Measuring stability and structural breaks: Applications in social sciences
Author
Abstract
Suggested Citation
DOI: 10.1111/joes.12505
Download full text from publisher
References listed on IDEAS
- Rossi, Barbara, 2013.
"Advances in Forecasting under Instability,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324,
Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- David S. Lee & Thomas Lemieux, 2010.
"Regression Discontinuity Designs in Economics,"
Journal of Economic Literature, American Economic Association, vol. 48(2), pages 281-355, June.
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," NBER Working Papers 14723, National Bureau of Economic Research, Inc.
- Filomena Maggino & Carolina Facioni, 2017. "Measuring Stability and Change: Methodological Issues in Quality of Life studies," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(1), pages 161-187, January.
- Lechner, Michael, 2018.
"Modified Causal Forests for Estimating Heterogeneous Causal Effects,"
IZA Discussion Papers
12040, Institute of Labor Economics (IZA).
- Lechner, Michael, 2019. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," CEPR Discussion Papers 13430, C.E.P.R. Discussion Papers.
- Lechner, Michael, 2019. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," Economics Working Paper Series 1901, University of St. Gallen, School of Economics and Political Science.
- Michael Lechner, 2018. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," Papers 1812.09487, arXiv.org, revised Jul 2019.
- Catherine Hausman & David S. Rapson, 2018.
"Regression Discontinuity in Time: Considerations for Empirical Applications,"
Annual Review of Resource Economics, Annual Reviews, vol. 10(1), pages 533-552, October.
- Catherine Hausman & David S. Rapson, 2017. "Regression Discontinuity in Time: Considerations for Empirical Applications," NBER Working Papers 23602, National Bureau of Economic Research, Inc.
- David A. Jaeger & Theodore J. Joyce & Robert Kaestner, 2020.
"A Cautionary Tale of Evaluating Identifying Assumptions: Did Reality TV Really Cause a Decline in Teenage Childbearing?,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 317-326, April.
- David A. Jaeger & Theodore J. Joyce & Robert Kaestner, 2018. "A Cautionary Tale of Evaluating Identifying Assumptions: Did Reality TV Really Cause a Decline in Teenage Childbearing?," NBER Working Papers 24856, National Bureau of Economic Research, Inc.
- Marco Caliendo & Sabine Kopeinig, 2008.
"Some Practical Guidance For The Implementation Of Propensity Score Matching,"
Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 31-72, February.
- Caliendo, Marco & Kopeinig, Sabine, 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching," IZA Discussion Papers 1588, Institute of Labor Economics (IZA).
- Marco Caliendo & Sabine Kopeinig, 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching," Discussion Papers of DIW Berlin 485, DIW Berlin, German Institute for Economic Research.
- Susan Athey & Guido W. Imbens, 2019. "Machine Learning Methods That Economists Should Know About," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 685-725, August.
- David Dollar & Craig Burnside, 2000.
"Aid, Policies, and Growth,"
American Economic Review, American Economic Association, vol. 90(4), pages 847-868, September.
- Burnside, Craig & Dollar, David, 1997. "Aid, policies, and growth," Policy Research Working Paper Series 1777, The World Bank.
- Gunnar Myrdal, 1974. "What Is Development?," Journal of Economic Issues, Taylor & Francis Journals, vol. 8(4), pages 729-736, December.
- Pinches, George E & Kinney, William R, Jr, 1971. "The Measurement of the Volatility of Common Stock Prices," Journal of Finance, American Finance Association, vol. 26(1), pages 119-125, March.
- Imbens, Guido W. & Lemieux, Thomas, 2008.
"Regression discontinuity designs: A guide to practice,"
Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
- Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Working Papers 13039, National Bureau of Economic Research, Inc.
- Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Daria Loginova & Marco Portmann & Martin Huber, 2021.
"Assessing the Effects of Seasonal Tariff‐rate Quotas on Vegetable Prices in Switzerland,"
Journal of Agricultural Economics, Wiley Blackwell, vol. 72(2), pages 607-627, June.
- Daria Loginova & Marco Portmann & Martin Huber, 2020. "Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland," Papers 2012.02966, arXiv.org.
- Loginova, Daria & Portmann, Marco & Huber, Martin, 2021. "Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland," FSES Working Papers 521, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019.
"An introduction to flexible methods for policy evaluation,"
Papers
1910.00641, arXiv.org.
- Huber, Martin, 2019. "An introduction to flexible methods for policy evaluation," FSES Working Papers 504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Sam Asher & Denis Nekipelov & Paul Novosad & Stephen P. Ryan, 2016. "Classification Trees for Heterogeneous Moment-Based Models," NBER Working Papers 22976, National Bureau of Economic Research, Inc.
