GMM System - display first stage estimation
Posted: Fri Feb 09, 2018 5:40 am
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
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