cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.6084/m9.figshare.14484571.v3
title: Binary Conditional Forecasts

description: While conditional forecasting has become prevalent both in the academic literature and in practice (e.g., bank stress testing, scenario forecasting), its applications typically focus on continuous variables. In this article, we merge elements from the literature on the construction and implementation of conditional forecasts with the literature on forecasting binary variables. We use the Qual-VAR, whose joint VAR-probit structure allows us to form conditional forecasts of the latent variable which can then be used to form probabilistic forecasts of the binary variable. We apply the model to forecasting recessions in real-time and investigate the role of monetary and oil shocks on the likelihood of two U.S. recessions.
DOI: 10.6084/m9.figshare.14046591.v1
title: Quasi-Experimental Evaluation of Alternative Sample Selection Corrections*

description: Researchers routinely use datasets where outcomes of interest are unobserved for some cases, potentially creating a sample selection problem. Statisticians and econometricians have proposed many selection correction methods to address this challenge. We use a natural experiment to evaluate different sample selection correction methods’ performance. From 2007, the state of Michigan required that all students take a college entrance exam, increasing the exam-taking rate from 64 to 99% and largely eliminating selection into exam-taking. We apply different selection correction methods, using different sets of covariates, to the selected exam score data from before 2007. We compare the estimated coefficients from the selection-corrected models to those from OLS regressions using the complete exam score data from after 2007 as a benchmark. We find that less restrictive semiparametric correction methods typically perform better than parametric correction methods but not better than simple OLS regressions that do not correct for selection. Performance is generally worse for models that use only a few discrete covariates than for models that use more covariates with less coarse distributions.
DOI: 10.6084/m9.figshare.14484571.v2
title: Binary Conditional Forecasts

description: While conditional forecasting has become prevalent both in the academic literature and in practice (e.g., bank stress testing, scenario forecasting), its applications typically focus on continuous variables. In this article, we merge elements from the literature on the construction and implementation of conditional forecasts with the literature on forecasting binary variables. We use the Qual-VAR, whose joint VAR-probit structure allows us to form conditional forecasts of the latent variable which can then be used to form probabilistic forecasts of the binary variable. We apply the model to forecasting recessions in real-time and investigate the role of monetary and oil shocks on the likelihood of two U.S. recessions.
DOI: 10.6084/m9.figshare.14135200.v1
title: Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders

description: The paper proposes a parsimonious and flexible semiparametric quantile regression specification for asymmetric bidders within the independent private value framework. Asymmetry is parameterized using powers of a parent private value distribution, which is generated by a quantile regression specification. As noted in Cantillon (2008), this covers and extends models used for efficient collusion, joint bidding and mergers among homogeneous bidders. The specification can be estimated for ascending auctions using the winning bids and the winner’s identity. The estimation is in two stage. The asymmetry parameters are estimated from the winner’s identity using a simple maximum likelihood procedure. The parent quantile regression specification can be estimated using simple modifications of Gimenes (2017). Specification testing procedures are also considered. A timber application reveals that weaker bidders have 30% less chances to win the auction than stronger ones. It is also found that increasing participation in an asymmetric ascending auction may not be as beneficial as using an optimal reserve price as would have been expected from a result of Bulow and Klemperer (1996) valid under symmetry.
DOI: 10.6084/m9.figshare.14272744.v1
title: Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data*

description: In this paper, we propose the time-series average of spatial HAC estimators for the variance of the estimated common factors under the approximate factor structure. Based on this, we provide the confidence interval for the conditional mean of the diffusion-index forecasting model with cross-sectional heteroskedasticity and dependence of the idiosyncratic errors. We establish the asymptotics under very mild conditions, and no prior information about the dependence structure is needed to implement our procedure. We employ a bootstrap to select the bandwidth parameter. Simulation studies show that our procedure performs well in finite samples. We apply the proposed confidence interval to the problem of forecasting the unemployment rate using data by Ludvigson and Ng (2010).
DOI: 10.6084/m9.figshare.14484687.v1
title: Heteroskedastic Proxy Vector Autoregressions

description: In proxy vector autoregressive models, the structural shocks of interest are identified by an instrument. Although heteroskedasticity is occasionally allowed for in inference, it is typically taken for granted that the impact effects of the structural shocks are time-invariant despite the change in their variances. We develop a test for this implicit assumption and present evidence that the assumption of time-invariant impact effects may be violated in previously used empirical models.
DOI: 10.6084/m9.figshare.14039393.v2
title: Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests

