Data & Code

R Modules

Wild bootstrap for bias corrected inference in RD designs with optimal bandwidth selection

  • Parallelized R code for calculating wild bootstrap bias-corrected confidence intervals in sharp RD designs. For example uses see my Econometrics Journal article with Maxim Pinkovskiy and the replication kit below.
  • It’s a fork from Otávio Bartalloti’s, Gray Calhoun’s and Yang He’s excellent R code.  I have added support for cluster sampling, covariates, different distributions for the wild weights, different bandwidths on the left and right,  bandwidth selection using the new version of rdbwselect, and parallel computation.

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.

Replication Data for Papers

The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany

  • Full replication set on Github

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.

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).

Poverty accounting

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