How to use SGMM?

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khkboss
Posts: 7
Joined: Thu Jan 07, 2016 10:41 pm

How to use SGMM?

Postby khkboss » Sat May 18, 2019 11:02 am

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.

EViews Gareth
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Re: How to use SGMM?

Postby EViews Gareth » Sat May 18, 2019 11:05 am

SGMM?
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khkboss
Posts: 7
Joined: Thu Jan 07, 2016 10:41 pm

Re: How to use SGMM?

Postby khkboss » Mon May 20, 2019 2:16 pm

Systematic GMM, Bond (2002) and Roodman (2006)

EViews Gareth
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Re: How to use SGMM?

Postby EViews Gareth » Mon May 20, 2019 2:30 pm

It isn't built in.
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