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Tag: instrumental variable

Posted on July 19, 2017July 19, 2017

A Simple Approach to Heteroskedasticity and Autocorrelation Robust Inference with Weak Instruments – Christian Hansen

Link to Stata Code

Posted on July 19, 2017July 20, 2017

Instrumental Quantile Regression Inference for Structural and Treatment Effect Models – Christian Hansen & Victor Chernozhukov

Link to Stata Code and Matlab Code

Posted on July 18, 2017July 18, 2017

Instruments Constructed from Heteroskedasticity or Symmetry – Arthur Lewbel

Link to Stata Code

Posted on July 14, 2017

Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for Generalised Method of Moments – Francis DiTrigalia

Link to R Code

Posted on July 5, 2017July 5, 2017

Performing Censored Quantile Instrumental Variable Regression – Amanda Kowalski

Link to Stata Code

Posted on June 30, 2017June 30, 2017

Identification of Instrumental Variables Correlated Random Coefficients Models – Matthew Masten & Alex Torgovitsky

Link to Stata Code

About this blog

This blog is a project of the ESRC Centre for Microdata Methods and Practice (CeMMAP) at the Institute for Fiscal Studies (RES-589-28-0001).

We welcome submissions of code for the inclusion in this blog. Simply fill out the form on the Submit Code page.

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Tags

  • autoregression
  • binary response model
  • censored data
  • cointegration
  • confidence interval
  • empirical likelihood
  • fixed effects
  • generalized moments
  • heterogeneity
  • heteroskedasticity
  • instrumental variable
  • interval data
  • local polynomial regression
  • logit
  • Markov perfect equilibria
  • maximum score
  • model averaging
  • nonparametrics
  • NPIV
  • Pakes-McGuire algorithm
  • panel data
  • partial identification
  • quantile regression
  • random coefficient
  • regression discontinuity
  • semiparametrics
  • single-index model
  • structural model
  • test
  • unit root

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Disclaimer

This site links to software hosted on external websites. These are selected and reviewed when the link is published. However, cemmap and the IFS are not responsible for the content of external websites. This is because we do not produce them or maintain/update them and they can be changed without our knowledge or agreement. If you notice a broken or incorrect link, please let us know by emailing cemmapswl@gmail.com.

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