WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models
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More about this item
Keywordsinstrumental variables; weak identification; IV probit; IV tobit; panel data; hypothesis testing; confidence intervals; Anderson-Rubin; CLR; robust estimation; orthogonality; GMM; HAC; cluster; rivtest; condivreg; ivreg2; xtabond2; Stata;
All these keywords.
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