Output details
19 - Business and Management Studies
Heriot-Watt University
Stata software for econometric estimation and testing; avar, weakiv, actest, ivreg2h, ranktest, ivreg2
Schaffer developed four programs which implement a range of advanced econometric estimation and testing procedures for use by applied researchers working in economics and allied disciplines within the Stata statistical software environment. The packages incorporate advanced techniques not previously readily available - multiple-equation asymptotic covariance estimation for wide ranges of non-i.i.d. settings, weak-instrument-robust inference incorporating graphical techniques, fully general testing for serial correlation, and IV estimation using Lewbel’s method for heteroskedasticity-based instruments – together were downloaded over 13,000 times in the 11 months since their introduction in November 2012 [source: see Stata impact case study, section 5, XXX=634 through 664].
