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Hi, does anyone know of an ado file (in ivreg2?) to implement a correction to IV (Liml) standard errors akin to that proposed by Bekker (1994)?
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st: STATA implementation of Bekker 1994 IV C.I. correction
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st: STATA implementation of Bekker 1994 IV C.I. correction
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Mon, 11 Oct 2010 17:45:25 -0500
Bekker, Paul A, 1994. "Alternative Approximations to the Distributions of Instrumental Variable Estimators," Econometrica, Econometric Society, vol. 62(3), pages 657-81, May.
thanks
omar
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