Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing
Author:
Affiliation:
1. Department of Economics Boston College Chestnut Hill, MA
2. Economics Department Heriot–Watt University Edinburgh, UK
3. Motu Economic Public Policy Research Wellington, New Zealand
Publisher
SAGE Publications
Subject
Mathematics (miscellaneous)
Link
http://journals.sagepub.com/doi/pdf/10.1177/1536867X0700700402
Reference47 articles.
1. Orthogonality Tests in Linear Models
2. Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
3. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
4. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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