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Instrumental variables and GMM: Estimation and testing

Baum, Christopher F; Schaffer, Mark E.; Stillman, Steven - In: Stata Journal 3 (2003) 1, pp. 1-31

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/10005568889

Instrumental variables and GMM: Estimation and testing

Baum, Christopher F; Schaffer, Mark E.; Stillman, Steven - Stata User Group - 2002

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/10005103075

Instrumental variables and GMM: Estimation and testing

Baum, Christopher F; Schaffer, Mark E.; Stillman, Steven - Stata User Group - 2002

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/10005053298

Instrumental variables and GMM: Estimation and testing

Baum, Christopher; Schaffer, Mark E.; Stillman, Steven - Department of Economics, Boston College - 2002

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

Enhanced routines for instrumental variables/GMM estimation and testing

Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven - 2008

Persistent link: https://www.econbiz.de/10003837731

Using Stata for applied research : reviewing its capabilities

Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven - 2010

Persistent link: https://www.econbiz.de/10008749837

Using Stata for applied research : reviewing its capabilities

Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven - In: Journal of economic surveys 25 (2011) 2, pp. 380-394

Persistent link: https://www.econbiz.de/10009157996

Enhanced routines for instrumental variables/GMM estimation and testing

Baum, Christopher F. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003535653

USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES

Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven - In: Journal of economic surveys 25 (2011) 2, pp. 380-395

Persistent link: https://www.econbiz.de/10008851565

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