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

Author

Listed:
  • Helmut Farbmacher

    (Munich Center for the Economics of Aging (MEA))

Programming Language

Stata

Abstract

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

Suggested Citation

  • Helmut Farbmacher, 2014. "NWIND: Stata module to compute Newey-Windmeijer VCE after ivreg2 GMM-CUE estimation," Statistical Software Components S457780, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457780
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/n/nwind.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nwind.sthlp
    File Function: help file
    Download Restriction: no
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