kinkyreg: Instrument-free inference for linear regression models with endogenous regressors

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kinkyreg: Instrument-free inference for linear regression models with endogenous regressors

Kripfganz, Sebastian; Kiviet, Jan F.

2021

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Title

kinkyreg: Instrument-free inference for linear regression models with endogenous regressors

Keywords

st0653; kinkyreg; kinkyreg2dta; kinkyreg postestimation; kinky leastsquares; instrumental variables; instrument-free tests; endogenous regressors; confidence intervals; sensitivity analysis; specification tests; heteroskedasticity; serial correlation; exclusion restrictions; RESET; relative correlation restriction; Krauth’s lambda; Oster’s delta; graphical inference

Author(s)

Kripfganz, Sebastian
Kiviet, Jan F.

Subject(s)

Research and Development/Tech Change/Emerging Technologies

Issue Date

2021-10

Publication Type

Journal Article

DOI and Other Identifiers

10.22004/ag.econ.340427

Record Identifier

https://ageconsearch.umn.edu/record/340427

ISSN

1536-8634

Language

English

Published in

Stata Journal

Volume

21

Issue

3

Page Range

772 - 813

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