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st: Looking for Nonparametric IV estimator for example Newey and Powell 2003


From   "Raphael Auer" <raphael.auer@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Looking for Nonparametric IV estimator for example Newey and Powell 2003
Date   Wed, 1 Oct 2008 16:10:29 +0200

This is probably a FAQ, but I just cant find the command:

I am looking for a nonparametric instrumental variable estimator, for
example the one calculating the estimator developed in the
"Instrumental Variable Estimation of Nonparametric Models" by Whitney
K. Newey and James L. Powell Source, Econometrica, Vol. 71, No. 5
(Sep., 2003)

 If this precise estimator is not available as a stat command, is
there any other possibility to estimate nonparametric IVs in stata?.

Thanks!

Raphael
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