Bunching estimation of elasticities using Stata

Censored Quantile Instrumental Variable Estimation with Stata

Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov et al. (2015) introduced a censored quantile instrumental variable estimator (CQIV) for use in those applications, which has been applied by Kowalski (2016), among others. In this article, we introduce a Stata command, cqiv, that simplifes application of the CQIV estimator in Stata. We s...

Estimation and Analysis of Energy Price Elasticities of Iranian provinces: The Augmented Mean Group Estimator Approach

In the literature on energy economics, estimating and analyzing price elasticities of energy demand is one of the important issues in examining the effectiveness of pricing modalities for energy conservatin and environmental policy follow-up. In this regard, low price elasticities of energy demand will increase the need for non-price policies to change consumer behavior and stimulate energy sav...

Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata

This paper considers two recently proposed semiparametric estimators for distribution-free binary response models under a conditional median restriction. It shows that these estimators can be implemented in Stata using nl through simple modifications to the nonlinear least squares probit criterion function. We then introduce dfbr, a new Stata command which implements these estimators, and provi...

A Handbook of Statistical Analysis Using Stata

CENSORED QUANTILE INSTRUMENTAL VARIABLE ESTIMATION WITH STATA By

Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov et al. (2015) introduced a censored quantile instrumental variable estimator (CQIV) for use in those applications, which has been applied by Kowalski (2016), among others. In this article, we introduce a Stata command, cqiv, that simplifes application of the CQIV estimator in Stata. We s...