- Athey, Susan & Imbens, Guido W., 2019.
"Machine Learning Methods Economists Should Know About,"
Research Papers
3776, Stanford University, Graduate School of Business.
- Susan Athey & Guido Imbens, 2019. "Machine Learning Methods Economists Should Know About," Papers 1903.10075, arXiv.org.
- Callaway, Brantly & Sant’Anna, Pedro H.C., 2021.
"Difference-in-Differences with multiple time periods,"
Journal of Econometrics, Elsevier, vol. 225(2), pages 200-230.
- Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods," Papers 1803.09015, arXiv.org, revised Dec 2020.
- G. Elliott & C. Granger & A. Timmermann (ed.), 2013. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 2, number 2.
- Filomena Maggino & Carolina Facioni, 2017. "Erratum to: Measuring Stability and Change: Methodological Issues in Quality of Life Studies," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(3), pages 1297-1297, February.
- Dabin Wang & William G. Tomek, 2007. "Commodity Prices and Unit Root Tests," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(4), pages 873-889.
- Pierre Perron, 2005. "Dealing with Structural Breaks," Boston University - Department of Economics - Working Papers Series WP2005-017, Boston University - Department of Economics.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Huber, Martin, 2019.
"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
- Andrew J. Patton & Yasin Simsek, 2023. "Generalized Autoregressive Score Trees and Forests," Papers 2305.18991, arXiv.org.
- KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs," Thesis Commons d7pvg, Center for Open Science.
- Daniel Goller, 2023.
"Analysing a built-in advantage in asymmetric darts contests using causal machine learning,"
Annals of Operations Research, Springer, vol. 325(1), pages 649-679, June.
- Daniel Goller, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Papers 2008.07165, arXiv.org.
- Goller, Daniel, 2020. "Analysing a built-in advantage in asymmetric darts contests using causal machine learning," Economics Working Paper Series 2013, University of St. Gallen, School of Economics and Political Science.
- Michael Lechner, 2023. "Causal Machine Learning and its use for public policy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-15, December.
- Mark Kattenberg & Bas Scheer & Jurre Thiel, 2023. "Causal forests with fixed effects for treatment effect heterogeneity in difference-in-differences," CPB Discussion Paper 452, CPB Netherlands Bureau for Economic Policy Analysis.
- Michael C Knaus, 2022.
"Double machine learning-based programme evaluation under unconfoundedness [Econometric methods for program evaluation],"
The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 602-627.
- Knaus, Michael C., 2020. "Double Machine Learning based Program Evaluation under Unconfoundedness," Economics Working Paper Series 2004, University of St. Gallen, School of Economics and Political Science.
- Knaus, Michael C., 2020. "Double Machine Learning Based Program Evaluation under Unconfoundedness," IZA Discussion Papers 13051, Institute of Labor Economics (IZA).
- Michael C. Knaus, 2020. "Double Machine Learning based Program Evaluation under Unconfoundedness," Papers 2003.03191, arXiv.org, revised Jun 2022.
- Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022.
"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
- Mauricio Villamizar-Villegas & Freddy A. Pinzón-Puerto & María Alejandra Ruiz-Sánchez, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Borradores de Economia 1112, Banco de la Republica de Colombia.
- Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020. "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers 38, Red Investigadores de Economía.
- Tu, Meng & Zhang, Bing & Xu, Jianhua & Lu, Fangwen, 2020. "Mass media, information and demand for environmental quality: Evidence from the “Under the Dome”," Journal of Development Economics, Elsevier, vol. 143(C).
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2023.
"Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium,"
Labour Economics, Elsevier, vol. 80(C).
- Bart Cockx & Michael Lechner & Joost Bollens, 2019. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Papers 1912.12864, arXiv.org, revised Dec 2022.
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," ROA Research Memorandum 006, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Bart Cockx & Michael Lechner & Joost Bollens, 2020. "Priority of Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium," CESifo Working Paper Series 8297, CESifo.
- Lechner, Michael & Cockx, Bart & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," CEPR Discussion Papers 14270, C.E.P.R. Discussion Papers.
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Economics Working Paper Series 2001, University of St. Gallen, School of Economics and Political Science.
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Research Memorandum 015, Maastricht University, Graduate School of Business and Economics (GSBE).
- Cockx, Bart & Lechner, Michael & Bollens, Joost, 2019. "Priority to Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium," IZA Discussion Papers 12875, Institute of Labor Economics (IZA).
