The difference and system generalized method-of-moments estimators, developed by Holtz-Eakin, Newey, and Rosen (1988, Econometrica 56: 1371–1395); Arellano and Bond (1991, Review of Economic Studies 58: 277–297); Arellano and Bover (1995, Journal of Econometrics 68: 29–51); and Blundell and Bond (1998, Journal of Econometrics 87: 115–143), are increasingly popular. Both are general estimators designed for…
The Stata Journal Promoting communications on statistics and Stata Template
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The Stata Journal Promoting communications on statistics and Stata is a peer-reviewed journal published by SAGE, covering Probability and Statistical Research, Statistical Methods and Inference, Statistical Methods and Bayesian Inference.
| Publisher | SAGE |
|---|---|
| Reference style | Author–year (Harvard) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', The Stata Journal Promoting communications on statistics and Stata, 12(3), pp. 45–58.
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| Publishes research in | Probability and Statistical Research Statistical Methods and Inference Statistical Methods and Bayesian Inference Advanced Causal Inference Techniques Monetary Policy and Economic Impact |
| ISSN | 1536-867X |
| Citation impact (2-yr) | 2.42 |
| h-index | 153 |
| i10-index | 666 |
| Total citations | 118,359 |
| Top institutions publishing here | Durham University |
| Journal website | us.sagepub.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
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Most-cited papers in The Stata Journal Promoting communications on statistics and Stata
I present a new Stata program, xtscc, that estimates pooled ordinary least-squares/weighted least-squares regression and fixed-effects (within) regression models with Driscoll and Kraay (Review of Economics and Statistics 80: 549–560) standard errors. By running Monte Carlo simulations, I compare the finite-sample properties of the cross-sectional dependence–consistent Driscoll–Kraay estimator with the properties of other, more commonly…
In this paper, we give a short overview of some propensity score matching estimators suggested in the evaluation literature, and we provide a set of Stata programs, which we illustrate using the National Supported Work (NSW) demonstration widely known in labor economics.
We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation routine that provides GMM estimates as well as additional diagnostic tests. Stand-alone test procedures for heteroskedasticity, overidentification, and endogeneity in the IV context are also described.
Following the seminal publications of Rubin about thirty years ago, statisticians have become increasingly aware of the inadequacy of “complete-case” analysis of datasets with missing observations. In medicine, for example, observations may be missing in a sporadic way for different covariates, and a complete-case analysis may omit as many as half of the available cases.…