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pgmm: fix one-step covariance matrix#62

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tappek wants to merge 4 commits intomainycroissant/plm:mainfrom pgmm_step1_vcovycroissant/plm:pgmm_step1_vcovCopy head branch name to clipboard

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Commits on Jan 2, 2025

• pgmm: fix normal (non-robust) covariance matrix (now replicated Arellano/Bond (1991), table 4, cols a1, a2); adjust vcovHC.pgmm accordingly (to make use of fixed non-robust covariance matrix) and d…

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• pgmm: doc/tests: mention/add Windmeijer

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• more precise

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• update a test file for previous commit fixing pgmm's onestep non-robust vcov

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