sureg+IV=3SLS! If you suspect non-homoskedastic error terms and/or
serila correlation, then GMM would be the right thing to do. stata can
do the former, but not the latter.
Pierre
----------------------------------------------------------------------------------
Pierre Azoulay
Associate Professor of Management
Columbia University Phone: (212) 854-9684
Graduate School of Business Fax: Don't send any
3022 Broadway, Uris Hall 704
New York, NY 10023 http://www.columbia.edu/~pa2009/
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