Windmeijer corrected standart errors for GMM two-step

[bsakarya]

Hi,

I need help on how to calculate windmeijer corrected standart errors for dynamic panel GMM Arellano Bond /two-step estimation.
Since the two step estimation yield downward biased std.err.s, I have to calculate windmeijer corr. std. errs.. Even tough the help documents says that there is windmeijer option, I could not find. There is just the general formulation. How can I get those from estimation outputs.
Best regards.

bsakarya

[EViews Gareth]

There is no Windmeijer option for panel GMM.