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st: Update of ivreg2 available

From   "Mark Schaffer" <>
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


Prof. Mark E. Schaffer
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
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