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st: Bekker standard errors for LIML,FULLER in ivreg2
From
Sara Hernández <[email protected]>
To
[email protected]
Subject
st: Bekker standard errors for LIML,FULLER in ivreg2
Date
Mon, 23 Jan 2012 16:34:52 +0100
Dear users,
I wanted to ask for help regarding the implementation of Bekker
corrected standard errors for the LIML and FULLER options of the
ivreg2 command, see Hansen, Hausman and Newey (2006) paper "Estimation
with Many Instrumental Variables".
Does anybody have an ado-file to correct for those or any good
strategy to get them?
Thanks a lot,
Sara Hernandez
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