Details about Mark Schaffer

E-mail:
Homepage:	http://ideas.repec.org/e/psc51.html
Phone:	44-131-451-3494
Postal address:	Heriot-Watt University Riccarton Edinburgh EH14 4AS UK
Workplace:	Edinburgh Business School, Heriot-Watt University, (more information at EDIRC) Institute of Labor Economics (IZA), (more information at EDIRC)

Access statistics for papers by Mark Schaffer.

Last updated 2024-12-21. Update your information in the RePEc Author Service.

Short-id: psc51

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Jump to Journal Articles Software Items

Working Papers

2024

1. An introduction to conformal inference for economists
   Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance
2. Fused LASSO as Non-Crossing Quantile Regression
   Papers, arXiv.org
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2024)
3. MIDAS-QR with 2-Dimensional Structure
   Papers, arXiv.org
4. Model Averaging and Double Machine Learning
   Papers, arXiv.org View citations (1)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2024) View citations (1)
5. ddml: Double/debiased machine learning in Stata
   Papers, arXiv.org View citations (5)
   Also in Swiss Stata Conference 2022, Stata Users Group (2022)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2023) View citations (2)
   See also Journal Article ddml: Double/debiased machine learning in Stata, Stata Journal, StataCorp LLC (2024) View citations (3) (2024)

2023

6. pystacked and ddml: Machine learning for prediction and causal inference in Stata
   Economics Virtual Symposium 2023, Stata Users Group
   Also in UK Stata Conference 2023, Stata Users Group (2023)
7. pystacked: Stacking generalization and machine learning in Stata
   Papers, arXiv.org
   Also in Swiss Stata Conference 2022, Stata Users Group (2022) View citations (4)
   See also Journal Article pystacked: Stacking generalization and machine learning in Stata, Stata Journal, StataCorp LLC (2023) (2023)

2019

8. lassopack: Model Selection and Prediction with Regularized Regression in Stata
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (14)
   Also in Papers, arXiv.org (2019) View citations (15)
   See also Journal Article lassopack: Model selection and prediction with regularized regression in Stata, Stata Journal, StataCorp LLC (2020) View citations (67) (2020)

2018

9. Innovation Activity in South Africa
   World Bank Publications - Reports, The World Bank Group
10. Innovation activity in South Africa: Measuring the returns to R&D
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) View citations (2)
11. LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression
    London Stata Conference 2018, Stata Users Group View citations (2)

2014

12. Extending Stata's capabilities for asymptotic covariance matrix estimation
    United Kingdom Stata Users' Group Meetings 2014, Stata Users Group
13. Soviet power plus electrification: what is the long-run legacy of communism?
    Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (5)
    See also Journal Article Soviet power plus electrification: What is the long-run legacy of communism?, Explorations in Economic History, Elsevier (2013) View citations (9) (2013)

2013

14. A general approach to testing for autocorrelation
    2013 Stata Conference, Stata Users Group View citations (6)
    Also in United Kingdom Stata Users' Group Meetings 2013, Stata Users Group (2013) View citations (6)
15. Instrumental variables estimation using heteroskedasticity-based instruments
    German Stata Users' Group Meetings 2013, Stata Users Group View citations (21)
    Also in United Kingdom Stata Users' Group Meetings 2012, Stata Users Group (2012) View citations (71)
16. Wage policies of a Russian firm and the financial crisis of 1998: Evidence from personnel data - 1997-2002
    ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (2)
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2013)
    ESCIRRU Working Papers, DIW Berlin, German Institute for Economic Research (2008) View citations (18)
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2008) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (2)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2008) View citations (13)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) View citations (2)
    See also Journal Article Wage Policies of a Russian Firm and the Financial Crisis of 1998: Evidence from Personnel Data, 1997 to 2002, ILR Review, Cornell University, ILR School (2014) View citations (5) (2014)

2012

17. The Business Environment in the Transition
    CESifo Working Paper Series, CESifo View citations (1)
18. Understanding the business environment in South Asia: evidence from firm-level surveys
    Policy Research Working Paper Series, The World Bank View citations (4)

