The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing
Open accessAbstract
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.
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Citations
Cites
Instrumental Variables Regression with Weak Instruments
Staiger, D., & Stock, J. (1994) · doi:10.3386/t0151 · Cited by 5,302 · cited 3×
“For more detailed discussion of the weak-instruments problem, see Staiger and Stock (1997), Stock, Wright, and Yogo (2002), or Dufour (2003).”
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Cited by
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On making causal claims: A review and recommendations
Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (2010) · The Leadership Quarterly · doi:10.1016/j.leaqua.2010.10.010 · Cited by 2,441
Using multiple genetic variants as instrumental variables for modifiable risk factors
Palmer, T. M., Lawlor, D. A., Harbord, R. M., Sheehan, N. A., Tobias, J. H., Timpson, N. J., Smith, G. D., & Sterne, J. A. (2012) · Statistical Methods in Medical Research · doi:10.1177/0962280210394459 · Cited by 1,289
Fast and wild: Bootstrap inference in Stata using boottest
Roodman, D., Nielsen, M. Ø., MacKinnon, J. G., & Webb, M. D. (2019) · The Stata Journal: Promoting communications on statistics and Stata · doi:10.1177/1536867x19830877 · Cited by 1,007
Platform competition: Strategic trade‐offs in platform markets
Cennamo, C., & Santalo, J. (2013) · Strategic Management Journal · doi:10.1002/smj.2066 · Cited by 780
Metadata
- Authors
- Baum, C. F., Schaffer, M. E., & Stillman, S.
- Venue
- The Stata Journal: Promoting communications on statistics and Stata
- Publisher
- SAGE Publications
- Published
- 2007-12
- Volume
- 7
- Issue
- 4
- Pages
- 465-506
- ISSN
- 1536-867X (ISSN-L)
- 1536-8734
- OpenAlex
- W1547506455
- Cited by
- 1,272
- References
- 1
- FWCI
- 14.42
- Type
- journal article
- Language
- en
- Open access
- green
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