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pgmm: fix one-step covariance matrix #62

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pgmm: fix one-step covariance matrix #62

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@tappek tappek commented Jan 2, 2025

now replicates Arellano/Bond (1991) table 4, columns a1, a2

tappek added 4 commits January 2, 2025 21:53
…ano/Bond (1991), table 4, cols a1, a2); adjust vcovHC.pgmm accordingly (to make use of fixed non-robust covariance matrix) and declutter vcovHC.pgmm's code; add more test cases
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