2011

19. Evaluating one-way and two-way cluster–robust covariance matrix estimates
    German Stata Users' Group Meetings 2011, Stata Users Group View citations (5)
    Also in United Kingdom Stata Users' Group Meetings 2010, Stata Users Group (2010) View citations (7)
    BOS10 Stata Conference, Stata Users Group (2010) View citations (6)

2010

20. A Framework for Cross-Country Comparisons of Public Infrastructure Constraints on Firm Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
21. Using Stata for Applied Research: Reviewing its Capabilities
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES, Journal of Economic Surveys, Wiley Blackwell (2011) View citations (6) (2011)

2009

22. Convergence in institutions and market outcomes: cross-country and time-series evidence from the business environment and enterprise performance surveys in transition economies
    Policy Research Working Paper Series, The World Bank View citations (6)
23. Implementing econometric estimators with Mata
    DC09 Stata Conference, Stata Users Group
    Also in United Kingdom Stata Users' Group Meetings 2009, Stata Users Group (2009)

2008

24. Convergence in Institutions and Market Outcomes: Cross-Country and Time-Series Evidence from the BEEPS Surveys in Transition Economies
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2008) View citations (4)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) View citations (2)
25. Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)

2007

26. Clustered standard errors in Stata
    United Kingdom Stata Users' Group Meetings 2007, Stata Users Group View citations (62)
27. Enhanced routines for instrumental variables/GMM estimation and testing
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (393)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2007) View citations (373)
28. Wage Determination and Wage Inequality Inside a Russian Firm in Late Transition: Evidence from Personnel Data - 1997 to 2002
    ESCIRRU Working Papers, DIW Berlin, German Institute for Economic Research View citations (5)
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2007) View citations (5)
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (2007) View citations (5)
29. Where Are the Real Bottlenecks? Evidence from 20,000 Firms in 60 Countries about the Shadow Costs of Constraints to Firm Performance
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (8)

2006

30. Where Are the Real Bottlenecks? Evidence from 20,000 Firms in 60 Countries About the Shadow Costs of Constraints to Firm Perform
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
31. Where are the Real Bottlenecks? A Lagrangian Approach to Identifying Constraints on Growth from Subjective Survey Data
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (40)

2005

32. Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
33. Productivity, Ownership and the Investment Climate: International Lessons for Priorities in Serbia
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (4)
    Also in Policy Research Working Paper Series, The World Bank (2005) View citations (4)

2004

34. A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (80)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2004) View citations (80)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (80)
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2004) View citations (84)
    See also Journal Article A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth, The B.E. Journal of Economic Analysis & Policy, De Gruyter (2004) View citations (84) (2004)
35. The Great Transformation: Russia's Return to the World Economy
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University

2003

36. Benchmarking Structural Change in Transition
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (22)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2003) View citations (22)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (21)
    See also Journal Article Benchmarking structural change in transition, Structural Change and Economic Dynamics, Elsevier (2004) View citations (31) (2004)
37. Infrastructure, Competition and Innovation: New Survey Evidence from Transition
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
38. Instrumental variables and GMM: Estimation and testing
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1069)
    Also in United Kingdom Stata Users' Group Meetings 2003, Stata Users Group (2002) View citations (124)
    North American Stata Users' Group Meetings 2003, Stata Users Group (2002) View citations (60)
    See also Journal Article Instrumental variables and GMM: Estimation and testing, Stata Journal, StataCorp LLC (2003) View citations (1073) (2003)

2002

39. Budget Softness and the Russian Enterprise Sector: An Econometric Study
    Working Papers, National University of Ireland Galway, Department of Economics
40. Competition, Innovation and Growth in Transition: Exploring the Interactions between Policies
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (34)
41. The Determinants of Privatized Enterprise Performance in Russia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (25)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2001) View citations (14)

