st: jmp (not JMP!)

To avoid confusion with trademarked software, Ben Jann's routines jmp and jmp2 have been replaced on the SSC Archive by jmpierce and jmpierce2, respectively. Functionality is unchanged; only the programs' names have changed.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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