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st: question about Lewbel's (1997) method

From   Jose Aleman <>
Subject   st: question about Lewbel's (1997) method
Date   Thu, 26 Jan 2012 21:44:42 -0500

Dear list members,

I'm trying to estimate an instrumental variables regression using the
Lewbel (1997) for obtaining the higher moments of endogenous variables
when there are no good instruments. Stata's 'ivreg2' command estimates
the IV-GMM estimator. Does ivreg2 implement Lewbel's method? If not,
how can I go about implementing it?

Thank you,

Jose Aleman, Ph.D
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