Details about David M. Drukker
Access statistics for papers by David M. Drukker.
Last updated 2024-11-06. Update your information in the RePEc Author Service.
Short-id: pdr184
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Working Papers
2019
- Inference after lasso model selection
2019 Stata Conference, Stata Users Group View citations (2)
Also in London Stata Conference 2019, Stata Users Group (2019) View citations (2)
2017
- Causal inference with sample selection
Canadian Stata Users' Group Meetings 2017, Stata Users Group 
Also in United Kingdom Stata Users' Group Meetings 2017, Stata Users Group (2017)
- Stata Implementation of Alternative Residual Inclusion Estimators for Models with Endogenous Regressors
2017 Stata Conference, Stata Users Group
2016
- Estimating treatment effects from observational data using teffects, stteffects, and eteffects
United Kingdom Stata Users' Group Meetings 2016, Stata Users Group View citations (5)
- What does your model say? It may depend on who is asking
2016 Stata Conference, Stata Users Group
2014
- Estimating average treatment effects from observational data using teffects
2014 Stata Conference, Stata Users Group View citations (2)
Also in German Stata Users' Group Meetings 2014, Stata Users Group (2014) View citations (2) Italian Stata Users' Group Meetings 2013, Stata Users Group (2013)
- Some examples using gsem to handle endogeneity in nonlinear models
German Stata Users' Group Meetings 2014, Stata Users Group
2011
- Estimating the parameters of simultaneous-equations models with the sem command in Stata 12
Italian Stata Users' Group Meetings 2011, Stata Users Group 
Also in CHI11 Stata Conference, Stata Users Group (2011)
- Filtering and decomposing time series in Stata 12
CHI11 Stata Conference, Stata Users Group
2010
- Estimating partial effects using margins in Stata 11
Italian Stata Users' Group Meetings 2010, Stata Users Group
- Generalized method of moments estimators in Stata
German Stata Users' Group Meetings 2010, Stata Users Group View citations (1)
Also in Mexican Stata Users' Group Meetings 2010, Stata Users Group (2010) View citations (1) DC09 Stata Conference, Stata Users Group (2009)
2009
- Introduction to spatial-autoregressive models using Stata
Italian Stata Users' Group Meetings 2009, Stata Users Group
- New multivariate time-series estimators in Stata
DC09 Stata Conference, Stata Users Group
2008
- A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results
CESifo Working Paper Series, CESifo View citations (17)
See also Journal Article A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*, Journal of Regional Science, Wiley Blackwell (2010) View citations (131) (2010)
- Analyzing spatial autoregressive models in Stata
Summer North American Stata Users' Group Meetings 2008, Stata Users Group
- Estimating the parameters of dynamic panel-data models using Stata
Summer North American Stata Users' Group Meetings 2008, Stata Users Group
2007
- Assessing the Pollution Haven Hypothesis in an Interdependent World
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (7)
2006
- A brief introduction to Mata
United Kingdom Stata Users' Group Meetings 2006, Stata Users Group
- Econometric analysis of panel data using Stata
United Kingdom Stata Users' Group Meetings 2006, Stata Users Group
- Econometric analysis of time-series data using Stata
North American Stata Users' Group Meetings 2006, Stata Users Group
2005
- Threshold effects in the relationship between inflation and growth: a new panel-data approach
MPRA Paper, University Library of Munich, Germany View citations (72)
2001
- Econometric analysis of panel data in Stata
North American Stata Users' Group Meetings 2001, Stata Users Group
Undated
- Inference after model selection
Economics Virtual Symposium 2021, Stata Users Group
Journal Articles
2024
- Tests and confidence bands for multiple one-sided comparisons
Stata Journal, 2024, 24, (3), 446-477
2023
- SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
Econometric Theory, 2023, 39, (6), 1154-1201 View citations (1)
- Simultaneous tests and confidence bands for Stata estimation commands
Stata Journal, 2023, 23, (2), 518-544
- posw: A command for the stepwise Neyman-orthogonal estimator
Stata Journal, 2023, 23, (2), 402-417
