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Details about David M. Drukker

Workplace:Department of Economics and International Business, College of Business Administration, Sam Houston State University, (more information at EDIRC)

Access statistics for papers by David M. Drukker.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pdr184


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Working Papers

2019

  1. Inference after lasso model selection
    2019 Stata Conference, Stata Users Group Downloads View citations (2)
    Also in London Stata Conference 2019, Stata Users Group (2019) Downloads View citations (2)

2017

  1. Causal inference with sample selection
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group Downloads
    Also in Canadian Stata Users' Group Meetings 2017, Stata Users Group (2017) Downloads
  2. Stata Implementation of Alternative Residual Inclusion Estimators for Models with Endogenous Regressors
    2017 Stata Conference, Stata Users Group Downloads

2016

  1. Estimating treatment effects from observational data using teffects, stteffects, and eteffects
    United Kingdom Stata Users' Group Meetings 2016, Stata Users Group Downloads View citations (3)
  2. What does your model say? It may depend on who is asking
    2016 Stata Conference, Stata Users Group Downloads

2014

  1. Estimating average treatment effects from observational data using teffects
    2014 Stata Conference, Stata Users Group Downloads View citations (2)
    Also in German Stata Users' Group Meetings 2014, Stata Users Group (2014) Downloads View citations (2)
    Italian Stata Users' Group Meetings 2013, Stata Users Group (2013) Downloads
  2. Some examples using gsem to handle endogeneity in nonlinear models
    German Stata Users' Group Meetings 2014, Stata Users Group Downloads

2011

  1. Estimating the parameters of simultaneous-equations models with the sem command in Stata 12
    Italian Stata Users' Group Meetings 2011, Stata Users Group Downloads
    Also in CHI11 Stata Conference, Stata Users Group (2011) Downloads
  2. Filtering and decomposing time series in Stata 12
    CHI11 Stata Conference, Stata Users Group Downloads

2010

  1. Estimating partial effects using margins in Stata 11
    Italian Stata Users' Group Meetings 2010, Stata Users Group Downloads
  2. Generalized method of moments estimators in Stata
    Mexican Stata Users' Group Meetings 2010, Stata Users Group Downloads View citations (1)
    Also in DC09 Stata Conference, Stata Users Group (2009) Downloads
    German Stata Users' Group Meetings 2010, Stata Users Group (2010) Downloads View citations (1)

2009

  1. Introduction to spatial-autoregressive models using Stata
    Italian Stata Users' Group Meetings 2009, Stata Users Group Downloads
  2. New multivariate time-series estimators in Stata
    DC09 Stata Conference, Stata Users Group Downloads

2008

  1. A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results
    CESifo Working Paper Series, CESifo Downloads 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) Downloads View citations (130) (2010)
  2. Analyzing spatial autoregressive models in Stata
    Summer North American Stata Users' Group Meetings 2008, Stata Users Group Downloads
  3. Estimating the parameters of dynamic panel-data models using Stata
    Summer North American Stata Users' Group Meetings 2008, Stata Users Group Downloads

2007

  1. Assessing the Pollution Haven Hypothesis in an Interdependent World
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (7)

2006

  1. A brief introduction to Mata
    United Kingdom Stata Users' Group Meetings 2006, Stata Users Group
  2. Econometric analysis of panel data using Stata
    United Kingdom Stata Users' Group Meetings 2006, Stata Users Group
  3. Econometric analysis of time-series data using Stata
    North American Stata Users' Group Meetings 2006, Stata Users Group

2005

  1. Threshold effects in the relationship between inflation and growth: a new panel-data approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (69)

2001

  1. Econometric analysis of panel data in Stata
    North American Stata Users' Group Meetings 2001, Stata Users Group Downloads

Undated

  1. Inference after model selection
    Economics Virtual Symposium 2021, Stata Users Group

Journal Articles

2023

  1. Simultaneous tests and confidence bands for Stata estimation commands
    Stata Journal, 2023, 23, (2), 518-544 Downloads
  2. posw: A command for the stepwise Neyman-orthogonal estimator
    Stata Journal, 2023, 23, (2), 402-417 Downloads

