st: autocorrelation and IV regression using panel data

["R.E. De Hoyos" <redeho2@hotmail.com>]

Has anyone written a module to correct for autocorrelation in an
instrumental variables regression?

Our data is actually a panel so if there is something out there for a
panel it would be even more helpful.

Thanks,
Rafa
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/