Search found 2 matches

by BUKETMERT
Wed Jan 30, 2019 6:55 am
Forum: Estimation
Topic: GMM Panel data
Replies: 1
Views: 524

GMM Panel data

Hi, I have the "near singular matrix" problem in estimating panel Generalized Method of Moments (GMM) model in EViews. My dataset is annual data in a panel with 57firms and 10 years, the depent variable are rpk; independent variables are yakit, personel, pazr, cari, kald, adh, dummy. Diffe...
by BUKETMERT
Sat Jan 26, 2019 11:13 pm
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 46550

Re: Near Singular Matrix Error

Hi, I have the "near singular matrix" problem in estimating panel Generalized Method of Moments (GMM) model in EViews. My dataset is annual data in a panel with 57firms and 10 years, the variables are logs of kar, yakit, personel, pazr, cari, kald, adh, dummy. Different methods (Least Squa...

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