EconPapers    
Economics at your fingertips  
 

Details about Mark Schaffer

E-mail:
Homepage:http://ideas.repec.org/e/psc51.html
Phone:44-131-451-3494
Postal address:Heriot-Watt University Riccarton Edinburgh EH14 4AS UK
Workplace:Department of Accountancy, Economics and Finance, Heriot-Watt University, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)
Institute of Labor Economics (IZA), (more information at EDIRC)

Access statistics for papers by Mark Schaffer.

Last updated 2020-07-05. Update your information in the RePEc Author Service.

Short-id: psc51


Jump to Journal Articles Software Items

Working Papers

2019

  1. Iassopack: Model Selection and Prediction with Regularized Regression in Stata
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in Papers, arXiv.org (2019) Downloads View citations (3)

    See also Journal Article in Stata Journal (2020)

2018

  1. Innovation activity in South Africa: Measuring the returns to R&D
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads
  2. LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression
    London Stata Conference 2018, Stata Users Group Downloads

2016

  1. Wage policies of a Russian firm and the financial crisis of 1998: Evidence from personnel data - 1997-2002
    ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA) Downloads
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2008) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (1)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2008) Downloads
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) Downloads
    ESCIRRU Working Papers, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (1)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) Downloads

    See also Journal Article in ILR Review (2014)

2014

  1. Extending Stata's capabilities for asymptotic covariance matrix estimation
    United Kingdom Stata Users' Group Meetings 2014, Stata Users Group Downloads
  2. Soviet power plus electrification: what is the long-run legacy of communism?
    Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE) Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (4)

    See also Journal Article in Explorations in Economic History (2013)

2013

  1. A general approach to testing for autocorrelation
    United Kingdom Stata Users' Group Meetings 2013, Stata Users Group Downloads View citations (1)
    Also in 2013 Stata Conference, Stata Users Group (2013) Downloads View citations (1)
  2. Instrumental variables estimation using heteroskedasticity-based instruments
    German Stata Users' Group Meetings 2013, Stata Users Group Downloads View citations (7)
    Also in United Kingdom Stata Users' Group Meetings 2012, Stata Users Group (2012) Downloads View citations (14)

2012

  1. Understanding the business environment in South Asia: evidence from firm-level surveys
    Policy Research Working Paper Series, The World Bank Downloads View citations (2)

2011

  1. Evaluating one-way and two-way cluster–robust covariance matrix estimates
    German Stata Users' Group Meetings 2011, Stata Users Group Downloads View citations (4)
    Also in BOS10 Stata Conference, Stata Users Group (2010) Downloads View citations (3)
    United Kingdom Stata Users' Group Meetings 2010, Stata Users Group (2010) Downloads View citations (2)

2010

  1. A Framework for Cross-Country Comparisons of Public Infrastructure Constraints on Firm Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
  2. Using Stata for Applied Research: Reviewing its Capabilities
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article in Journal of Economic Surveys (2011)

2009

  1. Convergence in institutions and market outcomes: cross-country and time-series evidence from the business environment and enterprise performance surveys in transition economies
    Policy Research Working Paper Series, The World Bank Downloads View citations (6)
  2. Implementing econometric estimators with Mata
    DC09 Stata Conference, Stata Users Group Downloads
    Also in United Kingdom Stata Users' Group Meetings 2009, Stata Users Group (2009) Downloads

2008

  1. Convergence in Institutions and Market Outcomes: Cross-Country and Time-Series Evidence from the BEEPS Surveys in Transition Economies
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (2)
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2008) Downloads View citations (4)
  2. Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (3)

2007

  1. Clustered standard errors in Stata
    United Kingdom Stata Users' Group Meetings 2007, Stata Users Group Downloads View citations (46)
  2. Enhanced routines for instrumental variables/GMM estimation and testing
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (272)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2007) Downloads View citations (297)
  3. Wage Determination and Wage Inequality Inside a Russian Firm in Late Transition: Evidence from Personnel Data - 1997 to 2002
    ESCIRRU Working Papers, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2007) Downloads View citations (3)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2007) Downloads View citations (4)
  4. Where Are the Real Bottlenecks? Evidence from 20,000 Firms in 60 Countries about the Shadow Costs of Constraints to Firm Performance
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (3)

