replication d...
Recently, Lasso methods have been applied to economic questions. In a seminal paper, Belloni et al. (Econometrica; 80(6): 2369-2429) make use of (post-)Lasso for instrumental... -
Growth Determinants Revisited Using Limited-Information Bayesian Model Averag...
We revisit the growth empirics debate using a novel limited-information Bayesian model averaging framework in short T panels that addresses model uncertainty, dynamics, and... -
Regression Discontinuity Applications with Rounding Errors in the Running Var...
Many empirical applications of regression discontinuity (RD) models use a running variable that is rounded and hence discrete, e.g.?age in years, or birth weight in ounces. This... -
Unraveling the Relationship Between Presidential Approval and the Economy: A ...
Empirical studies analyzing the determinants of US presidential popularity have delivered quite inconclusive results concerning the role of economic variables by assuming linear... -
APPLYING BETA-TYPE SIZE DISTRIBUTIONS TO HEALTHCARE COST REGRESSIONS (replica...
This paper extends the literature on modelling healthcare cost data by applying the generalised beta of the second kind (GB2) distribution to English hospital inpatient cost... -
On the effect of prior assumptions in Bayesian model averaging with applicati...
We consider the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of... -
Jointness of growth determinants (replication data)
This paper introduces a new measure of dependence or jointness among explanatory variables. Jointness is based on the joint posterior distribution of variables over the model... -
Assessing the effects of measurement errors on the estimation of production f...
This article explores to what extent the poor results that are often found when estimating parameters of production functions can be attributed to measurement errors, due to the... -
Modelling firm-size distribution using Box–Cox heteroscedastic regression (re...
Using the Box-Cox regression model with heteroscedasticity (BCHR), we re-examine the size distribution of the Portuguese manufacturing firms studied by Machado and Mata (2000)... -
Smoothed binary regression quantiles (replication data)
This paper extends results regarding smoothed median binary regression to general smoothed binary quantile regression, discusses the interpretation of the resulting estimators... -
Distribution approximations for cointegration tests with stationary exogenous...
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for... -
Counterfactual decomposition of changes in wage distributions using quantile ...
We propose a method to decompose the changes in the wage distribution over a period of time in several factors contributing to those changes. The method is based on the... -
Projection pursuit regression and disaggregate productivity effects: the case...
Productivity of blast furnaces in India is studied by disaggregating the production process and the utilization process. A dimension-reducing nonparametric approach-projection... -
Long-run monetary neutrality and long-horizon regressions (replication data)
A prominent test of long-run monetary neutrality (LRMN) involves regressing long-horizon output growth on long-horizon money growth. We obtain limited support for LRMN with this... -
Model uncertainty in cross-country growth regressions (replication data)
We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian Model Averaging (BMA). We find that the posterior probability is spread widely... -
Bounds testing approaches to the analysis of level relationships (replication...
This paper develops a new approach to the problem of testing the existence of a level relationship between a dependent variable and a set of regressors, when it is not known... -
Box-Cox quantile regression and the distribution of firm sizes (replication d...
Using the Box-Cox quantile regression model, we analyse the size distribution of firms in Portuguese manufacturing during the 1980s. Specifically, we estimate the effect of... -
Non-linearities in cross-country growth regressions: a semiparametric approac...
In this paper we employ an additive semiparametric partially linear model to uncover the way that initial output and schooling levels affect growth rates. Our results based on... -
Exchange rates and monetary fundamentals: what do we learn from long-horizon ...
The use of a new bootstrap method for small-sample inference in long-horizon regressions is illustrated by analysing the long-horizon predictability of four major exchange...
