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 [[alternative HTML version deleted]]