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…
Read MoreRecent 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…
Read MoreEven 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…
Read More[* 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…
Read More[* 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…
Read More[* 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…
Read More[* 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…
Read More[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,…
Read More[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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