Now showing items 1-3 of 3
(2016)Copula based imputation method. A semiparametric imputation procedure for missing multivariate data based on conditional copula specifications.
(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; ...
(Boston College Department of Economics, 2003)dmexogxt computes a test of exogeneity for a panel regression estimated via instrumental variables, the null hypothesis for which states that an ordinary least squares (OLS) estimator of the same equation would yield ...