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Articles with keyword "GMM"

The Keane and Runkle estimator for panel-data models with serial correlation and instruments that are not strictly exogenous
M. Keane and T. Neal. 2016.
Stata Journal Volume 16 Number 3.
The Berry–Levinsohn–Pakes estimator of the random-coefficients logit demand model
D. W. Vincent. 2015.
Stata Journal Volume 15 Number 3.
Parametric inference using structural break tests
Z. L. Flynn and L. M. Magnusson. 2013.
Stata Journal Volume 13 Number 4.
GMM estimation of the covariance structure of longitudinal data on earnings
A. Doris, D. O'Neill, and O. Sweetman. 2011.
Stata Journal Volume 11 Number 3.
How to do xtabond2: An introduction to difference and system GMM in Stata
D. Roodman. 2009.
Stata Journal Volume 9 Number 1.
Enhanced routines for instrumental variables/generalized method of moments estimation and testing
C. F. Baum, M. E. Schaffer, and S. Stillman. 2007.
Stata Journal Volume 7 Number 4.