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st: -ivreg2-, -ranktest- updated
The Baum/Schaffer/Stillman routine -ivreg2- and Kleibergen/Schaffer
package -ranktest- have been updated to correct a problem arising
with automatic bandwidth selection for the Quadratic Spectral kernel.
Both routines now successfully compute HAC estimates in that
circumstance. Thanks go to Brian Poi for bringing this to our attention.
Updated versions of -ivreg2- and -ranktest- can be downloaded with -
ssc- or -adoupdate- if already installed.
Kit
Kit Baum, Boston College Economics and DIW Berlin
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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