Helmut Farbmacher - Software
Windmeijer F., Farbmacher H., Davies N., Davey Smith G. (2016): On the use of the Lasso for instrumental variables estimation with some invalid instruments, Journal of the American Statistical Association, forthcoming.
Kang H., Zhang A., Cai T., Small D. (2016): Instrumental variables estimation with some invalid instruments and its application to mendelian randomization, Journal of the American Statistical Association, 111, 132-144.
(or type "ssc install sivreg" in Stata.)
Newey W.K. and Windmeijer F. (2009): Generalized method of moments with many weak moment conditions, Econometrica, 77(3), 687-719.
Farbmacher H. (2012): GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009), Journal of Applied Econometrics, 27(2), 343-346.
Farbmacher H., Burgess S., Davies N., Scholder S.v.H.K., Windmeijer F.: The many weak instrument problem and Mendelian randomization, Statistics in Medicine, 34(3), 454-468.
(or type "ssc install nwind" in Stata. Additional code is also available via JAE data archive.)
Farbmacher H. (2013): Extensions of hurdle models for overdispersed count data, Health Economics, 22(11), 1398-1404.
Dhaene G. and Santos Silva JMC (2012): Specification and testing of models estimated by quadrature, Journal of Applied Econometrics, 27(2), 322-332.
Farbmacher H. (2011): Estimation of hurdle models for overdispersed count data, Stata Journal, 11(1), 82-94.
Greene W. (2008): Functional forms for the negative binomial model for count data, Economics Letters, 99(3), 585-590.
(or type "ssc install ztpflex", "ssc install ztnbp" or "findit ztpnm" in Stata.)