期刊
STATA JOURNAL
卷 7, 期 4, 页码 465-506出版社
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X0800700402
关键词
st0030_3; ivactest; ivendog; ivhettest; ivreg2; ivreset; overid; ranktest; instrumental variables; weak instruments; GMM; endogeneity; heteroskedasticity; serial correlation; HAC standard errors; LIML; CUE; overidentifying restrictions; Frisch-Waugh-Lovell theorem; RESET; Cumby-Huizinga test
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据