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

Working Papers

2019

1. 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

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

2016

4. Estimating treatment effects from observational data using teffects, stteffects, and eteffects
   United Kingdom Stata Users' Group Meetings 2016, Stata Users Group View citations (5)
5. What does your model say? It may depend on who is asking
   2016 Stata Conference, Stata Users Group

2014

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

2011

8. 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)
9. Filtering and decomposing time series in Stata 12
   CHI11 Stata Conference, Stata Users Group

2010

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

2009

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

2008

14. 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)
15. Analyzing spatial autoregressive models in Stata
    Summer North American Stata Users' Group Meetings 2008, Stata Users Group
16. Estimating the parameters of dynamic panel-data models using Stata
    Summer North American Stata Users' Group Meetings 2008, Stata Users Group

2007

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

2006

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

2005

21. Threshold effects in the relationship between inflation and growth: a new panel-data approach
    MPRA Paper, University Library of Munich, Germany View citations (74)

2001

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

Undated

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

Journal Articles

2024

1. Tests and confidence bands for multiple one-sided comparisons
   Stata Journal, 2024, 24, (3), 446-477

2023

2. SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
   Econometric Theory, 2023, 39, (6), 1154-1201 View citations (1)
3. Simultaneous tests and confidence bands for Stata estimation commands
   Stata Journal, 2023, 23, (2), 518-544
4. posw: A command for the stepwise Neyman-orthogonal estimator
   Stata Journal, 2023, 23, (2), 402-417

2022

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

2017

6. Two-part models are robust to endogenous selection
   Economics Letters, 2017, 152, (C), 71-72 View citations (17)

2016

7. A generalized regression-adjustment estimator for average treatment effects from panel data
   Stata Journal, 2016, 16, (4), 826-836 View citations (7)
8. Regressions are commonly misinterpreted: Comments on the article
   Stata Journal, 2016, 16, (1), 25-29 View citations (1)

2013

9. A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
   Stata Journal, 2013, 13, (2), 287-301 View citations (47)
10. Creating and managing spatial-weighting matrices with the spmat command
    Stata Journal, 2013, 13, (2), 242-286 View citations (64)
11. Estimation of multivalued treatment effects under conditional independence
    Stata Journal, 2013, 13, (3), 407-450 View citations (83)
12. 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 (83)
13. 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 (106)
14. 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

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

2010

16. 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

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

2004

20. Implementing matching estimators for average treatment effects in Stata
    Stata Journal, 2004, 4, (3), 290-311 View citations (734)
21. Verifying the Solution from a Nonlinear Solver: A Case Study: Comment
    American Economic Review, 2004, 94, (1), 397-399 View citations (10)

2003

22. Testing for serial correlation in linear panel-data models
    Stata Journal, 2003, 3, (2), 168-177 View citations (553)

2002

23. Bootstrapping a conditional moments test for normality after tobit estimation
    Stata Journal, 2002, 2, (2), 125-139 View citations (15)

2001

24. On boundary-value likelihood-ratio tests
    Stata Technical Bulletin, 2001, 10, (60) View citations (48)
25. Treatment effects model
    Stata Technical Bulletin, 2001, 10, (55) View citations (8)

2000

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

Software Items

2024

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

2023

2. POSW_POSIS: Stata module to implement the partialling-out estimator based on iterative sure independence screening
   Statistical Software Components, Boston College Department of Economics
3. 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

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

2014

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

2012

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

2004

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