Online Appendix for Black, Desai, Litvak, Yoo, and Yu, Specification Choice in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment
66 Pages Posted: 21 Jul 2020 Last revised: 13 Oct 2020
Date Written: October 11, 2020
This Online Appendix contains additional results and discussion for Black, Desai, Litvak, Yoo, and Yu, Specification Search in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment (2020). In particular, it contains further analysis of the various
specifications and datasets publicly posted by FHK in response to an earlier draft of the paper,
details on sample and other differences between our specification and the best-match specification,
and step-by-step results from moving from our specification to the best-match specification for
The underling paper is available at https://ssrn.com/abstract=3657196.
Our pre-specified analysis plan is available at https://ssrn.com/abstract=3415529.
Suggested Citation: Suggested Citation