negative effect if they are substitutes. The theory is tested using panel data on the performance of baseball players from 1970 …

This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso …, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for the …-series data (cvlasso), and theory-driven ('rigorous') penalization for the lasso and square-root lasso for cross-section and panel …

implies high long-run mobility even when intergenerational mobility is low. However, the assumption that regression implies … perpetual regression is a statistical fallacy.I examine this fallacy, its historical background, and its prevalence. I then …

This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity …-dimensional nonparametric regression. We apply the proposed estimators to estimate the effects of summer school on the distribution of school …

-parametrically identify the effect of both benefit level and potential duration in the regression kink (RK) design using kinks in the schedule … traditional issue of endogeneity in UI benefit variations on US data. I also show how, in the tradition of the dynamic labor …

constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present … reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression …

A key assumption in regression discontinuity analysis is that units cannot manipulate the value of their running … results apply to both sharp and fuzzy regression discontinuity designs. We illustrate our methods by studying the effect of …