The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Instrumental Variables and GMM: Estimation and Testing
Open accessAbstract
We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation routine that provides GMM estimates as well as additional diagnostic tests. Stand-alone test procedures for heteroskedasticity, overidentification, and endogeneity in the IV context are also described.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Specification Tests in Econometrics
Hausman, J. A. (1978) · Econometrica · doi:10.2307/1913827 · Cited by 18,820
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Breusch, T. S., & Pagan, A. R. (1979) · Econometrica · doi:10.2307/1911963 · Cited by 5,647
Instrumental Variables Regression with Weak Instruments
Staiger, D., & Stock, J. (1994) · doi:10.3386/t0151 · Cited by 5,302 · cited 1×
“The Durbin avor of the test has the additional advantage of superior performance when instruments are weak ( Staiger and Stock (1997) ).”
Background
Research works printed but not linked: 42
- Ahn S. C., 1995, Arizona State University
- 10.1111/j.1468-0084.1987.mp49004006.x · DOI · Paper page
- 10.1080/01621459.1960.10483365 · DOI · Paper page
- 10.1080/01621459.1995.10476536 · DOI · Paper page
- Bowden R. J., 1984, Instrumental Variables.
- 10.1016/0304-4076(82)90094-X · DOI · Paper page
- 10.1093/biomet/70.1.1 · DOI · Paper page
- 10.2307/1912156 · DOI
- 10.1016/0304-4076(83)90049-0 · DOI · Paper page
- Davidson R., 1993, Estimation and Inference in Econometrics.
- 10.2307/1401917 · DOI · Paper page
- 10.2307/1882642 · DOI · Paper page
- 10.1016/0304-4076(78)90031-3 · DOI · Paper page
- Godfrey L. G., 1988, Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches.
- 10.1162/rest.1999.81.3.550 · doi:10.1162/rest.1999.81.3.550
- Greene W., 2000, Econometric Analysis.
- 10.1111/1468-0262.00272 · DOI · Paper page
- 10.1016/S0165-1765(01)00602-4 · DOI
- 10.2307/1912775 · DOI · Paper page
- Hansen L., 1996, Journal of Business and Economic Statistics, 14, 262, 10.1080/07350015.1996.10524656 · DOI · Paper page
- 10.1016/0165-1765(81)90073-2 · DOI
- Hayashi F., 2000, Econometrics.
- Hoxby C., 1998, National Bureau of Economic Research
- Kézdi G., 2002, University of Michigan
- 10.1016/0304-4076(81)90062-2 · DOI · Paper page
- 10.1016/0304-4076(86)90021-7 · DOI · Paper page
- 10.2307/1911420 · DOI · Paper page
- 10.1016/0304-4076(85)90154-X · DOI · Paper page
- 10.1080/07311768308800039 · DOI · Paper page
- 10.1111/1468-0084.00128 · DOI
- Ruud P. A., 2000, An Introduction to Classical Econometric
- 10.2307/1907619 · DOI · Paper page
- 10.1162/rest.1997.79.2.348 · DOI · Paper page
- 10.2307/2171753 · DOI · Paper page
- 10.2307/1912934 · DOI · Paper page
- 10.2307/1912639 · DOI · Paper page
- White H., 1984, Asymptotic Theory for Econometricians. Orlando
- Wooldridge J. M., 1995, Advances in Econometrics and Quantitative Economics: Essays in honor of Professor C. R. Rao, 66
- Wooldridge J. M., 2002, Econometric Analysis of Cross Section and Panel Data.
- Wooldridge J. M., 2003, Introductory Econometrics: A Modern Approach.
- 10.2307/1914093 · DOI · Paper page
- 10.2307/1911789 · DOI · Paper page
Cited by
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
Roodman, D. (2009) · The Stata Journal: Promoting communications on statistics and Stata · doi:10.1177/1536867x0900900106 · Cited by 9,848
Mendelian Randomization Analysis With Multiple Genetic Variants Using Summarized Data
Burgess, S., Butterworth, A., & Thompson, S. G. (2013) · Genetic Epidemiology · doi:10.1002/gepi.21758 · Cited by 6,050
Mendelian randomization: Using genes as instruments for making causal inferences in epidemiology
Lawlor, D. A., Harbord, R. M., Sterne, J. A. C., Timpson, N., & Davey Smith, G. (2008) · Statistics in Medicine · doi:10.1002/sim.3034 · Cited by 4,618
Avoiding bias from weak instruments in Mendelian randomization studies
Burgess, S., Thompson, S. G., & CRP CHD Genetics Collaboration (2011) · International Journal of Epidemiology · doi:10.1093/ije/dyr036 · Cited by 3,952
Corporate social responsibility and access to finance
Cheng, B., Ioannou, I., & Serafeim, G. (2014) · Strategic Management Journal · doi:10.1002/smj.2131 · Cited by 3,896
Metadata
- Authors
- Baum, C. F., Schaffer, M. E., & Stillman, S.
- Venue
- The Stata Journal: Promoting communications on statistics and Stata
- Publisher
- SAGE Publications
- Published
- 2003-03
- Volume
- 3
- Issue
- 1
- Pages
- 1-31
- ISSN
- 1536-867X (ISSN-L)
- 1536-8734
- OpenAlex
- W2170007391
- Cited by
- 2,649
- References
- 3
- FWCI
- 45.64
- Type
- journal article
- Language
- en
- Open access
- bronze
- Licence
- journals.sagepub.com/page/policies/text-and-data-mining-license (tdm)
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Instrumental Variables and GMM: Estimation and Testing. https://app.cochat.ai/papers/10.1177/1536867x0300300101
- The paper
- Baum, C. F., Schaffer, M. E., & Stillman, S. (2003). Instrumental Variables and GMM: Estimation and Testing. The Stata Journal: Promoting communications on statistics and Stata. https://doi.org/10.1177/1536867x0300300101
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
