On Oct 1, 2004, at 2:33, Vidya wrote:
Could anyone please let me know if 'ivgmmN' is now available? This
routine will
be of a great help.
Indeed it is; it is called ivreg2, and documented in SJ 3:1 and SJ 4:2.
The version documented in SJ 4-2 includes the ability to do a variety
of HAC estimation on OLS, IV and GMM models.
Kit Baum, Boston College Economics [email protected]
http://ideas.repec.org/e/pba1.html
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