NWIND: Stata module to compute Newey-Windmeijer VCE after ivreg2 GMM-CUE estimation

Helmut Farbmacher

Statistical Software Components from Boston College Department of Economics

Abstract: nwind is a postestimation command for -ivreg2- (Baum, Schaffer, Stillman) which computes the Newey-Windmeijer VCE (Econometrica 2009) following GMM-CUE estimation.

Language: Stata
Requires: Stata version 10 and ivreg2 (q.v.)
Keywords: weak instruments; Newey; Windmeijer; ivreg2; GMM-CUE (search for similar items in EconPapers)
Date: 2014-02-01
Note: This module should be installed from within Stata by typing "ssc install nwind". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nwind.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nwind.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457780

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