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The Stata Journal
Volume 19 Number 4: pp. 849-866

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Many instruments: Implementation in Stata

Stanislav Anatolyev
CERGE-EI
Prague, Czech Republic
[email protected]
 Alena Skolkova
CERGE-EI
Prague, Czech Republic
[email protected]
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View all articles with these keywords: mivreg, instrumental-variables regression, many instruments, limited information maximum likelihood, Fuller correction, robust standard errors, specification testing

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