Showing 1 - 3 of 3
We review the Stata statistical package and evaluate its suitability for applied research.
Persistent link: https://www.econbiz.de/10008751511
We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation routine that provides GMM estimates as well as additional diagnostic tests. Stand-alone test procedures for heteroskedasticity,...
Persistent link: https://www.econbiz.de/10005074035
We extend our 2003 paper on instrumental variables (IV) and GMM estimation and testing and describe enhanced routines that address HAC standard errors, weak instruments, LIML and k-class estimation, tests for endogeneity and RESET and autocorrelation tests for IV estimates.
Persistent link: https://www.econbiz.de/10005027835