Linear, IV and GMM Regressions With Any Number of Fixed Effects
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Updated
Jan 11, 2026 - Stata
Linear, IV and GMM Regressions With Any Number of Fixed Effects
Comprehensive Stata do-file for testing and correcting violations of classical OLS assumptions: model specification, heteroskedasticity, multicollinearity, spatial autocorrelation, endogeneity, residual normality, and outlier/influence detection.
This repository provides a simulation of Ordinary Least-Squares in Mata.
Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.
Master Degree Coursework: Econometrics I
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