Dear all,
I'm estimating a panel model with ivreg2 and want to use the option for heteroskedastic and autocorrelation-consistent standard errors. In previous discussions the automatic bandwidth selection option bw(auto) was recommended. However, I always get the message "invalid bandwidth in option bw() - must be integer > 0" and also the help text does not seem to mention this option. Is it not implemented anymore or is it possible to go back to previous versions of stata to use this? I am not sure which level is appropriate, hence the option would be really useful.
Thanks for any help!
Anja
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
