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The Stata Journal
Volume 23 Number 4: pp. 932-941

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csa2sls: A complete subset approach for many instruments using Stata

Seojeong Lee
Department of Economics
Seoul National University
Seoul, Korea
[email protected]
 Siha Lee
Department of Economics
McMaster University
Hamilton, Canada
[email protected]
Julius Owusu
Department of Economics
McMaster University
Hamilton, Canada
[email protected]
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View all articles with these keywords: csa2sls, many instruments, complete subset averaging, two-stage least squares

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