st: re: difference Sargan test for GMM

[Kit Baum <baum@bc.edu>]

You may calculate the diff-Sargan test in the context of an  
instrumental variables model using ivreg2 (ssc install ivreg2). It is  
fully described in Baum, Schaffer and Stillman, BC WP 545, available  
from my IDEAS homepage at http://ideas.repec.org/e/pba1.html

Kit Baum


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