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st: XTGLS & 2SLS

From   "John A Karikari" <>
To   <>
Subject   st: XTGLS & 2SLS
Date   Tue, 25 Nov 2003 11:03:43 -0500

I'm estimating a "2SLS" procedure where the second stage uses XTGLS,
but the variance-covariance matrix of the 2SLS procedure would be
incorrect.  I would appreciate advice on how to obtain the corrected
variance-covariance matrix for the XTGLS, preferably a program that can
perform the procedure.  Thanks in advance.
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