EViews.com

Kapetanios, Shin & Snell themselves take a taylor approximation on their non-linear specification which yields an equation that you can easily estimate in Eviews: Dy(t) = a*y(t)^3 + b*y(t-1) + c*y(t-2) + .... + error(t) that's it, so you regress the difference to its cube and lagged terms. How d...

Hello,

Does anybody knows a way on how to perform weak-id robust Anderson - Rubin (1949) or Kleibergen (2002) KLM test for post IV-GMM estimation?

Cheers

Burak

Thanks for the code trubador. I've got a pretty low level question. How do you tell eviews to run program mode A B or C, what do you have to type in the program arguments box?

Cheers