This zipped directory contains four files, not including the readme file.

1. EWreg.ado       Implements the CROSS-SECTIONAL Erickson Whited estimators.
2. XTEWreg.ado     Implements the minimum distance panel Erickson Whited estimators.
3. EWreplicate.do  Sample file to show how the commands work.
4. EW2012RFS.dat   Data from Erickson and Whited (2012, RFS).

Note: The original (fairly user hostile) Gauss code is on the RFS website.
