Search found 2 matches
- Fri Sep 28, 2012 12:15 am
- Forum: Econometric Discussions
- Topic: Problem with IV regression and two-way clustering
- Replies: 0
- Views: 3138
Problem with IV regression and two-way clustering
Hi there, I would kindly ask you for comments on an instrumental-variables regression with (two-way) clustered standard errors, which is a challenge for me. I'm afraid that the whole problem cannot be written in just a few lines. Below is the whole story (which is hopefully interesting to some of yo...
- Fri Sep 28, 2012 12:11 am
- Forum: Econometric Discussions
- Topic: how to interpret results for Weak Instrumental Diagnostics"
- Replies: 1
- Views: 3314
Re: how to interpret results for Weak Instrumental Diagnosti
Hi Toni,
I suggest to look at the IV chapter (chapter 6) in Cameron and Trivedi (2010), Microeconometrics using Stata.
The interpretation of the tests is explained there.
Regards,
Tobias
I suggest to look at the IV chapter (chapter 6) in Cameron and Trivedi (2010), Microeconometrics using Stata.
The interpretation of the tests is explained there.
Regards,
Tobias