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- Mon Jan 11, 2010 4:54 am
- Forum: Estimation
- Topic: instruments in system estimation
- Replies: 1
- Views: 2266
instruments in system estimation
i performed panel GMM estimation, of equation yz4 wdef sii2 zinv_gfcf zwopen with instruments @dyn(yz4,-2) wdef(-1) sii2(-1) zinv_gfcf(-1) zwopen(-1) panel option is 1st difference. now i want to perform GMM system estimation 1 equation at level with instruments 1st difference, and 2 equation at 1st...