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Generalized method of moments estimators in Stata
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David Drukker: StataCorp LP
Mexican Stata Users' Group Meetings 2010 from Stata Users Group
Stata 11 has the new command gmm for estimating parameters by 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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Persistent link: http://EconPapers.repec.org/RePEc:boc:msug10:09
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