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Re: st: Bekker standard errors for LIML,FULLER in ivreg2
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Bekker standard errors for LIML,FULLER in ivreg2
Date
Mon, 23 Jan 2012 18:22:42 +0100
2010e; 2010f; 2010g; 2011a; 2011b; 2011c; 2011d; 2011e; 2011f; 2011g;
2012a; 2012b, 2012c)
In other words: please give complete references as the Statalist FAQ
asks (see the bottom of this and any other post for a link)
-- Maarten
2012/1/23 Sara Hernández <[email protected]>:
> Dear users,
> I wanted to ask for help regarding the implementation of Bekker
> corrected standard errors for the LIML and FULLER options of the
> ivreg2 command, see Hansen, Hausman and Newey (2006) paper "Estimation
> with Many Instrumental Variables".
>
> Does anybody have an ado-file to correct for those or any good
> strategy to get them?
> Thanks a lot,
> Sara Hernandez
> *
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--
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/