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Conley and Kelly Persistence Replication JIE

Mendeley Data2026-04-09 收录

计量经济学方法

持久性效应估计

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资源简介：

This file contains all data and code used in Conley and Kelly "The Standard Errors of Persistence"

应用场景：

面板数据建模

计量经济学方法

This article challenges Fixed Effects (FE) modelling as the 'defaultÂ' for time-series-cross-sectional and panel data. Understanding differences between within- and between-effects is crucial when ch

DataONE2015-04-11 更新170

Summary: Univariate case.

计量经济学方法

比较统计

Sizeable differences between OLS (Ordinary Least Squares) and IV (Instrumental Variables) estimates might be interpreted in the literature as evidence that the instrument is not valid. Yet, to the bes

NIAID Data Ecosystem60

Pesaran and Yamagata slope homogeneity test estimates.

面板数据检验

计量经济学方法

Pesaran and Yamagata slope homogeneity test estimates.

Figshare2022-08-19 更新50

2SLS endogeneity test.

计量经济学方法

内生性检验

2SLS endogeneity test.

NIAID Data Ecosystem60

Replication data for: "Choosing among Regularized Estimators in Empirical Economics: The Risk of Machine Learning"

计量经济学方法

正则化估计器选择

Abadie, Alberto, and Kasy, Maximilian, (2019) “Choosing among Regularized Estimators in Empirical Economics: The Risk of Machine Learning.” Review of Economics and Statistics 101:5, 743-762.

NIAID Data Ecosystem60

Conley and Kelly Persistence Replication JIE

资源简介：

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