SPATIAL_HAC_IV: Stata module to estimate an instrumental variable regression, adjusting standard errors for spatial correlation, heteroskedasticity, and autocorrelation

Tim Foreman ()
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Tim Foreman: RFF-CMCC European Institute on Economics and the Environment

Statistical Software Components from Boston College Department of Economics

Abstract: This routine performs an instrumental variables regression with Conley, HAC-robust standard errors

Language: Stata
Requires: Stata version 13 and ivreg2 from SSC (q.v.)
Keywords: IV; instrumental variables; spatial correlation; HAC; robust (search for similar items in EconPapers)
Date: 2020-11-21
Note: This module should be installed from within Stata by typing "ssc install spatial_hac_iv". 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/s/spatial_hac_iv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spatial_hac_iv.sthlp help file (text/plain)

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