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	Provedor de dados AgEcon (4) Autor Stillman, Steven (4) Baum, Christopher F. (2) Schaffer, Mark E. (2) Gibson, John (1) McKenzie, David (1) Rohorua, Halahingano (1) Mais... Palavra-chave Research Methods/ Statistical Methods (3) Endogeneity (2) Heteroskedasticity (2) Instrumental variables (2) Overidentifying restrictions (2) 015 (1) C93 (1) CUE (1) Clustering (1) Cumby–Huizinga test (1) F22 (1) Frisch–Waugh–Lovell theorem (1) GMM (1) Generalized estimating equations (1) Generalized linear models (1) Generalized method of moments (1) HAC standard errors (1) Intra-group correlation (1) Ivactest (1) Ivendog (1) Mais... Tipo do documento Journal Article (2) Article (1) Conference Paper or Presentation (1) Ano 2007 (1) 2006 (1) 2003 (1) 2002 (1) País United States (4) Idioma Inglês (4)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última 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 Review of Generalized Estimating Equations by Hardin and Hilbe AgEcon Stillman, Steven. This article reviews Generalized Estimating Equations by Hardin and Hilbe. Tipo: Journal Article Palavras-chave: Generalized estimating equations; Generalized linear models; Research Methods/ Statistical Methods. Ano: 2003 URL: http://purl.umn.edu/116078 Natural Experiment Evidence on Whether Selection Bias Overstates the Gains from Migration AgEcon Gibson, John; McKenzie, David; Rohorua, Halahingano; Stillman, Steven. Migration of workers from developing to developed countries and the resulting remittance flows are important development policies. World Bank calculations show that restrictions on international migration have larger welfare costs than the more widely studied restrictions on international trade. But estimated gains from migration may be affected by selection bias, with differences in outcomes for migrants and non-migrants reflecting unobserved differences in ability, skills, and motivation, rather than the act of moving itself. This poster illustrates this selection bias in commonly used statistical corrections for nonrandom selection. A unique survey conducted by the authors of Tongan migrants in New Zealand, and of non-migrants in Tonga is used. New... Tipo: Conference Paper or Presentation Palavras-chave: Migration; Selection; Natural Experiment; Labor and Human Capital; 015; J61; F22; C93. Ano: 2006 URL: http://purl.umn.edu/25704 Registros recuperados: 4 Primeira ... 1 ... Última

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