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KINKYREG: Stata module to perform kinky least squares estimation and inference

Sebastian Kripfganz and Jan Kiviet

Statistical Software Components from Boston College Department of Economics

Abstract: kinkyreg implements the kinky least squares (KLS) estimator proposed by Kiviet (J. Econometrics, 2020). The estimates are graphically compared to the instrumental variables (IV) / two-stage least squares (2SLS) estimator; see ivregress.

Language: Stata
Requires: Stata version 13
Keywords: kinky least squares; IV; 2SLS; instruments; identification (search for similar items in EconPapers)
Date: 2020-09-12, Revised 2021-03-16
Note: This module should be installed from within Stata by typing "ssc install kinkyreg". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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