Generalized method of moments estimators in Stata

David Drukker

DC09 Stata Conference from Stata Users Group

Abstract: 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.

Date: 2009-08-11
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http://repec.org/dcon09/dc09_drukker_gmm.pdf (application/pdf)

Related works:
Working Paper: Generalized method of moments estimators in Stata (2010)
Working Paper: Generalized method of moments estimators in Stata (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:dcon09:0

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