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Keywords:replications 

Working Paper
Paving the Road for Replications: Experimental Results from an Online Research Bibliography

Are users of a bibliographic database interested in learning about replications? Can they be induced to learn? To answer these questions, we performed an experiment at the online research bibliography, RePEc (Research Papers in Economics). RePEc is the main research bibliography for pre-prints and published papers in economics. Using randomized stratification, we allocated 324 replications and their corresponding original studies to clusters. We then drew from those clusters to construct treatment and control groups. Brightly colored tabs were added to the relevant webpages to alert visitors ...
Working Papers , Paper 2021-013

Working Paper
Paving the Road for Replications: Experimental Results from an Online Research Repository

Are users of a bibliographic database interested in learning about replications? Can we motivate them to learn? To answer these questions, we performed an experiment on a RePEc (Research Papers in Economics) website: Using randomized stratification, we allocated 324 replications and their corresponding original studies to clusters; we then drew from those clusters to select treatment and control groups. We added brightly colored tabs to the relevant webpages to alert visitors to the existence of a replication study or to the original study of a replication. We monitored traffic over three ...
Working Papers , Paper 2021-013

Working Paper
Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets

Chotikapanich and Griffiths (2002) introduced the Dirichlet distribution to the estimation of Lorenz curves. This distribution naturally accommodates the proportional nature of income share data and the dependence structure between the shares. Chotikapanich and Griffiths (2002) fit a family of five Lorenz curves to one year of Swedish and Brazilian income share data using unconstrained maximum likelihood and unconstrained non-linear least squares. We attempt to replicate the authors' results and extend their analyses using both constrained estimation techniques and five additional years of ...
Finance and Economics Discussion Series , Paper 2017-062

Working Paper
Open Source Cross-Sectional Asset Pricing

We provide data and code that successfully reproduces nearly all crosssectional stock return predictors. Our 319 characteristics draw from previous meta-studies, but we differ by comparing our t-stats to the original papers' results. For the 161 characteristics that were clearly significant in the original papers, 98% of our long-short portfolios find t-stats above 1.96. For the 44 characteristics that had mixed evidence, our reproductions find t-stats of 2 on average. A regression of reproduced t-stats on original longshort t-stats finds a slope of 0.90 and an R2 of 83%. Mean returns ...
Finance and Economics Discussion Series , Paper 2021-037

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