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	Provedor de dados AgEcon (11) Autor Baum, Christopher F. (11) Schaffer, Mark E. (2) Stillman, Steven (2) Cox, Nicholas J. (1) Linz, Teresa (1) Palavra-chave Research Methods/ Statistical Methods (11) Endogeneity (2) Heteroskedasticity (2) Instrumental variables (2) Overidentifying restrictions (2) CUE (1) Clustering (1) Contemporaneous correlation (1) Cumby–Huizinga test (1) Fixed effects (1) Frisch–Waugh–Lovell theorem (1) GMM (1) Generalized method of moments (1) Groupwise heteroskedasticity (1) HAC standard errors (1) Intra-group correlation (1) Ivactest (1) Ivendog (1) Ivhettest (1) Ivreg2 (1) Mais... Tipo do documento Article (8) Journal Article (3) Ano 2009 (2) 2008 (1) 2007 (3) 2006 (2) 2005 (1) 2002 (1) 2001 (1) Mais... País United States (11) Idioma Inglês (11)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 11 Primeira ... 1 ... Última Stata tip 38: Testing for groupwise heteroskedasticity AgEcon Baum, Christopher F.. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2006 URL: http://purl.umn.edu/119249 Stata tip 45: Getting those data into shape AgEcon Baum, Christopher F.; Cox, Nicholas J.. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/119275 Residual diagnostics for cross-section time series regression models AgEcon Baum, Christopher F.. These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation in the context of a regression model fit to pooled cross-section time series (xt) data. Tipo: Journal Article Palavras-chave: Fixed effects; Groupwise heteroskedasticity; Contemporaneous correlation; Research Methods/ Statistical Methods. Ano: 2001 URL: http://purl.umn.edu/115940 Evaluating concavity for production and cost functions AgEcon Baum, Christopher F.; Linz, Teresa. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2009 URL: http://purl.umn.edu/122709 Instrumental variables and GMM: Estimation and testing AgEcon Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven. 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. Tipo: Journal Article Palavras-chave: Instrumental variables; Generalized method of moments; Endogeneity; Heteroskedasticity; Overidentifying restrictions; Clustering; Intra-group correlation; Research Methods/ Statistical Methods. Ano: 2002 URL: http://purl.umn.edu/116029 Enhanced routines for instrumental variables/generalized method of moments estimation and testing AgEcon Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven. 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. Tipo: Article Palavras-chave: Ivactest; Ivendog; Ivhettest; Ivreg2; Ivreset; Overid; Ranktest; Instrumental variables; Weak instruments; GMM; Endogeneity; Heteroskedasticity; Serial correlation; HAC standard errors; LIML; CUE; Overidentifying restrictions; Frisch–Waugh–Lovell theorem; RESET; Cumby–Huizinga test; Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/119291 Stata tip 63: Modeling proportions AgEcon Baum, Christopher F.. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2008 URL: http://purl.umn.edu/122595 Stata tip 37: And the last shall be first AgEcon Baum, Christopher F.. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2006 URL: http://purl.umn.edu/119248 Stata tip 73: append with care! AgEcon Baum, Christopher F.. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2009 URL: http://purl.umn.edu/122710 Stata tip 40: Taking care of business AgEcon Baum, Christopher F.. Tipo: Article Palavras-chave: Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/119261 Stata: The language of choice for time-series analysis? AgEcon Baum, Christopher F.. This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimates—rollreg—is described, and its use illustrated. Tipo: Journal Article Palavras-chave: Time-series analysis; Time-series data; Time-series modeling; Moving-window regression; Rolling regression; Research Methods/ Statistical Methods. Ano: 2005 URL: http://purl.umn.edu/117499 Registros recuperados: 11 Primeira ... 1 ... Última

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