Data & Code

Replication Data for Papers

Fueling conflict? (De)Escalation and bilateral aid

  • Stata code for estimating dynamic ordered probit models with endogeneity and quasi fixed-effects/CRE is available in the JAE replication archive.

Poverty accounting

  • Poverty data in levels (dta, csv, xls)
  • Full replication set (zip), see below for fhetprob estimator.

Do weak institutions prolong crises? On the identification, characteristics, and duration of declines during economic slumps

  • Full replication set coming soon.
  • Stata/Mata code for restricted structural break search (coming soon).

R Modules

Conley standard errors for massive data sets (on Github but still undocumented)

  • Parallelized Rcpp/C++ code for computing Conley errors. Can be used on panels and cross-sections. Works with lm() and lfe() objects. I use it on cross-sections of Kenyan census data with > 1 million observations.
  • It’s a fork from Darin Christensen and Thiemo Fetzer’s excellent package. I added the implicit parallelization with RcppParallel and generalized the program to add some flexibility.

Stata Modules

fhetprob: A fast QMLE Stata routine for fractional probit models with multiplicative heteroskedasticity

  • To install the software type the following at Stata’s dot prompt:
  • net install fhetprob, from(
  • To get the example data and pdf documentation (installs in current directory):
  • net get fhetprob, from(
  • Then type help fhetprob or read fhetprob.pdf for usage instructions.