Hi,
is there any chance to see the output of the first-stage estimation, when using GMM based on a system?
This would allow me to look at the results using an identity matrix, which as I read is not possible to choose as a weighing matrix as a default setting.
Hope you can help me out!
Best
Damian
GMM System - display first stage estimation
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Re: GMM System - display first stage estimation
Make a copy of the system, and estimate using 2SLS.
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Re: GMM System - display first stage estimation
help me giving me system gmm command
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