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- Tue Jul 13, 2010 7:32 pm
- Forum: Estimation
- Topic: GMM - Continuously Updating Estimator Puzzle with EVIews 7
- Replies: 1
- Views: 2489
GMM - Continuously Updating Estimator Puzzle with EVIews 7
I noticed that I get very different results if I apply Eviews 7 Generalized Method of Moments (GMM)-Continuously Updating Estimator (CUE) to a given sample, depending on whether I ran the CUE only, whether I ran the CUE after the N-step iterative weight updating, or whether I ran the CUE after the I...