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st: GMM method for Panel data

From   econqian222 <>
Subject   st: GMM method for Panel data
Date   Wed, 16 Jan 2013 02:16:03 -0800 (PST)

Dear all
       I have two instrumental variables to instrument one endogenous
variable in a panel dataset, and the pagan and hall test indicates that
there is heteroskedasticit for the two instrumental variables(IV)
estimation, then GMM method is required to obtain the efficient estimators.
So what's the command of GMM estimation for Panel dataset? I have tried
"xtivreg gmm", but it doesn't work. 

Many thanks

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