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st: -ivreg2-, -ranktest- updated


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: -ivreg2-, -ranktest- updated
Date   Tue, 4 Sep 2007 20:48:19 -0400

The Baum/Schaffer/Stillman routine -ivreg2- and Kleibergen/Schaffer package -ranktest- have been updated to correct a problem arising with automatic bandwidth selection for the Quadratic Spectral kernel. Both routines now successfully compute HAC estimates in that circumstance. Thanks go to Brian Poi for bringing this to our attention.

Updated versions of -ivreg2- and -ranktest- can be downloaded with - ssc- or -adoupdate- if already installed.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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