%0 Journal Article
%T Enhanced routines for instrumental variables/generalized method of moments estimation and testing
%J Stata Journal
%D 2007
%A Baum, Christopher F.
%A Schaffer, Mark E.
%A Stillman, Steven
%V 7
%N 4
%P 465-506
%X 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 />
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%U http://dx.doi.org/