2022
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Econometric Reviews, 2022, 41, (9), 1047-1076 View citations (2)
2017
- Two-part models are robust to endogenous selection
Economics Letters, 2017, 152, (C), 71-72 View citations (17)
2016
- A generalized regression-adjustment estimator for average treatment effects from panel data
Stata Journal, 2016, 16, (4), 826-836 View citations (7)
- Regressions are commonly misinterpreted: Comments on the article
Stata Journal, 2016, 16, (1), 25-29 View citations (1)
2013
- A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
Stata Journal, 2013, 13, (2), 287-301 View citations (46)
- Creating and managing spatial-weighting matrices with the spmat command
Stata Journal, 2013, 13, (2), 242-286 View citations (63)
- Estimation of multivalued treatment effects under conditional independence
Stata Journal, 2013, 13, (3), 407-450 View citations (83)
- Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
Stata Journal, 2013, 13, (2), 221-241 View citations (79)
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
Econometric Reviews, 2013, 32, (5-6), 686-733 View citations (101)
- On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties
Spatial Economic Analysis, 2013, 8, (3), 271-292 View citations (1)
2011
- State Space Methods in Stata
Journal of Statistical Software, 2011, 041, (i10) View citations (2)
2010
- A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*
Journal of Regional Science, 2010, 50, (2), 592-614 View citations (131)
See also Working Paper A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results, CESifo Working Paper Series (2008) View citations (17) (2008)
2006
- Generating Halton sequences using Mata
Stata Journal, 2006, 6, (2), 214-228 View citations (24)
- Importing Federal Reserve economic data
Stata Journal, 2006, 6, (3), 384-386 View citations (2)
- Maximum simulated likelihood: Introduction to a special issue
Stata Journal, 2006, 6, (2), 153-155 View citations (2)
2004
- Implementing matching estimators for average treatment effects in Stata
Stata Journal, 2004, 4, (3), 290-311 View citations (729)
- Verifying the Solution from a Nonlinear Solver: A Case Study: Comment
American Economic Review, 2004, 94, (1), 397-399 View citations (10)
2003
- Testing for serial correlation in linear panel-data models
Stata Journal, 2003, 3, (2), 168-177 View citations (549)
2002
- Bootstrapping a conditional moments test for normality after tobit estimation
Stata Journal, 2002, 2, (2), 125-139 View citations (15)
2001
- On boundary-value likelihood-ratio tests
Stata Technical Bulletin, 2001, 10, (60) View citations (48)
- Treatment effects model
Stata Technical Bulletin, 2001, 10, (55) View citations (8)
2000
- Box-Cox regression models
Stata Technical Bulletin, 2000, 9, (54)
- On the manipulability of Wald tests in Box-Cox regression models
Stata Technical Bulletin, 2000, 9, (54)
Software Items
2024
- FREDUSE: Stata module to Import FRED (Federal Reserve Economic Database) data
Statistical Software Components, Boston College Department of Economics
2023
- POSW_POSIS: Stata module to implement the partialling-out estimator based on iterative sure independence screening
Statistical Software Components, Boston College Department of Economics
- SOTABLE: Stata module to produce tests and confidence bands for multiple comparisons of two-sided or one-sided hypotheses
Statistical Software Components, Boston College Department of Economics
2018
- SPPACK: Stata module for cross-section spatial-autoregressive models
Statistical Software Components, Boston College Department of Economics View citations (2)
2014
- MQGAMMA: Stata module to estimate quantiles of potential-outcome distributions
Statistical Software Components, Boston College Department of Economics
2012
- POPARMS: Stata module for potential outcome parameter estimation
Statistical Software Components, Boston College Department of Economics
2004
- IVGMM0: Stata module to perform instrumental variables via GMM
Statistical Software Components, Boston College Department of Economics
- NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators
Statistical Software Components, Boston College Department of Economics View citations (3)
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