st: Semi-parametric least squares

["Andrey V. Ivanov" <aivanov@rumms.uni-mannheim.de>]

Dear all,

could anyone please suggest to me where to start in Stata if I want to 
implement Ichimura's Semi-parametric Least Squares (SLS) from Ichimura 
(1993): "Semiparametric Least Squares (SLS) and Weighted SLS Estimation 
of Single-Index Models," Journal of Econometrics?

Thank you very much in advance.

Sincerely
andrey

Chair for Applied Microeconomics, Department of
Economics, Mannheim University, D-68131 Mannheim, Germany
Website: http://www.vwl.uni-mannheim.de/gk/_ivanov/
Co-editor of JEPS: http://jeps.repec.org/

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