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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
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Dissertation
A comprehensive assessment of vulnerability, poverty and crime risks of urban Mexican households
TL;DR: Rivera-Garcia et al. as mentioned in this paper analyzed the determinants of per capita labour earnings, putting special emphasis on labour income effects of generic idiosyncratic and covariate shocks and drug-related crimes.
Journal ArticleDOI
Campaign finance regulations and policy convergence: The role of interest groups and valence
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Journal ArticleDOI
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