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Dear Dr Attaullah
Thank for getting back to me. I have tried the similar syntax with the webuse nlswork2, but the matrix stata return is an empty one.
I have tried the same with my data as well, but it does not give any values in the table.
pvar Y X, lag(8) instl(1/10) td gmmstyle vce(robust)
mat t =r(pgstats)
asdoc wmat, mat (t) replace
Any idea what is going wrong here.