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st: Bekker standard errors for LIML,FULLER in ivreg2


From   Sara Hernández <sara_hdz@mit.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bekker standard errors for LIML,FULLER in ivreg2
Date   Mon, 23 Jan 2012 16:34:52 +0100

Dear users,
I wanted to ask for help regarding the implementation of Bekker
corrected standard errors for the LIML and FULLER options of the
ivreg2 command, see Hansen, Hausman and Newey (2006) paper "Estimation
with Many Instrumental Variables".

Does anybody have an ado-file to correct for those or any good
strategy to get them?
Thanks a lot,
Sara Hernandez
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