Generalized method of moments estimators in Stata

David Drukker

German Stata Users' Group Meetings 2010 from Stata Users Group

Abstract: Stata 11 has a 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: 2010-07-13
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Citations: View citations in EconPapers (1)

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http://fmwww.bc.edu/repec/dsug2010/drukker.pdf (application/pdf)

Related works:
Working Paper: Generalized method of moments estimators in Stata (2010)
Working Paper: Generalized method of moments estimators in Stata (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug10:06

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