Hi all. A new version of ivreg2 (1.0.21) is now available on SSC-
IDEAS (thanks Kit!). The main change is the addition of a two-step
feasible GMM estimator option, plus the corresponding J and C tests.
The GMM option includes a facility for Cragg's (1983) heteroskedastic
OLS (HOLS) estimator.
For more details,
ssc desc ivreg2
and to install,
ssc install ivreg2
--Mark
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics, School of Management
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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