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REED: Using the Stata Package “speccurve” to Do Specification Curve Analysis

NOTE: The data (“COUPE.dta”) and code (“speccurve_program.do”) used for this blog can be found here: https://osf.io/4yrxs/ In a previous post (see here), I provided a step-by-step procedure for using the R package “specr”. The specific application was reproducing the specification…

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COUPÉ: I Tried to Replicate a Paper with ChatGPT 4. Here is What I Learned.

Recent research suggests ChatGPT ‘aced the test of understanding in college economics’,   ChatGPT ‘is effective in stock selection’ , that it “can predict future interest rate decisions” and that using ChatGPT “can yield more accurate predictions and enhance the performance…

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FEATURED RESEARCH: Find Published Articles That Can Be Reproduced in Stata

Even papers for which data and code are available are not always easy to replicate (see, for example, Chang & Li, 2022). So when looking for a replicable paper for your class, you might need to try several papers before…

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REED & WU: EiR* – Missing Data

[* EiR = Econometrics in Replications, a feature of TRN that highlights useful econometrics procedures for re-analysing existing research.] NOTE: This blog uses Stata for its estimation. All the data and code necessary to reproduce the results in the tables…

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REED: EiR* – What’s Supporting that Fixed Effects Estimate?

[* EiR = Econometrics in Replications, a feature of TRN that highlights useful econometrics procedures for re-analysing existing research.] NOTE: All the data and code  necessary to produce the results in the tables below are available at Harvard’s Dataverse: click…

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REED: EiR* – More on Heterogeneity in Two-Way Fixed Effects Models

[* EiR = Econometrics in Replications, a feature of TRN that highlights useful econometrics procedures for re-analysing existing research. The material for this blog is primarily drawn from the recent working paper “Difference-in-differences with variation in treatment timing” by Andrew…

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REED: EiR* – Heterogeneity in Two-Way Fixed Effects Models

[* EiR = Econometrics in Replications, a feature of TRN that highlights useful econometrics procedures for re-analysing existing research. The material for this blog is drawn from the recent working paper “Two-way fixed effects estimators with heterogeneous treatment effects” by…

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Do You Use Clustered Standard Errors? You Should Read This

[From the working paper, “How Cluster-Robust Inference Is Changing Applied Econometrics” by James MacKinnon, posted as a Queen’s University Working Paper] “Whenever the observations can plausibly be grouped into a set of clusters, it has become customary, indeed often mandatory,…

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StatTag: A Free Plug-in For Producing Dynamic Documents in Word

[From the StatTag webpage at Northwestern University] “StatTag is a free software plug-in for conducting reproducible research. It facilitates the creation of dynamic documents using Microsoft Word documents and statistical software, such as Stata. Users can use StatTag to embed statistical…

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