description: We find stochastic uniform inefficiency of many widely held (active) portfolios and fund strategies relative to popular benchmarks. Uniformity provides robust findings over general classes of utility (loss) functions and unknown distribution of returns. Evidence is based on statistical tests for the null of stochastic uniform inefficiency of a given portfolio. The alternative is that there is at least one portfolio that dominates it. We derive an analytical characterization of stochastic uniform inefficiency. We give the limit distribution for the empirical test statistic, and present a practical implementation with block bootstrap for consistent estimation of <i>p</i>-values. Our test is asymptotically exact and performs well in Monte Carlo experiments.
DOI: 10.6084/m9.figshare.14153707
title: Multiway Cluster Robust Double/Debiased Machine Learning

description: This article investigates double/debiased machine learning (DML) under multiway clustered sampling environments. We propose a novel multiway cross-fitting algorithm and a multiway DML estimator based on this algorithm. We also develop a multiway cluster robust standard error formula. Simulations indicate that the proposed procedure has favorable finite sample performance. Applying the proposed method to market share data for demand analysis, we obtain larger two-way cluster robust standard errors for the price coefficient than nonrobust ones in the demand model.
DOI: 10.6084/m9.figshare.14153707.v1
title: Multiway Cluster Robust Double/Debiased Machine Learning

description: This article investigates double/debiased machine learning (DML) under multiway clustered sampling environments. We propose a novel multiway cross-fitting algorithm and a multiway DML estimator based on this algorithm. We also develop a multiway cluster robust standard error formula. Simulations indicate that the proposed procedure has favorable finite sample performance. Applying the proposed method to market share data for demand analysis, we obtain larger two-way cluster robust standard errors for the price coefficient than nonrobust ones in the demand model.
DOI: 10.6084/m9.figshare.14039393
title: Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests

description: We find stochastic uniform inefficiency of many widely held (active) portfolios and fund strategies relative to popular benchmarks. Uniformity provides robust findings over general classes of utility (loss) functions and unknown distribution of returns. Evidence is based on statistical tests for the null of stochastic uniform inefficiency of a given portfolio. The alternative is that there is at least one portfolio that dominates it. We derive an analytical characterization of stochastic uniform inefficiency. We give the limit distribution for the empirical test statistic, and present a practical implementation with block bootstrap for consistent estimation of <i>p</i>-values. Our test is asymptotically exact and performs well in Monte Carlo experiments.
DOI: 10.6084/m9.figshare.14039393.v1
title: Evidence of uniform inefficiency in market portfolios based on dominance tests*

description: We find stochastic uniform inefficiency of many widely held (active) portfolios and fund strategies relative to popular benchmarks. Uniformity provides robust findings over general classes of utility (loss) functions and unknown distribution of returns. Evidence is based on statistical tests for the null of stochastic uniform inefficiency of a given portfolio. The alternative is that there is at least one portfolio that dominates it. We derive an analytical characterization of stochastic uniform inefficiency. We give the limit distribution for the empirical test statistic, and present a practical implementation with block bootstrap for consistent estimation of <i>p</i>-values. Our test is asymptotically exact and performs well in Monte Carlo experiments.
DOI: 10.17632/zhzvg48dr4.1
title: Heritage Intervention Projects and Intensification in the City of Toronto

description: [Forthcoming article abstract] As municipalities strive to meet urban intensification targets, developable and redevelopable land has become increasingly scarce. As a result, inter-urban space is consistently under pressure to accommodate new uses. Consequently, properties of built heritage significance can become targeted for such accommodations, commonly via three intervention types: adaptive reuse, façadism, and demolition. Increasing the complexity of typological applications is that heritage valuation is fluid and differs between all actors, adding a social component to decision-making processes. Using the City of Toronto as the case and employing a mixed-methods study design, I sought to address three main inquiries. First, the commonality of how often adaptive reuse, façadism, and demolition are employed, and how their uses correlate with urban intensification. Second, I examined how heritage professionals value heritage conservation, how their valuation has changed over time, and their observations towards how other heritage professionals’ valuations have changed over time. Third, I sought to determine how heritage valuation translates into the selection of different intervention options. Preliminary, archival analysis showed that the number of heritage intervention projects has increased alongside intensification and that façadism has emerged as the most used intervention type. Subsequent social analysis revealed that all heritage professionals value conservation and that many professionals have experienced some level of valuation modification over their career. Additionally, data revealed that level of experience and professional affiliation within the heritage planning domain plays the greatest role in determining intervention type preference.

The dataset shows changes in Toronto's population density measured for each of the city's 140 neighbourhoods and the presence of heritage intervention projects. After enumerating the number of projects and ensuring project-over-project comparability, the dataset converges the population density data with the heritage intervention project data to assess the influence between the two variables.
DOI: 10.6084/m9.figshare.14135206.v2
title: Measuring Social Interaction Effects When Instruments Are Weak

description: Studies that distinguish between exogenous and endogenous peer effects are relatively rare. To separate these effects, De Giorgi, Pellizzari, and Redaelli exploited partially overlapping peer groups where attributes of a student’s peers in one group provide instrumental variables (IV) for endogenous effects in another group. We apply this identification strategy to data from a period of transition at a Chinese university: dormitory roommate assignments were changed as students moved between campuses. This transition allows us to measure the endogenous effects between test scores of current roommates, but the traditional IV method suggests the potential for weak IV. We use weak-IV robust techniques to obtain properly sized tests. The S-test, K-test, and QCLR test all reject the null of zero endogenous effects with p-values between 0.01 and 0.05, as compared with 0.003 implied by the traditional IV estimator. The largest 95% confidence interval lower bound is 0.154 from the QCLR test, in contrast to 0.244 from traditional IV. Our findings offer unique evidence that endogenous peer effects influence academic outcomes at an empirically relevant magnitude, and an example where weak-IV robust tests are essential to quantify the relationship. Our results are robust to alternative model specifications.
DOI: 10.6084/m9.figshare.14604871
title: A Structural Model of Homophily and Clustering in Social Networks

description: I develop and estimate a structural model of network formation with heterogeneous players and latent community structure, whose equilibrium homophily and clustering levels match those usually observed in real-world social networks. Players belong to communities unobserved by the econometrician and have community-specific payoffs, allowing preferences to have a bias for similar people. Players meet sequentially and decide whether to form bilateral links, after receiving a random matching shock. The model converges to a hierarchical exponential family random graph. Using school friendship network data from Add Health, I estimate the posterior distribution of parameters and unobserved heterogeneity, detecting high levels of racial homophily and payoff heterogeneity across communities. The posterior predictions of sufficient statistics show that the model is able to replicate the homophily levels and the aggregate clustering of the observed network, in contrast with standard exponential family network models without community structure.
DOI: 10.6084/m9.figshare.14135206
title: Measuring Social Interaction Effects When Instruments Are Weak

description: Studies that distinguish between exogenous and endogenous peer effects are relatively rare. To separate these effects, De Giorgi, Pellizzari, and Redaelli exploited partially overlapping peer groups where attributes of a student’s peers in one group provide instrumental variables (IV) for endogenous effects in another group. We apply this identification strategy to data from a period of transition at a Chinese university: dormitory roommate assignments were changed as students moved between campuses. This transition allows us to measure the endogenous effects between test scores of current roommates, but the traditional IV method suggests the potential for weak IV. We use weak-IV robust techniques to obtain properly sized tests. The S-test, K-test, and QCLR test all reject the null of zero endogenous effects with p-values between 0.01 and 0.05, as compared with 0.003 implied by the traditional IV estimator. The largest 95% confidence interval lower bound is 0.154 from the QCLR test, in contrast to 0.244 from traditional IV. Our findings offer unique evidence that endogenous peer effects influence academic outcomes at an empirically relevant magnitude, and an example where weak-IV robust tests are essential to quantify the relationship. Our results are robust to alternative model specifications.
DOI: 10.6084/m9.figshare.14579297
title: Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?

description: Panel data are often used in empirical work to account for fixed additive time and unit effects. The synthetic control estimator relaxes the assumption of additive fixed effects for comparative case studies in which a treated unit adopts a single policy. This article generalizes the synthetic control estimator to estimate parameters associated with multiple discrete or continuous explanatory variables, jointly estimating the parameters and synthetic controls for each unit. I apply the estimator to study the disemployment effects of the minimum wage, estimating that increases in the minimum wage reduce employment.
DOI: 10.6084/m9.figshare.14135206.v1
title: Measuring Social Interaction Effects when Instruments are Weak

description: Studies that distinguish between exogenous and endogenous peer effects are relatively rare. To separate these effects, De Giorgi, Pellizzari and Redaelli (2010) exploit partially overlapping peer groups where attributes of a student’s peers in one group provide instrumental variables (IV) for endogenous effects in another group. We apply this identification strategy to data from a period of transition at a Chinese university: dormitory roommate assignments were changed as students moved between campuses. This transition allows us to measure the endogenous effects between test scores of current roommates, but the traditional IV method suggests the potential for weak IV. We use weak-IV robust techniques to obtain properly sized tests. The S-test, K-test and QCLR test all reject the null of zero endogenous effects with p-values under 0.05, as compared with 0.003 implied by the traditional IV estimator. The largest 95% confidence interval lower bound is 0.154 from the QCLR test, in contrast to 0.244 from traditional IV. Our findings offer unique evidence that endogenous peer effects influence academic outcomes at an empirically relevant magnitude, and an example where weak-IV robust tests are essential to quantify the relationship. Our results are robust to alternative model specifications.
DOI: 10.6084/m9.figshare.14604871.v3
title: A Structural Model of Homophily and Clustering in Social Networks

