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Hello, I had a look at the user guide and I am a bit unsure about T/(T-k) fraction in front of both equations for HAC (16.14 and 16.15 in 5.1 guide and 25.14, 25.15 in Version 6, User Guide II) - when I look at Greene textbook, I think the formulae look different. Maybe this is due to asymptotics wh...

Thank you for both of the replies :D So would it be all right to simply change the c vector back to 0 vector whenever the non-singularity problem arises? - of course, if this does not help there is a problem with the coefficients as you have illustrated, I suppose Thank you once more for the helpful...

Hello, I have two questions regarding GMM and would be very grateful for any comments and help: When I estimate several GMM equations, I may get "near singular matrix" result even when I am re-estimating equation which I have previsouly estimated without encountering this note... I thought...

Thank you very much for doing the estimation and helping me - now I know that I can use my 5.1 version for the estimation.

Once more thank you.

My 5.1 version is updated but the university version 6 not (I cannot change this) - does this mean that out of the two sets of results the one I get with 5.1 is the correct one? This would support the previous post that 5.1 and 6 yield the same results that differ from 4... Do the "same results...

I am not sure whether the 6 version is updated since it is a university software (I own 5.1). The c vector is the same in both cases - I literally open a pre-estimated equation in a given file (thus c verctor is the same) just using the different versions of the software and press estimate and the r...

Thank you for doing the estimation. I do not understand how is it possible then, that with 5.1 I get USFF= C(2)*USFF(-1) +(1-C(2))*(C(1)+C(3)*USINFL(+12) +C(4) *USGAP1) Instrument list: C USGAP1(-1 TO -6) USGAP1(-9) USGAP1(-12) USINFL(-1 TO -6) USINFL(-9) USINFL(-12) USFF(-1) USFF(-6) USFF(-9) USFF(...

Also, I have come across an empirical investigation usnig GMM and they detail 3 estimators - 2step GMM, iterative GMM (coefficients and the weighting matrix caluclated recursively) and "continuous updating GMM" (weighting matrix continuously altered in the process of estimation). Which of ...

I have tried opening equation equsrfe and just pressing estimate - this yields the same result as upon opening of the equation (corresponding to authors results) with EViews 4 and 6 but when I re-estimate with 5.1 I get altered results. Maybe it has to do with the initial estimates from which the pr...

Dear Sir/Madame, I am trying to replicate results in one econometrics textbook to learn about GMM estimation - the textbook example has been done with Eviews 4. When I try replicating the results using Eviews 5.1, they do not correspond (different number of iterations until convergence - despite the...