Hi All,

I am trying to do an instrumental variables regression with time series data
in R 2.11.0. I am using the package AER and have so far used "ivreg" for
estimation. I would also like to do some postestimation tests: test for
endogeniety, test of overidentifying restrictions and test of weak
instruments.

I could do these in STATA by first estimating the model with "ivregress" and
then using (1) estat endogenous, (2) estat overid, (3) estat firststage.

Are there similar postestimation commands in the package AER or in some
other package in R?

Thanks.
Deepankar

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