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genstest: (Stata) Implements hypothesis tests that exploit structural instability to improve inference on stable parameters.

The hypothesis tests (with example applications) and program are described in a Stata Journal article, Flynn and Magnusson. For the theory behind the tests, see Magnusson and Mavroeidis (2014): Identification using stability restrictions.

Latest version (3/11/2014): genstest.ado

Github link: https://github.com/flynnzac/genstest.

tslslogit: (R) An R-package to implement the repeated two-stage least squares estimator for logistic regression presented in my short note "Estimating Logistic Regressions Using Two-Stage Least Squares".

Github link: https://github.com/flynnzac/tslslogit.

This Page Last Updated: October 31, 2014