Thanks, Mark. Will ivreg2 correct for unknown form of heteroskedasticity as well
as serial correlation in the error process? I am aware that ivreg2, gmm (or
ivgmm0) allows for the former; not sure about the latter.
Many thanks
Vidya
>
>>> [email protected] 30/09/2004 13:59:34 >>>
ivreg2 will do what you want.
Cheers,
Mark
Date sent: Thu, 30 Sep 2004 13:49:02 +0100
From: "Vidya Mahambare" <[email protected]>
To: <[email protected]>
Subject: st: ivgmmN
Send reply to: [email protected]
> Could anyone please let me know if 'ivgmmN' is now available? This
> routine will be of a great help.
>
> Thanks
>
> Vidya
>
>
> Dr Vidya Mahambare
> B21, Cardiff Business School
> Ph: 0044 29 2087 6407
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
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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