Generalized method of moments estimators in Stata

Stata 11 has new command gmm for estimating parameters by the generalized method of moments (GMM). gmm can estimate the parameters of linear and nonlinear models for cross-sectional, panel, and time-series data. In this presentation, I provide an introduction to GMM and to the gmm command.

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Year of publication:	2009-08-11
Authors:	Drukker, David M.
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	DC09 Stata Conference.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005009799