2001

42. Competition and Enterprise Performance in Transition Economies from a Cross-Country Survey
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (78)
43. Competition and Enterprise Performance in Transition Economies: Evidence from a Cross-country Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (89)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2001) View citations (89)

2000

44. Barter and Non-Monetary Transactions in Transition Economies: Evidence from a Cross-Country Survey
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (22)
45. Effective versus Statutory Taxation: Measuring Effective Tax Administration in Transition Economies
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (13)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000) View citations (21)
46. Wage Determination in Russia: An Econometric Investigation
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (12)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000) View citations (13)
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (1999) View citations (6)

1999

47. Determinants of Enterprise Performance during Transition
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (58)
48. Measuring Progress in Transition and Towards EU Accession: A Comparison of Manufacturing Firms in Poland, Romania, and Spain
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (8)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (1999) View citations (12)
    See also Journal Article Measuring Progress in Transition and Towards EU Accession: A Comparison of Manufacturing Firms in Poland, Romania and Spain, Journal of Common Market Studies, Wiley Blackwell (2000) View citations (6) (2000)
49. Revisiting Hungary's Bankruptcy Episode
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (11)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (1999) View citations (4)

1998

50. Financial Discipline in the Enterprise Sector in Transition Countries: How Does China Compare?
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (10)
    Also in CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University (1998) View citations (12)

1997

51. Do Firms in Transition Economies have Soft Budget Constraints? A Reconsideration of the Concepts and Evidence
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (6)
    See also Journal Article Do Firms in Transition Economies Have Soft Budget Constraints? A Reconsideration of Concepts and Evidence, Journal of Comparative Economics, Elsevier (1998) View citations (124) (1998)

1996

52. "Arrears" in the Russian Enterprise Sector
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (46)
53. Firms, Banks and Credit in Russia
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (8)
54. Job Creation and Job Destruction in a Transition Economy: Ownership
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (58)
55. Job Creation and Job Destruction in a Transition Economy: Ownership, Firm Size
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (65)
56. The Capital Structure of Firms in Central and Eastern Europe
    DELTA Working Papers, DELTA (Ecole normale supérieure)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1996) View citations (49)
57. The Performance of De Novo Private Firms in Russian Manufacturing
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University View citations (35)

1995

58. Banks, Firms, Bad Debts and Bankruptcy in Hungary 1991-4
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (28)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1995) View citations (7)
59. Enterprise Adjustment in Poland: Evidence from a Survey of 200 Private
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (34)
60. Enterprise adjustment in Poland: evidence from a survey of 200 private, privatised, and state-owned firms
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)
61. Government Subsidies to Enterprises in Central and Eastern Europe: Budgetary Subsidies and Tax Arrears
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
62. The Provision of Social Benefits in State Owned
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (10)
63. The provision of social benefits in state-owned, privatized and private firms in Poland
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1995) View citations (7)

1994

64. Government Financial Transfers and Enterprise Adjustments in Russia
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (8)

1993

65. The enterprise sector and emergence of the Polish fiscal crisis, 1990-91
    Policy Research Working Paper Series, The World Bank View citations (5)

1992

66. The Economy of Poland
    CEP Discussion Papers, Centre for Economic Performance, LSE

1991

67. A Note in the Polish State-Owned Enterprise Sector in 1990
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (4)

1990

68. A New Method of Long-Run Growth Accounting with Applications to the Soviet Economy 1928-87 and the US Economy 1949-78
    CEP Discussion Papers, Centre for Economic Performance, LSE

Journal Articles

2024

1. ddml: Double/debiased machine learning in Stata
   Stata Journal, 2024, 24, (1), 3-45 View citations (3)
   See also Working Paper ddml: Double/debiased machine learning in Stata, Papers (2024) View citations (5) (2024)

2023

2. pystacked: Stacking generalization and machine learning in Stata
   Stata Journal, 2023, 23, (4), 909-931
   See also Working Paper pystacked: Stacking generalization and machine learning in Stata, Papers (2023) (2023)

