Data/hora: 05/06/2024 02:11:44

Provedor de dados: 	31	
País: 	United States	
Título: 	Instrumental variables and GMM: Estimation and testing	
Autores: 	Baum,   Christopher F.; Schaffer,   Mark E.; Stillman,   Steven.	
Data: 	2011-09-29	
Ano: 	2002	
Palavras-chave: 	Instrumental variables; Generalized method of moments; Endogeneity; Heteroskedasticity; Overidentifying restrictions; Clustering; Intra-group correlation; Research Methods/ Statistical Methods.	
Resumo: 	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	
Idioma: 	Inglês	
Identificador: 	st0030

http://purl.umn.edu/116029	
Relação: 	Stata Journal&gt;Volume 3, Number 1, 1st Quarter 2003	
Formato: 	31