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
Posted Content
Examining the Changes in Health Investment Behavior After Retirement: A Harmonized Analysis
Abstract: This study examines the effects of retirement on health investment behaviors. We conduct a large-scale international comparison of the change in health investment behaviors after retirement among 9 developed countries, using harmonized datasets. We find that the changes in some of health investment behaviors (e.g., Exercise) are improved in most of the countries. With respect to exercise, the change in the opportunity cost to exercise after retirement is a possible reason to explain this improvement.
Channeling International Markets for Domestic Value
TL;DR: In this article, the authors investigate potential links between the international and club-level soccer using a measure of quality defined by the performance of its club teams in international competitions using an instrumental variables approach, based on the urban population share of a country.
Journal ArticleDOI
acreg: Arbitrary correlation regression
TL;DR: In this article , the authors propose acreg, a new command that implements the arbitrary clustering correction of standard errors proposed in Colella et al. The command accommodates both cross-sectional and panel databases and allows the estimation of ordinary least-squares and two-stage leastsquares coefficients.
The effects of happiness on productivity: Panel evidence from the United Kingdom
TL;DR: This paper examined the causal effects of happiness on productivity, using cross sectional time series (panel) data from the UK, spanning the years 1996 to 2008, and found that happiness has a significant negative effect on productivity.
Related Papers (5)
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.
Manuel Arellano,Stephen Bond +1 more