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by rhaos69
Wed Jun 02, 2010 4:23 am
Forum: Estimation
Topic: Non-linear Gmm - Near singular matrix problem
Replies: 3
Views: 5724

Re: Non-linear Gmm - Near singular matrix problem

I seen that when i change the value of c(1) (and c(2) sometimes) i get results. I just don't know if this is good for the estimation, because the paper i replicate doesn't write something about initial values.........unless it is considered that it doesn't have to be mention....
by rhaos69
Sun May 30, 2010 4:53 am
Forum: Estimation
Topic: Non-linear Gmm - Near singular matrix problem
Replies: 3
Views: 5724

Non-linear Gmm - Near singular matrix problem

Hi everyone!! It's the first time i write here because i have a very furstrating problem.....I want to replicate the results of a paper, where non linear gmm is used in panel data... I want to estimate with quadratic Andreus spectral kernel the following equation : c(1)*con_g(1)^(-c(2))*inf(1)^(-1)*...

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