2020

3. lassopack: Model selection and prediction with regularized regression in Stata
   Stata Journal, 2020, 20, (1), 176-235 View citations (67)
   See also Working Paper lassopack: Model Selection and Prediction with Regularized Regression in Stata, IZA Discussion Papers (2019) View citations (14) (2019)

2019

4. Transition, Convergence, and Labor Market Adjustment in Prospect and in Hindsight
   ifo DICE Report, 2019, 17, (03), 09-12

2014

5. Labor reallocation and firm growth: benchmarking transition countries against mature market economies
   IZA Journal of Labor & Development, 2014, 3, (1), 1-22 View citations (9)
6. Wage Policies of a Russian Firm and the Financial Crisis of 1998: Evidence from Personnel Data, 1997 to 2002
   ILR Review, 2014, 67, (2), 504-531 View citations (5)
   See also Working Paper Wage policies of a Russian firm and the financial crisis of 1998: Evidence from personnel data - 1997-2002, ROA Research Memorandum (2013) (2013)

2013

7. Soviet power plus electrification: What is the long-run legacy of communism?
   Explorations in Economic History, 2013, 50, (1), 116-147 View citations (9)
   See also Working Paper Soviet power plus electrification: what is the long-run legacy of communism?, Working Papers (2014) (2014)

2012

8. Economic development and the demand for energy: A historical perspective on the next 20 years
   Energy Policy, 2012, 50, (C), 109-116 View citations (22)

2011

9. USING STATA FOR APPLIED RESEARCH: REVIEWING ITS CAPABILITIES
   Journal of Economic Surveys, 2011, 25, (2), 380-394 View citations (6)
   See also Working Paper Using Stata for Applied Research: Reviewing its Capabilities, Boston College Working Papers in Economics (2010) (2010)

2007

10. Enhanced routines for instrumental variables/generalized method of moments estimation and testing
    Stata Journal, 2007, 7, (4), 465-506 View citations (666)

2004

11. A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth
    The B.E. Journal of Economic Analysis & Policy, 2004, 3, (1), 1-43 View citations (84)
    See also Working Paper A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth, CERT Discussion Papers (2004) View citations (80) (2004)
12. Benchmarking structural change in transition
    Structural Change and Economic Dynamics, 2004, 15, (1), 47-81 View citations (31)
    See also Working Paper Benchmarking Structural Change in Transition, CERT Discussion Papers (2003) View citations (22) (2003)

2003

13. Instrumental variables and GMM: Estimation and testing
    Stata Journal, 2003, 3, (1), 1-31 View citations (1073)
    See also Working Paper Instrumental variables and GMM: Estimation and testing, Boston College Working Papers in Economics (2003) View citations (1069) (2003)

2000

14. Measuring Progress in Transition and Towards EU Accession: A Comparison of Manufacturing Firms in Poland, Romania and Spain
    Journal of Common Market Studies, 2000, 38, (5), 699-728 View citations (6)
    See also Working Paper Measuring Progress in Transition and Towards EU Accession: A Comparison of Manufacturing Firms in Poland, Romania, and Spain, William Davidson Institute Working Papers Series (1999) View citations (8) (1999)

1998

15. Do Firms in Transition Economies Have Soft Budget Constraints? A Reconsideration of Concepts and Evidence
    Journal of Comparative Economics, 1998, 26, (1), 80-103 View citations (124)
    See also Working Paper Do Firms in Transition Economies have Soft Budget Constraints? A Reconsideration of the Concepts and Evidence, CERT Discussion Papers (1997) View citations (6) (1997)

1996

16. Bankok, vállalatok, rossz hitelek és csődök Magyarországon, 1991-1994
    (Banks, firms, bad debts and bankruptcies in Hungary, 1991-1994)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 1996, XLIII, (2), 93-113 View citations (1)
17. Job creation and job destruction in a transition economy: Ownership, firm size, and gross job flows in Polish manufacturing 1988-1991
    Labour Economics, 1996, 3, (3), 299-317 View citations (60)

