How could we implement -xthenreg (GMM threshold) with robust errors (Stata14)?

Could you please clarify how to add robust (white) errors to the function -xthenreg in Stata14? I am running Threshold GMM Estimator (Seo and Shin (2016)) for my panel (N=60, T=28). Commands such...

04 April 2024 8,385 1 View