Mark Edwin Schaffer

2024

ddml: Double/debiased machine learning in Stata

Ahrens, A., Hansen, C., Schaffer, M. E. & Wiemann, T., Mar 2024, In: The Stata Journal. 24, 1, p. 3-45 43 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

2 Citations (Scopus)

31 Downloads (Pure)

Model Averaging and Double Machine Learning

Ahrens, A., Hansen, C. B., Schaffer, M. E. & Wiemann, T., 10 Jan 2024, Bonn, Germany: IZA Institute of Labor Economics, (Discussion Paper Series; no. 16714).

Research output: Working paper

Stacking Regression for Time-Series, with an Application to Forecasting Quarterly US GDP Growth

Ersoy, E., Li, H., Schaffer, M. E. & Szendrei, T., 2024, Studies in Systems, Decision and Control. Springer, p. 131-149 19 p. (Studies in Systems, Decision and Control; vol. 483).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Using Machine Learning Methods to Estimate the Gender Wage Gap

Forshaw, R. J., Iakovlev, V., Schaffer, M. E. & Tealdi, C., 2 Jun 2024, Machine Learning for Econometrics and Related Topics. Springer, p. 109–129 21 p. (Studies in Systems, Decision and Control; vol. 508).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

2023

ddml: Double/debiased machine learning in Stata

Ahrens, A., Hansen, C., Schaffer, M. E. & Wiemann, T., 12 Oct 2023, (Accepted/In press) In: The Stata Journal.

Research output: Contribution to journal › Article › peer-review

Open Access

File

184 Downloads (Pure)

pystacked: Stacking generalization and machine learning in Stata

Ahrens, A., Hansen, C. B. & Schaffer, M. E., Dec 2023, In: The Stata Journal. 23, 4, p. 909-931 23 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

1 Citation (Scopus)

44 Downloads (Pure)

Stacking Regression for Time-Series, with an Application to Forecasting Quarterly US GDP

Ersoy, E., Li, H., Schaffer, M. E. & Szendrei, T., 31 Jan 2023, (Accepted/In press) Optimal Transport Statistics for Economics and Related Topics. Nguyen, N. T., Kreinovich, V., Doan, T. H. & Nguyen, D. T. (eds.). Springer, (Studies in Systems, Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

2022

An Introduction to Stacking Regression for Economists

Ahrens, A., Ersoy, E., Iakovlev, V., Li, H. & Schaffer, M. E., 30 Jul 2022, Credible Asset Allocation, Optimal Transport Methods, and Related Topics. TES 2022. Springer, p. 7-29 23 p. (Studies in Systems, Decision and Control; vol. 429).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Open Access

File

2 Citations (Scopus)

471 Downloads (Pure)

Practical Steps to Improve Specification Testing

Nichols, A. & Schaffer, M. E., 2022, Prediction and Causality in Econometrics and Related Topics. Ngoc Thach, N., Ha, D. T., Trung, N. D. & Kreinovich, V. (eds.). Springer, p. 75-88 14 p. (Studies in Computational Intelligence; vol. 983).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Open Access

File

1 Citation (Scopus)

236 Downloads (Pure)

pystacked: Stacking generalization and machine learning in Stata

Ahrens, A., Hansen, C. B. & Schaffer, M. E., 23 Aug 2022.

Research output: Working paper

What’s Wrong with How We Teach Estimation and Inference in Econometrics? And What Should We Do About It?

Schaffer, M. E., 29 May 2022, Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics. ECONVN 2022. Springer, p. 133-146 14 p. (Studies in Systems, Decision and Control; vol. 427).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

2021

A Theory-based Lasso for Time-Series Data

Ahrens, A., Aitken, C., Ditzen, J., Ersoy, E., Kohns, D. & Schaffer, M. E., 2021, Data Science for Financial Econometrics. Ngoc Thach, N., Kreinovich, V. & Trung, N. D. (eds.). Springer, p. 3-36 34 p. (Studies in Computational Intelligence; vol. 898).

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Open Access

File

1 Citation (Scopus)

1498 Downloads (Pure)

Using Machine Learning Methods to Support Causal Inference in Econometrics

Ahrens, A., Aitken, C. & Schaffer, M. E., 2021, Behavioral Predictive Modeling in Economics. Springer, p. 23-52 30 p. (Studies in Computational Intelligence; vol. 897).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Open Access

File

3 Citations (Scopus)

725 Downloads (Pure)

2020

lassopack: Model selection and prediction with regularized regression in Stata

Ahrens, A., Hansen, C. B. & Schaffer, M. E., Mar 2020, In: The Stata Journal. 20, 1, p. 176-235 60 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

97 Citations (Scopus)

730 Downloads (Pure)

Understanding the Economic Impact of Oil Price Shocks

Ersoy, E. & Schaffer, M. E., 25 Mar 2020, In: Asian Journal of Economics and Banking. 4, 1, p. 1-19

Research output: Contribution to journal › Article › peer-review

2019

BP Statistical Review of World Energy 2019

Ersoy, E., Schaffer, M. E. & Ditzen, J., Jun 2019, 68 ed. BP plc. 61 p.

