Hello,
I wanna know how the initial orthogonality condition for estimates of GMM is defined in Eviews. Is this estimate computed by using 3SLS estimates of the parameters, or just 2sls ?
Thank you
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- Mon Feb 28, 2011 9:48 pm
- Forum: Estimation
- Topic: GMM estimation for systems of equations
- Replies: 0
- Views: 1204