On Tue, 21 Apr 2009, Sven Schreiber wrote:
but one unrelated thing I've just noticed: GMM now appears twice,
in the
model menu and in the intrumental variables submenu.
Yes, that's right. The instance under "Instrumental variables"
gives you "automatic" GMM when you specify a model as you would
for TSLS (LIML is also an option for such models). The other GMM
entry gives you a dialog in which you specify a model in full
generality. In scripting terms it's "tsls --gmm" versus "gmm".
Allin.