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(2003)We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation routine that provides GMM estimates as well as additional diagnostic ...
(STATA PRESS, 2007)We extend our 2003 paper on instrumental variables and generalized method of moments estimation, and we test and describe enhanced routines that address heteroskedasticity- and autocorrelation-consistent standard errors, ...
(Boston College Department of Economics, 2015)ivreg28 provides extensions to Stata's official ivreg and newey. ivreg28 supports the same command syntax as official ivreg and supports (almost) all of its options. The main extensions: two-step feasible GMM estimation; ...
(WILEY-BLACKWELL, 2011)The paper reviews Stata's capabilities.