EconPapers    
Economics at your fingertips  
 

GMM estimation in Mata

Austin Nichols

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
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://repec.org/snasug08/nichols_gmm.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:nsug08:1

Access Statistics for this paper

More papers in Summer North American Stata Users' Group Meetings 2008 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2018-05-20
Handle: RePEc:boc:nsug08:1