Search found 2 matches
Search found 2 matches • Page 1 of 1
- Fri Mar 18, 2011 11:55 am
- Forum: Econometric Discussions
- Topic: Impulse (singleton) dummy in GMM
- Replies: 0
- Views: 1095
Dear guys, I have this problem. I have seen in the GMM residuals that there is an outlier. I have decided to insert an impulse dummy in the estimation. But when I have inserted it also as instrument, the Hansen J-test is implausible (p-value=1). There is a theoretical problem in using impulse dummy ...
- Wed Feb 16, 2011 3:14 am
- Forum: Add-in Support
- Topic: EqBootstrap (bootstrap standard errors)
- Replies: 28
- Views: 30319
Dear Gareth, I have to estimate a nonlinear LS with explicited coefficients: d(dlp2) = c(1) + c(2)*(dlp2(-1)- (c(3)*lulc(-1)+ c(4)*mel(-1))) + c(5)*d(dlp2(-1)) + c(6)*d(lulc(-1)) + c(7)*d(mel(-1)) I have seen that bootstrao Add-in does not work. Is there a solution to run the bootstrap procedure? Th...