2006

  1. Where are the Real Bottlenecks? A Lagrangian Approach to Identifying Constraints on Growth from Subjective Survey Data
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (24)

2005

  1. Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  2. Productivity, Ownership and the Investment Climate: International Lessons for Priorities in Serbia
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (4)
    Also in Policy Research Working Paper Series, The World Bank (2005) Downloads View citations (4)

2004

  1. A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (37)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2004) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (29)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2004) Downloads View citations (29)

    See also Journal Article in The B.E. Journal of Economic Analysis & Policy (2004)
  2. The Great Transformation: Russia's Return to the World Economy
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads

2003

  1. Benchmarking Structural Change in Transition
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2003) Downloads View citations (13)
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2003) Downloads View citations (13)

    See also Journal Article in Structural Change and Economic Dynamics (2004)
  2. Infrastructure, Competition and Innovation: New Survey Evidence from Transition
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (1)
  3. Instrumental variables and GMM: Estimation and testing
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (719)
    Also in United Kingdom Stata Users' Group Meetings 2003, Stata Users Group (2002) Downloads View citations (99)
    North American Stata Users' Group Meetings 2003, Stata Users Group (2002) Downloads View citations (27)

    See also Journal Article in Stata Journal (2003)

2002

  1. Budget Softness and the Russian Enterprise Sector: An Econometric Study
    Working Papers, National University of Ireland Galway, Department of Economics Downloads
  2. Competition, Innovation and Growth in Transition: Exploring the Interactions between Policies
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (19)
  3. The Determinants of Privatized Enterprise Performance in Russia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2001) Downloads View citations (13)

2001

  1. Competition and Enterprise Performance in Transition Economies from a Cross-Country Survey
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (10)
  2. Competition and Enterprise Performance in Transition Economies: Evidence from a Cross-country Survey
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (68)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (60)

2000

  1. Barter and Non-Monetary Transactions in Transition Economies: Evidence from a Cross-Country Survey
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (15)
  2. Effective versus Statutory Taxation: Measuring Effective Tax Administration in Transition Economies
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (22)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2000) Downloads View citations (7)
  3. Wage Determination in Russia: An Econometric Investigation
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (11)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000) Downloads View citations (11)
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (1999) Downloads View citations (6)

1999

  1. Determinants of Enterprise Performance during Transition
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (45)
  2. Measuring Progress in Transition and Towards EU Accession: A Comparison of Manufacturing Firms in Poland, Romania, and Spain
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (5)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (1999) Downloads View citations (9)

    See also Journal Article in Journal of Common Market Studies (2000)
  3. Revisiting Hungary's Bankruptcy Episode
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (11)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (1999) Downloads View citations (3)

1998

  1. Financial Discipline in the Enterprise Sector in Transition Countries: How Does China Compare?
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (5)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (1998) Downloads View citations (8)

1997

  1. Do Firms in Transition Economies have Soft Budget Constraints? A Reconsideration of the Concepts and Evidence
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (6)
    See also Journal Article in Journal of Comparative Economics (1998)

1996

  1. "Arrears" in the Russian Enterprise Sector
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (41)
  2. Firms, Banks and Credit in Russia
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (6)
  3. Job Creation and Job Destruction in a Transition Economy: Ownership
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (4)
  4. Job Creation and Job Destruction in a Transition Economy: Ownership, Firm Size
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (20)
  5. The Capital Structure of Firms in Central and Eastern Europe
    DELTA Working Papers, DELTA (Ecole normale supérieure)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996) Downloads View citations (40)
  6. The Performance of De Novo Private Firms in Russian Manufacturing
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads View citations (32)

