Mark E. Schaffer
Economics and Econometrics · 2003–2015
A researcher in the Science corpus: 9 papers; trusts 12 researchers and is trusted by 90 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 21 citations into it; #1,099 of 23,481 by trust here, #965 by citations
- Statistics and Probability — 11 citations into it; #1,273 of 12,932 by trust here, #633 by citations
Whom Mark E. Schaffer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- In Choi
- A. Hall
- Theodore W. Anderson
- James H. Stock
- Christopher F. Baum
- Lars Peter Hansen
- Jeffrey M. Wooldridge
- Halbert White
- Russell Davidson
- Jonathan H. Wright
Who trusts Mark E. Schaffer overall
- Shakil Quayes
- Stephen Burgess
- Jon M. Bakija
- Andreas Fuchs
- Thomas G. Hansford
- D. Roodman
- J. van Ours
- James Andreoni
- A. Nichols
- John Antonakis
Papers from Mark E. Schaffer's perspective
Ordered by how strongly the researchers Mark E. Schaffer trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES
- Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
- GMM WITH WEAK IDENTIFICATION
- Instrumental Variables Regression with Weak Instruments
- A New Specification Test For The Validity Of Instrumental Variables
- A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
- A Consistent Method for the Selection of Relevant Instruments
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Specification tests in econometrics
Their papers
- Instrumental Variables and GMM: Estimation and Testing (2003) — 2,771 citations
- Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing (2007) — 1,243 citations
- A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth (2004) — 193 citations
- ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series (2015) — 109 citations
- XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (2012) — 542 citations
- Instrumental variables estimation using heteroskedasticity-based instruments (2012) — 131 citations
- Enhanced routines for instrumental variables/GMM estimation and testing (2007) — 635 citations
- Clustered standard errors in Stata (2007) — 70 citations
- XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor (2006) — 298 citations