IVREGHDFE: Stata module for extended instrumental variable regressions with multiple levels of fixed effects

Sergio Correia

Statistical Software Components from Boston College Department of Economics

Abstract: ivreghdfe is essentially ivreg2 with an additional absorb() option from reghdfe.

Language: Stata
Requires: Stata version 11.2, reghdfe, ivreg2 and ranktest from SSC (q.v.)
Keywords: regression; instrumental variables; fixed effects; high dimension fixed effects (search for similar items in EconPapers)
Date: 2018-09-15
Note: This module should be installed from within Stata by typing "ssc install ivreghdfe". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/i/ivreghdfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivreghdfe.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458530

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