Hello. My name is Kilourou Yenipoho. I am using STATA 13 to analyze a large panel. I have a concern. I read an article by Rodman (2009) in which the author uses both techniques to reduce the number of instruments using the GMM estimators: One of them is limiting the lag depth, the other one is “collapsing” the instrument set. And another method is the combination of the both previous techniques. So, I would like you to help me please. I would like to have the commands to execute these differents techniques on STATA namely :

-The limit the lag depth

-The “collapsing” of the instrument set.

-The combination of the both previous techniques.

Thank You….