1995

  1. Banks, Firms, Bad Debts and Bankruptcy in Hungary 1991-4
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (13)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1995) Downloads View citations (5)
  2. Enterprise Adjustment in Poland: Evidence from a Survey of 200 Private
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (29)
  3. Enterprise adjustment in Poland: evidence from a survey of 200 private, privatised, and state-owned firms
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (6)
  4. Government Subsidies to Enterprises in Central and Eastern Europe: Budgetary Subsidies and Tax Arrears
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
  5. The Provision of Social Benefits in State Owned
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (5)
  6. The provision of social benefits in state-owned, privatized and private firms in Poland
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (2)

1994

  1. Government Financial Transfers and Enterprise Adjustments in Russia
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (4)

1993

  1. The enterprise sector and emergence of the Polish fiscal crisis, 1990-91
    Policy Research Working Paper Series, The World Bank Downloads View citations (3)

1992

  1. The Economy of Poland
    CEP Discussion Papers, Centre for Economic Performance, LSE

1991

  1. A Note in the Polish State-Owned Enterprise Sector in 1990
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (1)

1990

  1. A New Method of Long-Run Growth Accounting with Applications to the Soviet Economy 1928-87 and the US Economy 1949-78
    CEP Discussion Papers, Centre for Economic Performance, LSE

Journal Articles

2020

  1. lassopack: Model selection and prediction with regularized regression in Stata
    Stata Journal, 2020, 20, (1), 176-235 Downloads View citations (1)
    See also Working Paper (2019)

2019

  1. Transition, Convergence, and Labor Market Adjustment in Prospect and in Hindsight
    ifo DICE Report, 2019, 17, (03), 09-12 Downloads

2014

  1. Labor reallocation and firm growth: benchmarking transition countries against mature market economies
    IZA Journal of Labor & Development, 2014, 3, (1), 1-22 Downloads View citations (9)
  2. Wage Policies of a Russian Firm and the Financial Crisis of 1998: Evidence from Personnel Data, 1997 to 2002
    ILR Review, 2014, 67, (2), 504-531 Downloads View citations (5)
    See also Working Paper (2016)

2013

  1. Soviet power plus electrification: What is the long-run legacy of communism?
    Explorations in Economic History, 2013, 50, (1), 116-147 Downloads View citations (7)
    See also Working Paper (2014)

2012

  1. Economic development and the demand for energy: A historical perspective on the next 20 years
    Energy Policy, 2012, 50, (C), 109-116 Downloads View citations (12)

2011

  1. USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES
    Journal of Economic Surveys, 2011, 25, (2), 380-394 View citations (1)
    See also Working Paper (2010)

2007

  1. Enhanced routines for instrumental variables/generalized method of moments estimation and testing
    Stata Journal, 2007, 7, (4), 465-506 Downloads View citations (427)

2004

  1. A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth
    The B.E. Journal of Economic Analysis & Policy, 2004, 3, (1), 1-45 Downloads View citations (38)
    See also Working Paper (2004)
  2. Benchmarking structural change in transition
    Structural Change and Economic Dynamics, 2004, 15, (1), 47-81 Downloads View citations (25)
    See also Working Paper (2003)

2003

  1. Instrumental variables and GMM: Estimation and testing
    Stata Journal, 2003, 3, (1), 1-31 Downloads View citations (717)
    See also Working Paper (2003)

2000

  1. Measuring Progress in Transition and Towards EU Accession: A Comparison of Manufacturing Firms in Poland, Romania and Spain
    Journal of Common Market Studies, 2000, 38, (5), 699-728 Downloads View citations (6)
    See also Working Paper (1999)

1998

  1. Do Firms in Transition Economies Have Soft Budget Constraints? A Reconsideration of Concepts and Evidence
    Journal of Comparative Economics, 1998, 26, (1), 80-103 Downloads View citations (96)
    See also Working Paper (1997)

