On Thursday, Aug 7, 2003, at 02:33 US/Eastern, Luis wrote:
In the end of your reply you stressed that a version of ivreg2 is
currently
under development which will provide 'ivgmmN', allowing for arbitrary
heteroskedasticity and serial correlation in the error process.
This will be a enormous help for the research four which I need to go
frequently out of Stata. Do you know something more about its
availability
or other GMM procedures already available?
I am not aware of other GMM procedures currently available, beyond
those provided by xtabond. The routine I mention is being tested by the
ivreg2 team, spread over three continents and diverse holiday
schedules. I cannot predict when it will be ready for release, although
I would hope that we will have a fully-documented and reasonably well
tested version to circulate in September. Obviously with these things
getting it right is more important than getting it out the door (unless
you're a convicted monopolist).
Thanks for your interest in our work.
Kit
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