LMADURH2: Stata module to compute 2SLS-IV Autocorrelation Dynamic Durbin h, Harvey LM, and Wald Tests

Statistical Software Components from Boston College Department of Economics

Abstract: lmadurh2 computes 2SLS-IV Autocorrelation Dynamic Durbin h, Harvey LM, and Wald Tests

Language: Stata
Requires: Stata version 11
Keywords: Autocorrelation; Regression; 2SLS; LIML; GMM; Durbin h test; Harvey LM test; Wald test (search for similar items in EconPapers)
Date: 2012-09-10
Note: This module should be installed from within Stata by typing "ssc install lmadurh2". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lmadurh2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh2.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh2.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmadurh2.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457519

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