Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: STATA implementation of Bekker 1994 IV C.I. correction


From   oarias@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   st: STATA implementation of Bekker 1994 IV C.I. correction
Date   Mon, 11 Oct 2010 17:45:25 -0500

Hi, does anyone know of an ado file (in ivreg2?) to implement a correction to IV (Liml) standard errors akin to that proposed by Bekker (1994)?

Bekker, Paul A, 1994. "Alternative Approximations to the Distributions of Instrumental Variable Estimators," Econometrica, Econometric Society, vol. 62(3), pages 657-81, May.

thanks

omar * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index