I am currently implementing the Lewbel IV technique in Stata/IC 15.0 for panel data, following the the standard example in the “help ivreg2h file: “ivreg2h invest L(1/2).kstock (mvalue=), fe”.
I noticed that there is an option "gmm2s" for a two-step GMM estimator within the command.
Does this imply that the Lewbel’s IV technique can also generate IV-GMM?
Here is the output after running the command:
