Enhanced routines for instrumental variables/generalized method of moments estimation and testing
We extend our 2003 paper on instrumental variables and generalized method of moments estimation, and we test and describe enhanced routines that address heteroskedasticity- and autocorrelation-consistent standard errors, weak instruments, limited-information maximum likelihood and k-class estimation, tests for endogeneity and Ramsey's regression specification-error test, and autocorrelation tests for instrumental variable estimates and panel-data instrumental variable estimates. Copyright 2007 by StataCorp LP.
Volume (Year): 7 (2007)
Issue (Month): 4 (December)
|Contact details of provider:|| Web page: http://www.stata-journal.com/ |
|Order Information:||Web: http://www.stata-journal.com/subscription.html|
When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:7:y:2007:i:4:p:465-506. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)or (Lisa Gilmore)
If references are entirely missing, you can add them using this form.