摘要：We extend our 2003 paper on instrumental variables and generalized method of moments estimation, and we test and describe enhanced routines that address heteroskedasticity- and autocorrelation-consistent standard errors, weak instruments, limited-information maximum likelihood and k-class estimation, tests for endogeneity and Ramsey’s regression specification-error test, and autocorrelation tests for instrumental variable estimates and panel-data instrumental variable estimates.
关键词：ivactest;ivendog;ivhettest;ivreg2;ivreset;overid;ranktest;instrumental variables;weak instruments;GMM;endogeneity;heteroskedasticity;serial correlation;HAC standard errors;LIML;CUE;overidentifying restrictions;Frisch–Waugh–Lovell theorem;RESET;Cumby–Huizinga test
