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st: System 2sls with robust standard errors


From   Belen Dias <belendp9@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: System 2sls with robust standard errors
Date   Fri, 25 Aug 2006 11:01:11 -0700 (PDT)

Hi,I want to replicate Alesina and Perotti's (1996)
result on incomedistribution, investment and political
instability. I notice that by the end of the paper
they use heteroscedasticity-consistent standard errors
with system 2sls. Now, I know that it is impossible to
get robust SE with the -reg3- command. 

Does anybody know if there is another way of doing
this? Can I do it "by hand"? (If so, how? Just doing
the 2sls "by hand" with -reg, r-?) 

Otherwise, it would be helpful if you could advise me
of other statistical packages that could handle this
issue.

Please send me all your insights for this issue.
Thanks in advance!
Belen

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