CIVREG: Stata module to perform coplanar/synthetic instrumental variables regression

Manh Hoang-Ba ()
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Manh Hoang-Ba: NA

Statistical Software Components from Boston College Department of Economics

Abstract: civreg estimates linear models with endogenous regressors using the Coplanar/Synthetic Instrumental Variables (CIV) method proposed by Dzhumashev and Tursunalieva (2025). Unlike conventional instrumental variables estimators, the CIV method does not require external instruments. Instead, instruments are constructed from the observed data using the geometric relationship among the dependent variable, endogenous regressors, and structural disturbances.

Language: Stata
Requires: Stata version 11.2 and ivreg2, ranktest from SSC (q.v.)
Keywords: instrumental variables; coplanar method; synthetic instruments (search for similar items in EconPapers)
Date: 2026-05-27
Note: This module should be installed from within Stata by typing "ssc install civreg". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/c/civreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/civreg.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459728

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