Below you will find links to some of my papers and programs. Please send questions or comments to clamarche@uky.edu.
R and Stata Codes:
-- Quantiles of the Gain Distribution of an Early Childhood Intervention, Journal of Applied Econometrics 2024 [JAE archive]
-- Using Grouped Data to Estimate Revenue Heterogeneity in Online Advertising Auctions, AEA Papers and Proceedings 2023 [replication code]
-- Small Steps with Big Data: Using Machine Learning in Energy and Environmental Economics, Annual Review of Resource Economics 2021 [data and replication code]
-- Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models. Journal of Applied Econometrics 2020 [JAE archive][codes and simulations]
-- A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment. Journal of Econometrics 2019 [codes and example]
-- Penalized Quantile Regression with Semiparametric Correlated Effects. Journal of Applied Econometrics 2017 [JAE archive][codes and simulations]
-- Estimating and Testing a Quantile Regression Model with Interactive Effects. Journal of Econometrics 2014 [codes and example]
-- Estimation of Censored Quantile Regression for Panel Data with Fixed Effects. Journal of the American Statistical Association 2013 [codes and example]
-- Robust Penalized Quantile Regression Estimation for Panel Data. Journal of Econometrics 2010 [code and explanation]
-- A Quantile Regression Approach for Estimating Panel Data Models Using Instrumental Variables. Economics Letters 2009 [codes and example]