Re: st: Problem with -estat endogenous- after -ivregress gmm- with time-series operators

[Michael Hanson <mshanson@mac.com>]

On Jun 26, 2009, at 1:01 PM, Brian P. Poi wrote:

> On Fri, 26 Jun 2009, Michael Hanson wrote:
>
> > As the subject might give away, I believe I have found an obscure  
> > bug (a term I don't use lightly) with -estat endogenous- following  
> > an -ivregress gmm- estimation in which one or more of the variables  
> > in the estimation use Stata's time series operators.  Below is a  
> > stylized estimation problem (based loosely on Campbell & Mankiw,  
> > 1989, for the curious) that exhibits the apparent bug.
> ...
> > With the announcement of Stata 11 in a month or so, I'm still  
> > hoping this issue will be fixed in an update to Stata 10.
>
> This is a bug in the Stata 10 version of -ivregress-, and it will be  
> fixed in a forthcoming ado-file update.
>
> Incidentally, Stata 11 does not have this problem.  In Stata 11, the  
> Mata functions st_data() and st_view() allow you to specify time- 
> series-
> operated variables and factor variables directly without having to  
> use a utility beforehand to create temporary variables.

Thanks for that information, Brian, both regarding Stata 10 and Stata  
11.  Much appreciated.

Best,
Mike

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