Search found 1 match
- Mon Jan 25, 2016 11:38 am
- Forum: Econometric Discussions
- Topic: GMM for a system of equations (TSP --> EViews 9))
- Replies: 0
- Views: 3011
GMM for a system of equations (TSP --> EViews 9))
Hello, I need to estimate a system of equations with GMM for panel data in Eviews9: y(it) = c_1(i) + c_2(i)*x_2 +c_3*x_3(i) @ c inst_1 inst_2 inst_3, where I resrict c_3 to be the same for all i (Wald test does not reject this constraint). Now, my questions are: 1) What would be the appropriate pane...