2022

  1. Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
    Econometric Reviews, 2022, 41, (9), 1047-1076 Downloads View citations (2)

2017

  1. Two-part models are robust to endogenous selection
    Economics Letters, 2017, 152, (C), 71-72 Downloads View citations (16)

2016

  1. A generalized regression-adjustment estimator for average treatment effects from panel data
    Stata Journal, 2016, 16, (4), 826-836 Downloads View citations (6)
  2. Regressions are commonly misinterpreted: Comments on the article
    Stata Journal, 2016, 16, (1), 25-29 Downloads View citations (1)

2013

  1. A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
    Stata Journal, 2013, 13, (2), 287-301 Downloads View citations (45)
  2. Creating and managing spatial-weighting matrices with the spmat command
    Stata Journal, 2013, 13, (2), 242-286 Downloads View citations (58)
  3. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 407-450 Downloads View citations (74)
  4. 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 Downloads View citations (75)
  5. On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
    Econometric Reviews, 2013, 32, (5-6), 686-733 Downloads View citations (101)
  6. On the I -super-2( q ) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties
    Spatial Economic Analysis, 2013, 8, (3), 271-292 Downloads View citations (1)

2011

  1. State Space Methods in Stata
    Journal of Statistical Software, 2011, 041, (i10) Downloads View citations (2)

2010

  1. A SPATIAL CLIFF‐ORD‐TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*
    Journal of Regional Science, 2010, 50, (2), 592-614 Downloads View citations (130)
    See also Working Paper A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results, CESifo Working Paper Series (2008) Downloads View citations (17) (2008)

2006

  1. Generating Halton sequences using Mata
    Stata Journal, 2006, 6, (2), 214-228 Downloads View citations (24)
  2. Importing Federal Reserve economic data
    Stata Journal, 2006, 6, (3), 384-386 Downloads View citations (2)
  3. Maximum simulated likelihood: Introduction to a special issue
    Stata Journal, 2006, 6, (2), 153-155 Downloads View citations (2)

2004

  1. Implementing matching estimators for average treatment effects in Stata
    Stata Journal, 2004, 4, (3), 290-311 Downloads View citations (697)
  2. Verifying the Solution from a Nonlinear Solver: A Case Study: Comment
    American Economic Review, 2004, 94, (1), 397-399 Downloads View citations (9)

2003

  1. Testing for serial correlation in linear panel-data models
    Stata Journal, 2003, 3, (2), 168-177 Downloads View citations (525)

2002

  1. Bootstrapping a conditional moments test for normality after tobit estimation
    Stata Journal, 2002, 2, (2), 125-139 Downloads View citations (14)

2001

  1. On boundary-value likelihood-ratio tests
    Stata Technical Bulletin, 2001, 10, (60) Downloads View citations (44)
  2. Treatment effects model
    Stata Technical Bulletin, 2001, 10, (55) Downloads View citations (7)

2000

  1. Box-Cox regression models
    Stata Technical Bulletin, 2000, 9, (54) Downloads
  2. On the manipulability of Wald tests in Box-Cox regression models
    Stata Technical Bulletin, 2000, 9, (54) Downloads

Software Items

2023

  1. POSW_POSIS: Stata module to implement the partialling-out estimator based on iterative sure independence screening
    Statistical Software Components, Boston College Department of Economics Downloads
  2. 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 Downloads

2018

  1. SPPACK: Stata module for cross-section spatial-autoregressive models
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)

2015

  1. FREDUSE: Stata module to Import FRED (Federal Reserve Economic Database) data
    Statistical Software Components, Boston College Department of Economics Downloads

2014

  1. MQGAMMA: Stata module to estimate quantiles of potential-outcome distributions
    Statistical Software Components, Boston College Department of Economics Downloads

2012

  1. POPARMS: Stata module for potential outcome parameter estimation
    Statistical Software Components, Boston College Department of Economics Downloads

2004

  1. IVGMM0: Stata module to perform instrumental variables via GMM
    Statistical Software Components, Boston College Department of Economics Downloads
  2. NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators
    Statistical Software Components, Boston College Department of Economics Downloads View citations (3)
 
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