Search found 2 matches
- Wed Jan 30, 2019 6:55 am
- Forum: Estimation
- Topic: GMM Panel data
- Replies: 1
- Views: 2967
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...
- Sat Jan 26, 2019 11:13 pm
- Forum: Estimation
- Topic: Near Singular Matrix Error
- Replies: 43
- Views: 104892
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...