@article{ref1,
title="Enhanced routines for instrumental variables/generalized method of moments estimation and testing",
journal="Stata Journal",
year="2007",
author="Baum, Christopher F. and Schaffer, Mark E. and Stillman, Steven",
volume="7",
number="4",
pages="465-506",
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.<p />",
language="",
issn="",
doi="",
url="http://dx.doi.org/"
}