1996

  1. Bankok, vállalatok, rossz hitelek és csődök Magyarországon, 1991-1994
    (Banks, firms, bad debts and bankruptcies in Hungary, 1991-1994)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 1996, XLIII, (2), 93-113 Downloads View citations (1)
  2. Job creation and job destruction in a transition economy: Ownership, firm size, and gross job flows in Polish manufacturing 1988-1991
    Labour Economics, 1996, 3, (3), 299-317 Downloads View citations (28)

1995

  1. Productivity, Employment and Labor Demand in Polish Industry in the 1980s: Some Preliminary Results from Enterprise-Level Data
    Economic Change and Restructuring, 1995, 28, (1), 1-27 View citations (3)
  2. Round table on “Divestiture of social services from state‐owned enterprises”
    The Economics of Transition, 1995, 3, (2), 247-250 Downloads View citations (1)

1994

  1. Government financial transfers and enterprise adjustments in Russia, with comparisons to Central and Eastern Europe
    The Economics of Transition, 1994, 2, (2), 151-188 Downloads View citations (9)

1992

  1. The Polish State-Owned Enterprise Sector and the Recession in 1990&ast
    Comparative Economic Studies, 1992, 34, (1), 58-85 Downloads View citations (2)

1989

  1. Are profit-maximisers the best survivors?: A Darwinian model of economic natural selection
    Journal of Economic Behavior & Organization, 1989, 12, (1), 29-45 Downloads View citations (88)
  2. The credible-commitment problem in the center-enterprise relationship
    Journal of Comparative Economics, 1989, 13, (3), 359-382 Downloads View citations (26)

Software Items

2020

  1. IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation
    Statistical Software Components, Boston College Department of Economics Downloads View citations (52)
  2. IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments
    Statistical Software Components, Boston College Department of Economics Downloads
  3. OVERID: Stata module to conduct postestimation tests of overidentification
    Statistical Software Components, Boston College Department of Economics Downloads View citations (9)
  4. RANKTEST: Stata module to test the rank of a matrix
    Statistical Software Components, Boston College Department of Economics Downloads View citations (5)
  5. UNDERID: Stata module producing postestimation tests of under- and over-identification after linear IV estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  6. XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models
    Statistical Software Components, Boston College Department of Economics Downloads View citations (26)
  7. XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor
    Statistical Software Components, Boston College Department of Economics Downloads View citations (12)

2019

  1. LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation
    Statistical Software Components, Boston College Department of Economics Downloads View citations (4)
  2. PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
    Statistical Software Components, Boston College Department of Economics Downloads View citations (3)

2016

  1. WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models
    Statistical Software Components, Boston College Department of Economics Downloads View citations (14)

2015

  1. ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series
    Statistical Software Components, Boston College Department of Economics Downloads
  2. AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances
    Statistical Software Components, Boston College Department of Economics Downloads
  3. GINIREG: Stata module for Gini regression
    Statistical Software Components, Boston College Department of Economics Downloads
  4. IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)
    Statistical Software Components, Boston College Department of Economics Downloads
  5. IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  6. WHICHPKG: Stata module to display information on components of a Stata package
    Statistical Software Components, Boston College Department of Economics Downloads

2014

  1. WEAKIV10: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models
    Statistical Software Components, Boston College Department of Economics Downloads

2013

  1. IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  2. IVHETTEST: Stata module to perform Pagan-Hall and related heteroskedasticity tests after IV
    Statistical Software Components, Boston College Department of Economics Downloads

2012

  1. EGRANGER: Stata module to perform Engle-Granger cointegration tests and 2-step ECM estimation
    Statistical Software Components, Boston College Department of Economics Downloads
  2. XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8)
    Statistical Software Components, Boston College Department of Economics Downloads

2011

  1. IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)
    Statistical Software Components, Boston College Department of Economics Downloads View citations (3)

2007

  1. IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  2. IVRESET: Stata module to perform Ramsey/Pesaran-Taylor/Pagan-Hall RESET specification test after IV/GMM/OLS estimation
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2020-08-07