Replication Data for Papers
- Stata code for estimating dynamic ordered probit models with endogeneity and quasi fixed-effects/CRE is available in the JAE replication archive.
- Poverty data in levels (dta, csv, xls)
- Full replication set (zip), see below for fhetprob estimator.
- Full replication set coming soon.
- Stata/Mata code for restricted structural break search (coming soon).
- 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.
- To install the software type the following at Stata’s dot prompt:
net install fhetprob, from(http://www.richard-bluhm.com/stata/)
- To get the example data and pdf documentation (installs in current directory):
net get fhetprob, from(http://www.richard-bluhm.com/stata/)
- Then type
help fhetprobor read
fhetprob.pdffor usage instructions.