Research output: Book/Report › Commissioned report

Open Access

PDSLASSO & LASSOPACK: Stata module for post-selection and post-regularization OLS or IV estimation and inference

Ahrens, A., Hansen, C. & Schaffer, M. E., 24 Jan 2019

Research output: Non-textual form › Software

Transition, convergence, and labor market adjustment in prospect and in hindsight

Lehmann, H. & Schaffer, M. E., 2019, In: CESifo DICE Report. 17, 3, p. 9-12 4 p.

Research output: Contribution to journal › Article › peer-review

Open Access

2016

Police, Crime and the Problem of Weak Instruments: Revisiting the “More Police, Less Crime” Thesis

Kovandzic, T. V., Schaffer, M. E., Vieraitis, L. M., Orrick, E. A. & Piquero, A. R., Mar 2016, In: Journal of Quantitative Criminology. 32, 1, p. 133-158 26 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

25 Citations (Scopus)

2247 Downloads (Pure)

2014

Labour allocation and firm growth: Benchmarking transition countries against mature market economies

Schaffer, M. E., Muravyev, A. & Mitra, P., 6 Aug 2014, In: IZA Journal of Labor & Development. 3, 13, p. 1-22

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Wage policies of a Russian firm and the financial crisis of 1998: Evidence from personnel data, 1997 to 2002

Dohmen, T., Lehman, H. F. & Schaffer, M. E., Apr 2014, In: Industrial and Labor Relations Review. 67, 2, p. 504-531 28 p.

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

2013

Estimating the causal effect of gun prevalence on homicide rates: a local average treatment effect approach

Kovandzic, T., Schaffer, M. E. & Kleck, G., 2013, In: Journal of Quantitative Criminology. 29, 4, p. 477-541

Research output: Contribution to journal › Article › peer-review

31 Citations (Scopus)

Soviet power plus electrification: what is the long-run legacy of communism?

Carlin, W., Schaffer, M. E. & Seabright, P., Jan 2013, In: Explorations in Economic History. 50, 1, p. 116-147

Research output: Contribution to journal › Article › peer-review

16 Citations (Scopus)

Stata software for econometric estimation and testing; avar, weakiv, actest, ivreg2h, ranktest, ivreg2

Schaffer, M. E., Baum, C., Finlay, K., Kleibergen, F., Magnusson, L. & Stillman, S., 2013

Research output: Non-textual form › Software

File

3851 Downloads (Pure)

The business environment in the transition

Carlin, W. & Schaffer, M. E., 2013, Handbook of the Economics and Political Economy of Transition. Hare, P. & Turley, G. (eds.). Routledge, p. 296-309 14 p. (Routledge International Handbooks).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

2 Citations (Scopus)

2012

Economic development and the demand for energy: a historical perspective on the next 20 years

Ruehl, C., Appleby, P., Fennema, J., Naumov, A. & Schaffer, M. E., Nov 2012, In: Energy Policy. 50, n/a, p. 109-116 8 p.

Research output: Contribution to journal › Article › peer-review

69 Citations (Scopus)

Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias

Kovandzic, T., Schaffer, M. E., Kleck, G., Gadd, D. (ed.), Karstedt, S. (ed.) & Messner, S. F. (ed.), 2012, The SAGE Handbook of Criminological Research Methods. Gadd, D., Karstedt, S. & Messner, S. F. (eds.). Sage

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)

Understanding the business environment in South Asia: Evidence from firm-level surveys

Schaffer, M. E. & Carlin, W., 2012, World Bank, p. WPS6160, ( Policy Research Working Paper Series; no. 6160).

Research output: Working paper › Discussion paper

2011

Using stata for applied research: Reviewing its capabilities

Baum, C. F., Schaffer, M. E. & Stillman, S., Apr 2011, In: Journal of Economic Surveys. 25, 2, p. 380-394 15 p.

Research output: Contribution to journal › Article › peer-review

15 Citations (Scopus)

2010

A framework for cross-country comparisons of public infrastructure constraints on firm growth

Schaffer, M. E., Carlin, W. & Seabright, P., 2010, Centre for Economic Policy Research (CEPR), (Discussion Papers; no. 7662).

