Vidya,
Date sent: Thu, 30 Sep 2004 14:05:33 +0100
From: "Vidya Mahambare" <[email protected]>
To: <[email protected]>
Subject: Re: st: ivgmmN
Send reply to: [email protected]
> Thanks, Mark. Will ivreg2 correct for unknown form of
> heteroskedasticity as well as serial correlation in the error process?
It has had this facility since version 1.0.28. The current version
is 2.0.6.
Cheers,
Mark
> 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
> > *
> > * 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/
>
> 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
>
> *
> * 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/
> *
> * 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/
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
*
* 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/
