Generalized method of moments estimators in Stata

David Drukker
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David Drukker: StataCorp LP

Mexican Stata Users' Group Meetings 2010 from Stata Users Group

Abstract: 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

Date: 2010-06-10
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Persistent link: http://EconPapers.repec.org/RePEc:boc:msug10:09

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