GMM model

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GMM model

Postby Fatema19 » Fri Nov 29, 2019 9:57 am

Hello everyone !

I'm a PhD student in finance, but for one of my papers i must use an econometric model for the study, my topic is related to bonds and economic growth and as case of the study i choosed France and UK. Just 2 countries. As model i choosed GMM Model (generalized method of moments) and choosed the variables ...etc but not as finales variables like i choosed GDP and bonds and i already collected the data related to bonds using Bloomberg...etc.

But i need help, as now im just reading about GMM, as im not good in econometrics so i have few questions to ask if anyone can help or advice me. GMM as model i know that i need to do tests ...etc. But to choose the model wich is responding to what i need to study, i dont know how to start.

what I mean is that the GMM formula is known, does this formula have to be changed for each case study? its means is the main formula must to be changed according to the problem of the study? because lot of papers used this models but with differents formula.

And i do wanna know that after having the data how much time i need to do the tests and have the results and do the analysis ?

Any advice are welcome and will be grateful.

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