GMM method for Panel data

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GMM method for Panel data

Qian Yu
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Dear all
       I have two instrumental variables to instrument one endogenous variable in a panel dataset, and the pagan and hall test indicates that there is heteroskedasticit for the two instrumental variables(IV) estimation, then GMM method is required to obtain the efficient estimators. So what's the command of GMM estimation for Panel dataset? I have tried "xtivreg gmm", but it doesn't work.

Many thanks
Qian