GMM System - display first stage estimation

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DamianE
Posts: 4
Joined: Fri Jan 12, 2018 1:45 am

GMM System - display first stage estimation

Postby DamianE » 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

EViews Glenn
EViews Developer
Posts: 2590
Joined: Wed Oct 15, 2008 9:17 am

Re: GMM System - display first stage estimation

Postby EViews Glenn » Fri Feb 09, 2018 11:08 am

Make a copy of the system, and estimate using 2SLS.

sanjitku13
Posts: 1
Joined: Sat Apr 14, 2018 10:52 am

Re: GMM System - display first stage estimation

Postby sanjitku13 » Sun Apr 15, 2018 12:21 am

help me giving me system gmm command


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