economics
Difference-in-Differences Estimators of Intertemporal Treatment Effects
We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and prop ...
The Review of Economics and Statistics 1-45, 2024
economics
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)
This program executes a statistical test of the exclusion restriction of an instrumental variable (IV) based on D'Haultfoeuille, Hoderlein, & Sasaki (J. Econometrics, 2021). The command takes as input ...
Statistical Software Components from Boston College Department of Economics, 2024
finance
Generalized pareto regression trees for extreme event analysis
This paper derives finite sample results to assess the consistency of Generalized Pareto regression trees introduced by Farkas et al. (Insur. Math. Econ. 98:92--105, 2021) as tools to perform extreme ...
Extremes, 2024
statistics
Hasimoto frames and the Gibbs measure of the periodic nonlinear Schrödinger equation
The paper interprets the cubic nonlinear Schrödinger equation as a Hamiltonian system with infinite dimensional phase space. There exists a Gibbs measure which is invariant under the flow associated ...
J. Math. Phys. 65, 022705 (2024), 2024
sociology
Gender Equality for Whom? The Changing College Education Gradients of the Division of Paid Work and Housework Among US Couples, 1968–2019
In response to women’s changing roles in labor markets, couples have adopted varied strategies to reconcile career and family needs. Yet, most studies on the gendered division of labor focus almost ...
Social Forces, February 2024, 2024
economics
A menagerie of rankings: a look in RePEc’s factory
This paper provides an overview of RePEc a digital platform for the dissemination of research in economics. Specifically, the focus is on RePEc’s main author ranking, which aggregates 36 different r ...
Scientometrics, Volume 129, Issue 1, Pages 321 - 372, January 2024, 2024
statistics
Estimation of regional and at-site quantiles of extreme winds under flood index procedure
Extreme winds are becoming more common among environmental events with the most catastrophic societal consequences. A regional frequency analysis of Daily Annual Maximum Wind Speed (DAMWS) is necessar ...
Heliyon, Open Access, Volume 10, Issue 115, January 2024, Article number e23388, 2024
economics
Green industrial policy, information asymmetry, and repayable advance
The energy transition requires the deployment of riskyresearch and development programs, most of whichare partially financed by public funding. Recentrecovery plans, associated with the COVID‐ ...
Journal of Public Economic Theory, Open Access, Volume 26, Issue 1, February 2024, Article number e12668, 2024
statistics
Tail inverse regression: Dimension reduction for prediction of extremes
We consider the problem of supervised dimension reduction with a particular focus on extreme values of the target Y ∈ R to be explained by a covariate vector X ∈ Rp. The general purpose is to defi ...
Bernoulli, Volume 30, Issue 1, Pages 503 - 533, 2024
economics
Revisiting speculative hyperinflations in monetary models: A rejoinder
In this note, we present a formal proof of Obstfeld and Rogoff's (1983, 2021) claim that their fractional-currency-backing scheme eliminates the inflationary equilibria in the money-in-utility model. ...
Review of Economic Dynamics, 2024