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How to use SGMM?

Posted: Sat May 18, 2019 11:02 am
by khkboss
Hello,

I am using Eviews10 and I am not sure how to use SGMM in practice.
I would appreciate it if you walk me through how to do it.
Thank you.

Re: How to use SGMM?

Posted: Sat May 18, 2019 11:05 am
by EViews Gareth
SGMM?

Re: How to use SGMM?

Posted: Mon May 20, 2019 2:16 pm
by khkboss
Systematic GMM, Bond (2002) and Roodman (2006)

Re: How to use SGMM?

Posted: Mon May 20, 2019 2:30 pm
by EViews Gareth
It isn't built in.