Simpler Standard Errors for Two-stage Optimization Estimators

Stata Journal

Volumn 16, Issue 2, 2016, Pages 368-385

  Terza, Joseph V ^a  

^a INDIANA UNIVERSITY   (United States)

Author keywords

asymptotic theory; endogeneity; sandwich estimator; st0436; standard errors; two stage optimization estimators; two stage residual inclusion

Indexed keywords

EID: 85034757449     PISSN: 1536867X     EISSN: 15368734     Source Type: Journal    
DOI: 10.1177/1536867X1601600206     Document Type: Article

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