Enhanced routines for instrumental variables/generalized method of moments estimation and testing

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dc.creatorBaum, Christopher F.
dc.creatorSchaffer, Mark E.
dc.creatorStillman, Steven
dc.date2017-04-01T20:14:47Z
dc.date.accessioned2026-07-09T05:53:21Z
dc.descriptionWe 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.
dc.identifierOther:st0030_3
dc.identifierdoi:10.22004/ag.econ.119291
dc.identifierhttps://ageconsearch.umn.edu/record/119291/files/sjart_st0030_3.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/119291
dc.identifier.urihttp://hdl.handle.net/123456789/569673
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/119291
dc.titleEnhanced routines for instrumental variables/generalized method of moments estimation and testing
dc.typeText

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University of Minnesota