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And does anybody know why there are no errors when used Bekker or k-class based or HHN coefficient covariance matrix and error "Near Singular Matrix" occure when IV Based coeff. covariance matrix used? Is this OK?

Can you run a k-class estimate if the instruments are not of sufficient rank?

Yes. There are no errors after calculating. All coefficients are estimated, but one t-staistic is NA and one is 8.44E-05. T-statistic values looks strange. In this example there are 3 factors and only 1 instrument.

I use EViews7 and i hadn't found in Help that k-class may have less instruments than TSLS. In section "Limited Information Maximum Likelihood and K-class Estimation" i had found only "There must be at least as many instrumental variables as there are independent variables". What ...

Hello! I used a k-class method and noticed that it is a difference between k-class with k=1 and two-stages least squares methods. In example that i attached to this topic are 2 factors and constant and only 1 instrumental variable. When i run TSLS it is an error "Order condition violated - Insu...