- Bart Cockx & Michael Lechner & Joost Bollens, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/998, Ghent University, Faculty of Economics and Business Administration.
- Bart Cockx & Michael Lechner & Joost Bollens, 2020. "Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium," LIDAM Discussion Papers IRES 2020016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Daniel Boller & Michael Lechner & Gabriel Okasa, 2021.
"The Effect of Sport in Online Dating: Evidence from Causal Machine Learning,"
Papers
2104.04601, arXiv.org.
- Boller, Daniel & Lechner, Michael & Okasa, Gabriel, 2021. "The Effect of Sport in Online Dating: Evidence from Causal Machine Learning," Economics Working Paper Series 2104, University of St. Gallen, School of Economics and Political Science.
- Boller, Daniel & Lechner, Michael & Okasa, Gabriel, 2021. "The Effect of Sport in Online Dating: Evidence from Causal Machine Learning," IZA Discussion Papers 14259, Institute of Labor Economics (IZA).
- Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Moulton Jeremy Grant, 2017. "The Great Depression of Income: Historical Estimates of the Longer-Run Impact of Entering the Labor Market during a Recession," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 17(4), pages 1-20, October.
- Florian Neumeier, 2018.
"Do Businessmen Make Good Governors?,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2116-2136, October.
- Florian Neumeier, 2015. "Do Businessmen Make Good Governors?," MAGKS Papers on Economics 201519, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Florian Neumeier, 2016. "Do Businessmen Make Good Governors?," ifo Working Paper Series 230, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Neumeier, Florian, 2018. "Do businessmen make good governors?," Munich Reprints in Economics 62867, University of Munich, Department of Economics.
- Sascha O. Becker & Peter H. Egger & Maximilian von Ehrlich, 2013.
"Absorptive Capacity and the Growth and Investment Effects of Regional Transfers: A Regression Discontinuity Design with Heterogeneous Treatment Effects,"
American Economic Journal: Economic Policy, American Economic Association, vol. 5(4), pages 29-77, November.
- Becker, Sascha O & Egger, Peter H & Von Ehrlich, Maximilian, 2012. "Absorptive Capacity and the Growth and Investment Effects of Regional Transfers: Regression Discontinuity Design with Heterogeneous Treatment Effects," CAGE Online Working Paper Series 89, Competitive Advantage in the Global Economy (CAGE).
- Van Butsic & David J. Lewis & Lindsay Ludwig, 2011. "An Econometric Analysis of Land Development with Endogenous Zoning," Land Economics, University of Wisconsin Press, vol. 87(3), pages 412-432.
- Daniel Mejía & Pascual Restrepo & Sandra V. Rozo, 2017.
"On the Effects of Enforcement on Illegal Markets: Evidence from a Quasi-Experiment in Colombia,"
The World Bank Economic Review, World Bank, vol. 31(2), pages 570-594.
- Mejía,Daniel & Restrepo,Pascual & Rozo,Sandra V., 2015. "On the effects of enforcement on illegal markets : evidence from a quasi-experiment in Colombia," Policy Research Working Paper Series 7409, The World Bank.
- MacDonald, Stephen & Meyer, Leslie, 2018. "Long Run Trends and Fluctuations In Cotton Prices," MPRA Paper 84484, University Library of Munich, Germany, revised 10 Feb 2018.
- Pfeifer, Gregor & Stockburger, Mirjam, 2023. "The morning after: Prescription-free access to emergency contraceptive pills," Journal of Health Economics, Elsevier, vol. 91(C).
- Goller, Daniel & Lechner, Michael & Moczall, Andreas & Wolff, Joachim, 2020.
"Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germany's programmes for long term unemployed,"
Labour Economics, Elsevier, vol. 65(C).
- Goller, Daniel & Lechner, Michael & Moczall, Andreas & Wolff, Joachim, 2019. "Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germany’s programmes for long term unemployed," Economics Working Paper Series 1910, University of St. Gallen, School of Economics and Political Science.
- Goller, Daniel & Lechner, Michael & Moczall, Andreas & Wolff, Joachim, 2020. "Does the estimation of the propensity score by machine learning improve matching estimation? : The case of Germany's programmes for long term unemployed," IAB-Discussion Paper 202005, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Goller, Daniel & Lechner, Michael & Moczall, Andreas & Wolff, Joachim, 2019. "Does the Estimation of the Propensity Score by Machine Learning Improve Matching Estimation? The Case of Germany's Programmes for Long Term Unemployed," IZA Discussion Papers 12526, Institute of Labor Economics (IZA).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jecsur:v:37:y:2023:i:2:p:302-320. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0950-0804 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.