1995

18. Productivity, Employment and Labor Demand in Polish Industry in the 1980s: Some Preliminary Results from Enterprise-Level Data
    Economic Change and Restructuring, 1995, 28, (1), 1-27 View citations (4)
19. Round table on “Divestiture of social services from state‐owned enterprises”
    The Economics of Transition, 1995, 3, (2), 247-250 View citations (1)

1994

20. Government financial transfers and enterprise adjustments in Russia, with comparisons to Central and Eastern Europe
    The Economics of Transition, 1994, 2, (2), 151-188 View citations (15)

1992

21. The Polish State-Owned Enterprise Sector and the Recession in 1990&ast
    Comparative Economic Studies, 1992, 34, (1), 58-85 View citations (2)

1989

22. Are profit-maximisers the best survivors?: A Darwinian model of economic natural selection
    Journal of Economic Behavior & Organization, 1989, 12, (1), 29-45 View citations (109)
23. The credible-commitment problem in the center-enterprise relationship
    Journal of Comparative Economics, 1989, 13, (3), 359-382 View citations (30)

Software Items

2025

1. ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series
   Statistical Software Components, Boston College Department of Economics

2024

2. DDML: Stata module for Double/Debiased Machine Learning
   Statistical Software Components, Boston College Department of Economics
3. IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation
   Statistical Software Components, Boston College Department of Economics View citations (52)
4. IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments
   Statistical Software Components, Boston College Department of Economics
5. LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation
   Statistical Software Components, Boston College Department of Economics View citations (19)
6. PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
   Statistical Software Components, Boston College Department of Economics View citations (17)
7. PYSTACKED: Stata module for stacking generalization and machine learning in Stata
   Statistical Software Components, Boston College Department of Economics

2023

8. FVSTRIP: Stata module for removing b/n/o factor variable operators from varlists
   Statistical Software Components, Boston College Department of Economics
9. IVHETTEST: Stata module to perform Pagan-Hall and related heteroskedasticity tests after IV
   Statistical Software Components, Boston College Department of Economics

2022

10. EGRANGER: Stata module to perform Engle-Granger cointegration tests and 2-step ECM estimation
    Statistical Software Components, Boston College Department of Economics

2020

11. OVERID: Stata module to conduct postestimation tests of overidentification
    Statistical Software Components, Boston College Department of Economics View citations (9)
12. RANKTEST: Stata module to test the rank of a matrix
    Statistical Software Components, Boston College Department of Economics View citations (5)
13. UNDERID: Stata module producing postestimation tests of under- and over-identification after linear IV estimation
    Statistical Software Components, Boston College Department of Economics
14. XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models
    Statistical Software Components, Boston College Department of Economics View citations (25)

2016

15. WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models
    Statistical Software Components, Boston College Department of Economics View citations (19)
16. XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor
    Statistical Software Components, Boston College Department of Economics View citations (12)

2015

17. AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances
    Statistical Software Components, Boston College Department of Economics
18. GINIREG: Stata module for Gini regression
    Statistical Software Components, Boston College Department of Economics
19. IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)
    Statistical Software Components, Boston College Department of Economics
20. IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
    Statistical Software Components, Boston College Department of Economics View citations (2)
21. WHICHPKG: Stata module to display information on components of a Stata package
    Statistical Software Components, Boston College Department of Economics

2014

22. WEAKIV10: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models
    Statistical Software Components, Boston College Department of Economics

2013

23. IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation
    Statistical Software Components, Boston College Department of Economics

2012

24. XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8)
    Statistical Software Components, Boston College Department of Economics

2011

25. IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)
    Statistical Software Components, Boston College Department of Economics View citations (3)

2007

26. IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg
    Statistical Software Components, Boston College Department of Economics View citations (2)
27. IVRESET: Stata module to perform Ramsey/Pesaran-Taylor/Pagan-Hall RESET specification test after IV/GMM/OLS estimation
    Statistical Software Components, Boston College Department of Economics