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	Provedor de dados AgEcon (2) Autor Baum, Christopher F. (2) Schaffer, Mark E. (2) Stillman, Steven (2) Palavra-chave Endogeneity (2) Heteroskedasticity (2) Instrumental variables (2) Overidentifying restrictions (2) Research Methods/ Statistical Methods (2) CUE (1) Clustering (1) Cumby–Huizinga test (1) Frisch–Waugh–Lovell theorem (1) GMM (1) Generalized method of moments (1) HAC standard errors (1) Intra-group correlation (1) Ivactest (1) Ivendog (1) Ivhettest (1) Ivreg2 (1) Ivreset (1) LIML (1) Overid (1) Mais... Tipo do documento Article (1) Journal Article (1) Ano 2007 (1) 2002 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 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 Registros recuperados: 2 Primeira ... 1 ... Última

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