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Re: st: ivgmmN


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ivgmmN
Date   Thu, 30 Sep 2004 14:10:30 +0100

Vidya,

Date sent:      	Thu, 30 Sep 2004 14:05:33 +0100
From:           	"Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
To:             	<statalist@hsphsun2.harvard.edu>
Subject:        	Re: st: ivgmmN
Send reply to:  	statalist@hsphsun2.harvard.edu

> Thanks, Mark. Will ivreg2 correct for unknown form of
> heteroskedasticity as well as serial correlation in the error process?

It has had this facility since version 1.0.28.  The current version 
is 2.0.6.

Cheers,
Mark

> I am aware that ivreg2, gmm (or ivgmm0) allows for the former; not
> sure about the latter.
> 
> Many thanks
> Vidya
> 
> > 
> 
> 
> >>> M.E.Schaffer@hw.ac.uk 30/09/2004 13:59:34 >>>
> ivreg2 will do what you want.
> 
> Cheers,
> Mark
> 
> Date sent:      	Thu, 30 Sep 2004 13:49:02 +0100
> From:           	"Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
> To:             	<statalist@hsphsun2.harvard.edu>
> Subject:        	st: ivgmmN
> Send reply to:  	statalist@hsphsun2.harvard.edu 
> 
> > Could anyone please let me know if 'ivgmmN' is now available? This
> > routine will be of a great help.
> > 
> > Thanks
> > 
> > Vidya
> > 
> > 
> > Dr Vidya Mahambare
> > B21, Cardiff Business School
> > Ph: 0044 29 2087 6407
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html 
> > *   http://www.stata.com/support/statalist/faq 
> > *   http://www.ats.ucla.edu/stat/stata/ 
> 
> Prof. Mark E. Schaffer
> Director
> Centre for Economic Reform and Transformation
> Department of Economics
> School of Management & Languages
> 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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> *
> *   For searches and help try:
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
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

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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