Citation

Baum CF, Schaffer ME, Stillman S. Stata Journal 2007; 7(4): 465-506.

Copyright

(Copyright © 2007)

DOI

unavailable

PMID

unavailable

Abstract

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.