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.
Regards,
Erasmo
On 7/30/07, n j cox <[email protected]> wrote:
> Despite many requests and a detailed exhortation in the
> FAQ, postings with incomplete references (name(s) and date only or
> even names alone) persist. It should be self-evident that incomplete
> references are obscure to very many; only complete references are
> helpful. Also, the implication that you care only about people in your
> own sub-discipline who may know the answer is insensitive, if not mildly
> offensive.
>
> I invite Statalist members to refuse to answer postings with
> incomplete references and to complain personally to
> people who insist on ignoring good practice.
>
> People who want to participate in an alternative list based
> on different principles should feel free to set it up and
> run it their way. Otherwise, expect the disapproval of those who have
> worked hard to set high standards on this list and to
> maintain them. Statalist is free and there is no charge
> for the quick, correct and helpful answers likely if you ask
> clear questions, but there is not a free ride for people who
> won't even think carefully about their postings.
>
> Nick
> [email protected]
>
> Erasmo Giambona wrote
>
> ... Stock-Yogo ... Stock-Wright (2000)
>
> Mahabir Priydarshini wrote
>
> Eaton's and Tamura's (1994)
>
>
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