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RE: st: Incomplete references are not acceptable


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Incomplete references are not acceptable
Date   Mon, 30 Jul 2007 16:48:26 +0100

Thanks for this -- and to Mahabir Priydarshini also -- and for 
providing the full references. It is best to assume very little except
common awareness that Stata exists and attendance at about
one course on statistics! 

Nick 
n.j.cox@durham.ac.uk 

Erasmo Giambona

> Dear Nick,
> It was obviously not my intention to offend anybody, so my apologies
> to anybody who might have felt offended. I just assumed in good faith
> (and wrongly obviously) that people were aware of the Stock-Yogo and
> Stock-Wright (2000) tests reported as output when running xtivreg2.
> 
> In any case, here are the two complete references:
> 
> 
> Stock, J.H. and Wright, J.H.  2000.  GMM with Weak Identification.
> Econometrica, Vol. 68, No. 5, September, pp. 1055-1096.
> 
> Stock, J.H. and Yogo, M.  2005.  Testing for Weak Instruments in
> Linear IV Regression.  In D.W.K. Andrews and J.H. Stock, eds.
>     Identification and Inference for Econometric Models:  Essays in
> Honor of Thomas Rothenberg. Cambridge: Cambridge University
>     Press, 2005, pp. 80–108.  Working paper version: NBER Technical
> Working Paper 284.  http://www.nber.org/papers/T0284.
> 

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