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Month: June 2017

Posted on June 30, 2017June 30, 2017

Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable – Christoph Rothe & Francois Gerard

Link to R Code

Posted on June 30, 2017June 30, 2017

Inference in Regression Discontinuity Design with a Discrete Running Variable – Christoph Rothe & Michal Kolesár

Link to R Code

Posted on June 30, 2017June 30, 2017

Bias corrections for probit and logit models with two-way fixed effects – Mario Cruz-Gonzalez

Link to Stata Code for Logit Model

Link to Stata Code for Probit Model

Posted on June 30, 2017June 30, 2017

Identification of Instrumental Variables Correlated Random Coefficients Models – Matthew Masten & Alex Torgovitsky

Link to Stata Code

Posted on June 18, 2017June 18, 2017

Least Squares Estimation of Linear Panel Regression Models with Interactive Fixed Effects – Martin Weidner

Link to Matlab Code

Posted on June 15, 2017June 30, 2017

Multivariate Variance Ratios – Oliver Linton

Link to Matlab Code

Posted on June 15, 2017June 30, 2017

Semiparametric Model Averaging – Oliver Linton

Link to R Code

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About this blog

This blog is a project of the ESRC Centre for Microdata Methods and Practice (CeMMAP) at the Institute for Fiscal Studies (RES-589-28-0001).

We welcome submissions of code for the inclusion in this blog. Simply fill out the form on the Submit Code page.

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  • autoregression
  • binary response model
  • censored data
  • cointegration
  • confidence interval
  • empirical likelihood
  • fixed effects
  • generalized moments
  • heterogeneity
  • heteroskedasticity
  • instrumental variable
  • interval data
  • local polynomial regression
  • logit
  • Markov perfect equilibria
  • maximum score
  • model averaging
  • nonparametrics
  • NPIV
  • Pakes-McGuire algorithm
  • panel data
  • partial identification
  • quantile regression
  • random coefficient
  • regression discontinuity
  • semiparametrics
  • single-index model
  • structural model
  • test
  • unit root

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This site links to software hosted on external websites. These are selected and reviewed when the link is published. However, cemmap and the IFS are not responsible for the content of external websites. This is because we do not produce them or maintain/update them and they can be changed without our knowledge or agreement. If you notice a broken or incorrect link, please let us know by emailing cemmapswl@gmail.com.

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