Please note: all code is provided for convenience to other user, but NO PROMISE OF CORRECTNESS is made! You may want to check back for updates/bug fixes/etc.
Standard errors were previously incorrect, as the standard error of the regression was being computed using fitted rather than actual data for endogenous variables. This problem was fixed on October 17th, 2000.
This was wrong because the original code was actually doing it right. I've restored the code to its original form, aside from a comment explaining why changing the names of the temp matrices `b' and `V' ensures that the correct standard errors are generated.