Research output: Working paper › Discussion paper

Public Infrastructure Constraints on Growth in the Transition Economies: The Legacy of Communism and Evidence from Enterprise Surveys 1999-2008

Schaffer, M. E. & Carlin, W., 2010, (Unpublished).

Research output: Working paper

2009

Convergence in Institutions and Market Outcomes: Cross-Country and Time-Series Evidence from the Business Environment and Enterprise Performance Surveys in Transition Economies

Schaffer, M. E., Mitra, P. & Muravyev, A., 2009, World Bank, (Policy Research Working Paper Series; no. 4819).

Research output: Working paper › Discussion paper

Wage determination and wage inequality inside a Russian firm in late transition: evidence from personnel data, 1997-2002

Dohmen, T., Lehman, H., Schaffer, M. E., Kanbur, R. (ed.) & Svejnar, J. (ed.), 2009, Labor Markets and Economic Development. Kanbur, R. & Svejnar, J. (eds.). Routledge, p. 62-89 28 p. (Routledge Studies in Development Economics; vol. 73).

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)

2 Citations (Scopus)

2008

Arrears

Schaffer, M. E., Durlauf, S. (ed.) & Blume, L. E. (ed.), 2008, The New Palgrave Dictionary of Economics. Durlauf, S. & Blume, L. (eds.). 2nd ed. Palgrave Macmillan

Research output: Chapter in Book/Report/Conference proceeding › Entry for encyclopedia/dictionary

2007

Enhanced routines for instrumental variables/generalized method of moments estimation and testing

Baum, C. F., Schaffer, M. E. & Stillman, S., Dec 2007, In: The Stata Journal. 7, 4, p. 465-506 42 p.

Research output: Contribution to journal › Article › peer-review

850 Citations (Scopus)

2004

A minimum of rivalry: Evidence from transition economies on the importance of competition for innovation and growth

Carlin, W., Schaffer, M. & Seabright, P., 2004, In: Contributions to Economic Analysis and Policy. 3, 1, p. 241-285 45 p.

Research output: Contribution to journal › Literature review › peer-review

97 Citations (Scopus)

Benchmarking Structural Change in Transition

Raiser, M., Schaffer, M. E. & Schuchhardt, J., Mar 2004, In: Structural Change and Economic Dynamics. 15, p. 1 1 p.

Research output: Contribution to journal › Article › peer-review

25 Citations (Scopus)

The Great Transformation: Russia's Return to the World Economy

Schaffer, M. E., Hare, P. G. & Shabunina, A., 2004, 1 p. Heriot-Watt University.

Research output: Other contribution

2003

Instrumental Variables and GMM: Estimation and Testing

Baum, C. F., Schaffer, M. E. & Stillman, S., Mar 2003, In: The Stata Journal. 3, p. 1 1 p.

Research output: Contribution to journal › Article › peer-review

2002

Effective versus Statutory Taxation: Measuring Effective Tax Administration in Transition Economies

Schaffer, M. E. & Turley, G., Sept 2002, Institutional Change in Transition Economies. Cuddy, M. & Gekker, R. (eds.). Ashgate Publishing Ltd

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Revisiting Hungary's Bankruptcy Episode

Bonin, J. P. & Schaffer, M. E., Mar 2002, Anna Meyendorff and Anjan V. Thakor(eds), Designing Financial Systems in Transition Economies: Strategies for Reform in Central and Eastern Europe, MIT Press.

Research output: Chapter in Book/Report/Conference proceeding › Chapter

2001

Competition and enterprise performance in transition ecomomies: Evidence from a cross-country Survey

Carlin, W., Fries, S., Schaffer, M. E. & Seabright, P., May 2001, Centre for Economic Policy Research (CEPR).

Research output: Working paper › Discussion paper

The determinants of privatised enterprise performance in Russia

Bevan, A. A., Estrin, S., Kuznetsov, B., Schaffer, M. E., Angelucci, M., Fennema, J. & Mangiarotti, G., May 2001, Centre for Economic Policy Research (CEPR).

Research output: Working paper › Discussion paper

2000

"Barter and Non-Monetary Transactions in Transition Economies: Evidence from a Cross-Country Survey"

Carlin, W., Fries, S. & Schaffer, M. E., 2000, in Paul Seabright (ed), The Vanishing Rouble: Barter Networks and Non-Monetary Transactions in Post-Soviet Socities. Cambridge University Press.

Research output: Chapter in Book/Report/Conference proceeding › Chapter