Treatment-effects estimation is a fundamental tool in the empirical analysis of program and policy evaluations. Its importance in this area is reflected in the ample body of work that has been done in the last decades. Using Stata, I will illustrate estimation of the more traditional...

From its beginnings in the second half of the nineteenth century until today, the study of economic time series has involved a variety of research anchored in stylized mathematical methods in order to simulate, verify, test, and forecast the behavior of key economic variables to describe...

How to plot (and summarize) univariate distributions is a staple of introductory data analysis. Graphical (and numerical) assessment of marginal and conditional distributions remains important for much statistical modeling. Research problems can easily evoke needs for many comparisons, across...

Much interest has been focused on animated graphical displays of data in recent years, although this mostly involves some expertise with specialized software and programming. There is a lack of simple tools for data analysts to use to produce animations. In this presentation, I will show how...

In the robust statistics literature, a wide variety of models has been developed to cope with outliers in a rather large number of scenarios. Nevertheless, a recurrent problem for the empirical implementation of these estimators is that optimization algorithms generally do not perform well when...

In a 2012 article in the Journal of Business & Economic Statistics, Arthur Lewbel presents the theory of allowing the identification and estimation of "mismeasured and endogenous regressor models" by exploiting heteroskedasticity. These models include linear regression models customarily...

This presentation shows a somewhat complex automatization scheme in Stata that was developed during preparation of two papers using firm-level data and applying the propensity score matching techniques to distill the direct effects of the presence of foreign investors on various indicators from...

In this presentation, the author presents a procedure and an illustrative application of a user-written Allocation Model(AE) in Stata. AE measures allocative efficiency and economic efficiency as well as technical efficiency when price and cost information of production are available. This model...

Estimating the density of a distribution from a finite number of data points is an important tool in the statistician's and data analyst's toolbox. In their recent paper, Bernacchia and Pigolotti (JRSS-B, 2011) introduce a new non-parametric method for the density estimation of univariate...

This talk illustrates how results from various Stata commands can be processed efficiently for inclusion in customized reports. A two-step procedure is proposed in which results are gathered and archived in the first step and then tabulated in the second step. Such an approach disentangles the...