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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 ...

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...