Narrow search
Showing 1 - 3 of 3
Cover Image
A robust test for weak instruments in Stata
Pflueger, Carolin E.; Wang, Su - In: Stata Journal 15 (2015) 1, pp. 216-225
homoskedastic and serially uncorrelated. It extends the Stock and Yogo (2005, Testing for weak instruments in linear IV regression …
Persistent link: https://www.econbiz.de/10011265704
Cover Image
Tests for unbalanced error-components models under local misspecification
Sosa-Escudero, Walter; Bera, Anil K. - In: Stata Journal 8 (2008) 1, pp. 68-78
This paper derives unbalanced versions of the test statistics for first- order serial correlation and random individual effects summarized in Sosa-Escudero and Bera (2001, Stata Technical Bulletin Reprints, vol. 10, pp. 307–311), and up- dates their xttest1 routine. The derived test statistics...
Persistent link: https://www.econbiz.de/10005583316
Cover Image
Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data
Marchenko, Yulia V.; Reiter, Jerome P. - In: Stata Journal 9 (2009) 3, pp. 388-397
We propose improvements to existing degrees of freedom used for significance testing of multivariate hypotheses in …
Persistent link: https://www.econbiz.de/10008566194