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
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.
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 (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/k/kinkyreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg2dta.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg2dta.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lkinkyreg.mlib Mata object library (application/x-stata)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458839
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