In this paper we analyze estimation of coefficients in regression models under moment restrictions where the moment restrictions are derived from auxiliary data. Our approach is similar to those that have been used in statistics for analyzing contingency tables with known marginals. These...

It is standard practice in empirical work to allow for clustering in the error covariance matrix if the explanatory variables of interest vary at a more aggregate level than the units of observation. Often, however, the structure of the error covariance matrix is more complex, with correlations...

It is a standard practice in regression analyses to allow for clustering in the error covariance matrix if the explanatory variable of interest varies at a more aggregate level (e.g., the state level) than the units of observation (e.g., individuals). Often, however, the structure of the error...

In this paper we analyze the estimation of coefficients in regression models under moment restrictions in which the moment restrictions are derived from auxiliary data. The moment restrictions yield weights for each observation that can subsequently be used in weighted regression analysis. We...

In this paper we analyze estimation of coefficients in regression models under moment restrictions where the moment restrictions are derived from auxiliary data. Our approach is similar to those that have been used in statistics for analyzing contingency tables with known marginals. These...