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st: Re: ivgmmN -> ivreg2


From   Christopher F Baum <[email protected]>
To   [email protected]
Subject   st: Re: ivgmmN -> ivreg2
Date   Fri, 1 Oct 2004 09:26:16 -0400

On Oct 1, 2004, at 2:33, Vidya wrote:


Could anyone please let me know if 'ivgmmN' is now available? This routine will
be of a great help.

Indeed it is; it is called ivreg2, and documented in SJ 3:1 and SJ 4:2. The version documented in SJ 4-2 includes the ability to do a variety of HAC estimation on OLS, IV and GMM models.

Kit Baum, Boston College Economics [email protected]
http://ideas.repec.org/e/pba1.html

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