st: GMM Newey-West HAC on quarterly time series data

[Aon na <mraon@hotmail.com>]

I employed GMM to deal 
with price endogenous with three instruments by using 
quarterly time series data (all 60 quarters)

I would like to ask some questions. Since my data is quarterly time series that usually have autocorrelation problem . 

1.) Can I run GMM and correct problem of autocorrelation and heteroscedasticity on my data with Newey-West
HAC variance?

2.) Is it correct if I used this command? (my priceb_s is endogenous)
ivreg2 lnsale1 (lnpriceb_s� = lnwage lner lnppi)�� lngdp lnir lnbenzeneb policy , bw(4) gmm kernel(Bartlett) robust

Can i use 4 in bw(4) because my data is quarterly time series?

3.) But if I use bw (1) both results of command give the similar results

ivreg2 lnsale1 (lnpriceb_s� = lnwage lner lnppi)�� lngdp lnir lnbenzeneb policy , bw(1) gmm kernel(Bartlett) robust

ivregress gmm lnsale1 (lnpriceb_s� = lnwage lner lnppi) lngdp lnir lnbenzeneb policy 

I am quite confused that both commands (ivreg2, gmm and ivregress gmm) are the same?

4.) After run the command, i try to check the autocorrelation by ivactest. I already install by command ssc install ivactest. 
It had an error and say like this

. ivactest
struct ms_vcvorthog undefined
(76 lines skipped)
(error occurred while loading ivactest.ado)
r(3000);

Do I command correctly?

Sorry for asking many questions. It would appreciate if someone could help.
Thank you very much 		 	   		  

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