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- Tue May 04, 2010 6:29 am
- Forum: Estimation
- Topic: GMM orthogonality condition
- Replies: 0
- Views: 2764
GMM orthogonality condition
Hello everyone, I am trying to estimate an interest rate rule through GMM and I have a few questions. First, my orthogonality condition is as follows E(i-((1-c(1))*(c(2)+c(3)inf(+12)+c(4)ygap)-c(1)i(-1))zt)=0 (zt being the instrument vector). How do I write this orthogonality condition in eviews? I ...