Search found 2 matches
- Tue Feb 25, 2025 11:28 pm
- Forum: Estimation
- Topic: GMM issue when estimating LR coefficients directly (ECM)
- Replies: 8
- Views: 60973
Re: GMM issue when estimating LR coefficients directly (ECM)
Hi - Can I follow up on the above. It is a urgent question
- Mon Feb 24, 2025 9:04 am
- Forum: Estimation
- Topic: GMM issue when estimating LR coefficients directly (ECM)
- Replies: 8
- Views: 60973
Re: GMM issue when estimating LR coefficients directly (ECM)
Hi, I am currently trying to implement a similar model. I have several questions regarding the optimal way of estimating an error correction model in Eviews when I have the potential issue of endogeneity in the regressor and might need to use GMM. 1) When I estimate the model below in two steps (usi...