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Here's the updated workfile

I've updated my specification to try to avoid this issue and make it a bit cleaner by including an indicator function variable rather than having two separate variables. I'm now getting a mix of 'Overflow' and 'Near Singular Matrix' errors, depending on starting values. Any suggestions on this? Or a...

There appear to be many issues with that specification. First of all there isn't a series called ARMNEG in your workfile. Secondly you don't have anywhere near enough instruments. It may well be an instrument issue, but the specification I'm basing my model on was estimated without instruments so i...

Sorry, I must have attached a slightly old copy of the workfile. I've included the up to date file with variable armneg.

I'm trying to estimate a non-linear GMM model using the attached workfile, but can't get the system to run. I was initially receiving the error message 'No valid observations in equation', so tried tweaking the starting values until I no longer received the message. Unfortunately for all values I've...