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st: Panel IV Method -- BMS
From
Phillip Michael Oberg <[email protected]>
To
[email protected]
Subject
st: Panel IV Method -- BMS
Date
Fri, 12 Nov 2010 19:59:24 -0600 (CST)
Hello,
STATA has the command -xthtaylor- which can be used for IV estimation using the Hausman-Taylor approach. Additionally, it has the option -amacudry- do perform the IV estimation using the Amemiya-Macurdy method. Does anyone know if STATA has a command or option to implement the Breusch-Mizon-Schmidt (BMS) IV method? Or perhaps a user-written routine? Or even how to program it?
Thank you for your time and assistance,
Phillip
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