GMM estimation in Mata

Austin Nichols ()
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Austin Nichols: Urban Institute

Summer North American Stata Users' Group Meetings 2008 from Stata Users Group

Abstract: A brief introduction to estimating Generalized Method of Moments models in Stata, using the optimize() function in Mata, with applications to nonlinear IV models.

Date: 2008-07-29, Revised 2008-08-28
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Persistent link: https://EconPapers.repec.org/RePEc:boc:nsug08:1

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