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- Sat May 05, 2012 7:04 am
- Forum: Estimation
- Topic: GMM Estimation with eviews
- Replies: 0
- Views: 1509
GMM Estimation with eviews
Hello, I tried to estimate an model of the following general form with generalized methode of moments: y = c + b(1)*d(1)*x(1)+ b(2)*d(2)*x(2)+ b(3)*d(3)*x(3) where: c ...intercept; konstant b(1),b(2),b(3) ... coeffizient d(1),d(2),d(3)...instruments x(1),x(2),x(3)...independen variables y depend var...
