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st: Update of ivreg2 available


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Update of ivreg2 available
Date   Sat, 20 Jul 2002 22:43:05 +0100

Hi all.  A new version of ivreg2 (1.0.21) is now available on SSC-
IDEAS (thanks Kit!).  The main change is the addition of a two-step 
feasible GMM estimator option, plus the corresponding J and C tests.  
The GMM option includes a facility for Cragg's (1983) heteroskedastic 
OLS (HOLS) estimator.

For more details,

    ssc desc ivreg2  

and to install,

    ssc install ivreg2

--Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics, School of Management
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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