scispace - formally typeset
Open AccessPosted Content

XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8)

TLDR
xtivreg2 as mentioned in this paper is a wrapper for ivreg28, which can be installed on Stata versions 9+ and can be used to estimate fixed-effects and first-difference panel data models with possibly endogenous regressors.
Abstract
xtivreg28 implements IV/GMM estimation of the fixed-effects and first-differences panel data models with possibly endogenous regressors. It is essentially a wrapper for ivreg28, which must be installed for xtivreg28 to run. Users of Stata versions 9+ should use xtivreg2. xtivreg28 supports all the estimation and reporting options of ivreg28; see help ivreg28 for full descriptions and examples. In particular, all the statistics available with ivreg28 (heteroskedastic, cluster- and autocorrelation-robust covariance matrix and standard errors, overidentification and orthogonality tests, first-stage and weak/underidentification statistics, etc.) are also supported by xtivreg2 and will be reported with any degrees-of-freedom adjustments required for a panel data estimation.

read more

Citations
More filters
Journal ArticleDOI

The gender composition of corporate boards and firm performance: Evidence from Russia

TL;DR: In this article, the economic effects of the gender composition of corporate boards, employing a novel longitudinal dataset of publicly traded Russian companies over 1998-2014, were investigated using multiple identification approaches, alternative measures of gender diversity, and several performance indicators, finding some evidence that companies with gender-diverse boards have higher market values and better profitability.
Posted Content

Firms leverage and export quality evidence from France

TL;DR: In this paper, the authors provide a positive answer to this question by finding that among illiquid exporters leverage is negatively correlated with the quality of their exported goods, which is consistent with theoretical contributions in the financial literature predicting a negative impact of debt financing on firms' incentive to undertake quality upgrading investments.
Journal ArticleDOI

Crude oil price shocks and macroeconomic performance in Africa’s oil-producing countries

TL;DR: In this paper, the authors investigated the influence of crude oil price shocks on the macroeconomic performance of Africa's oil-producing countries, including Algeria, Nigeria, Egypt, and Sudan.
Journal ArticleDOI

Poor and powerless: Economic and political inequality in cross-national perspective, 1981–2011:

TL;DR: The relationship between economic and political inequality has long concerned social scientists, but research remains limited in scope as mentioned in this paper, and most studies focus on isolated cases, highly restricted subsa cations.
Posted Content

Human Capital Intangibles and Performance of Franchise Networks: A Complementary View between Agency and Critical Resource Perspectives

TL;DR: In this paper, the authors examined the impact of human capital intangibles on the governance structure of franchise networks and the joint impact of HRI and governance on the performance of franchisors.
Related Papers (5)
Trending Questions (1)
How to use IV techniques on Panel data in Stata?

Use the xtivreg28 module in Stata to perform IV estimation on panel data models with endogenous regressors.