Mark Schaffer, Steven Stillman and I are pleased to announce the
availability of an improved version of the ivreg2 package. ivreg2, an
extension to official Stata's ivreg2, regress and newey commands,
performs extended instrumental variables/2SLS, GMM and AC/HAC, LIML and
k-class regression.
Revisions since version 2.0.06 (available from SSC since July 26 2004)
include
* continuously-updated GMM estimator of Hansen et al. (CUE)
* tests for weak instruments, instrument redundancy
* Anderson-Rubin test for significance of endogenous regressors
* A number of minor bugfixes
* Enhancements to the help file, including additional clickable examples
* A downloadable certification script
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