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- Wed May 18, 2011 12:32 pm
- Forum: Estimation
- Topic: GMM Estimation... How To?
- Replies: 0
- Views: 1405
GMM Estimation... How To?
Can someone showe me a step by step estimation of the following gmm model? http://imageshack.us/m/837/9323/imgci.png i tried this way in object - > system @inst robid (robid - robid(-1)) - (c(1) + c(2)* robid(-1)) = 0 ((robid - robid(-1)) - (c(1) + c(2)* robid(-1)))^2 - (c(3)^2)*(robid(-1)^2) = 0 ((...