description: I develop and estimate a structural model of network formation with heterogeneous players and latent community structure, whose equilibrium homophily and clustering levels match those usually observed in real-world social networks. Players belong to communities unobserved by the econometrician and have community-specific payoffs, allowing preferences to have a bias for similar people. Players meet sequentially and decide whether to form bilateral links, after receiving a random matching shock. The model converges to a hierarchical exponential family random graph. Using school friendship network data from Add Health, I estimate the posterior distribution of parameters and unobserved heterogeneity, detecting high levels of racial homophily and payoff heterogeneity across communities. The posterior predictions of sufficient statistics show that the model is able to replicate the homophily levels and the aggregate clustering of the observed network, in contrast with standard exponential family network models without community structure.
DOI: 10.6084/m9.figshare.14604871.v2
title: A Structural Model of Homophily and Clustering in Social Networks

description: I develop and estimate a structural model of network formation with heterogeneous players and latent community structure, whose equilibrium homophily and clustering levels match those usually observed in real-world social networks. Players belong to communities unobserved by the econometrician and have community-specific payoffs, allowing preferences to have a bias for similar people. Players meet sequentially and decide whether to form bilateral links, after receiving a random matching shock. The model converges to a hierarchical exponential family random graph. Using school friendship network data from Add Health, I estimate the posterior distribution of parameters and unobserved heterogeneity, detecting high levels of racial homophily and payoff heterogeneity across communities. The posterior predictions of sufficient statistics show that the model is able to replicate the homophily levels and the aggregate clustering of the observed network, in contrast with standard exponential family network models without community structure.
DOI: 10.17632/rm7xhpnck7.1
title: Ecological Discourse and Environmental Edu

description: The data gathered is an analysis result of both written and visual discourse. The eco discourse was categorized and coded based on the mood ecological element system framed by (He et al., 2021 in Cheng, 2022). The types of the mood system are declarative, imperative, interrogative and internal, which can be advantageous only if the speaking roles, targets and motivations are all eco-beneficial. The method to reveal the visual text in the textbook will adopt the principles of analyzing visuals for the environment by Hansen in Fill and Penz (2017). For the ecological education support aspect, the discourses are categorized and coded based on some criteria of ecological literacy, which became the basis of the framework.
DOI: 10.17632/35fnj99r3f.1
title: Survey on student perceptions towards use of free software for image-based mixing time analysis in biotechnology

description: Survey collected data on student perceptions towards use of free software for image-based mixing time analysis in biotechnology.
DOI: 10.17632/6pk2yyyn6h.2
title: Tanning Secret Shopper Study - Supplement

description: Supplement for manuscript "The paradoxical promotion of ultraviolet tanning by salons offering a sunless tanning option: A cross-sectional secret shopper study"
DOI: 10.17632/3ddj39vc9d.1
title: Treatment outcomes and prognostic factors of motorized 0.5-mm micropunch grafting with a skin-seeding technique for 83 cases of vitiligo in children

description: Supplementary Table 1
DOI: 10.17632/yh9fb37czj.1
title: Riparian groundwater level and river stage data in the MYR

description: Three monitoring wells (WI, WII and WIII) of the groundwater level were constructed at two sites of Xiangjiazhou (XJZ) and Beimenkou (BMK) in the Lower Jing Reach of the Middle Yangtze River in January, 2021. Two monitoring wells (WI and WII) were constructed along a cross-section at XJZ, with their locations being 10 m and 20 m distance away from the floodplain marginal, respectively. The third monitoring well (WIII) was constructed at BMK, which was located a 10 m distance from the floodplain marginal.

This data file includes the measured groundwater levels at these three wells and the river stage hydrograph at a nearby gauging station of Shishou during the period from 17 January 2021 to 28 November 2021.
DOI: 10.17632/h3fztb3ynh.1
title: A brainstem circuit for nausea suppression

description: These data accompany the figures published in the article of the same title, describing characterization area postrema inhibitory neuron types, circuits and their functions in nausea-associated behaviors.  Uploaded data folders are organized by figure and include the raw images, traces, and quantitative data shown in the published plots.