Expend, a Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data

ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM for cross section data using moment conditions based on multiplicative or additive errors; within groups fixed effects Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and allowing for predetermined or endogenous regressors; and quasi-differenced GMM for a dynamic linear feedback model. This manual describes in detail the various estimators, the data and software requirements, and the programme commands

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Year of publication:	2002
Authors:	Windmeijer, Frank
Publisher:	[S.l.] : SSRN
Subject:	Panel \| Panel study \| Momentenmethode \| Method of moments \| Theorie \| Theory \| Nichtlineare Regression \| Nonlinear regression

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