EViews.com

I use panel two-stage least squares estimation with period and regional fixed effects and White period standard errors in EViews. Now I try to get the same results in Stata, and although it seems very simple, I don't get the same results for standard errors. The closest results are given by:

ivregress 2sls mp6 rgdpgr lrgdppc2 icrgave2 r1 r2 r3 yr* (L.kcont2 = L.bit_us L.eu), vce(cluster ifscode)

The coefficients are the same, but the standard error for kcont2 is 0.324050 in EViews, and .3189183 in Stata. They are close enough perhaps, but I wonder why they differ, and whether there is an option that would make them the same.

Thanks for your attention.

Probably a degree of freedom correction difference.

Divide the SEs in one package by those from the other package. If the ratio is constant across all variables, it is almost certainly DoF.

Thanks for your reply. The ratios are fairly close to each other, but not exactly the same. They differ after 4th decimal number, e.g. 0.984163864 and 0.984136258. When I unselect the degrees of freedom correction, the SEs become a lot more similar, and the ratio becomes 0.999999059320208. But it's still not 1. I wonder if there is something else going on here. Could you say that this is all normal?
A different question is whether to use degrees of freedom correction or not. Why does Stata's current setting exclude such correction, while EViews does it?

Yeah, I'd say that's just degree of freedom correction.