Fully Modified GMM
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Fully Modified GMM
Does the new 7.0 version include the fully modified GMM estimation technique? If not, do you plan it for future releases?
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- EViews Developer
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Re: Fully Modified GMM
It doesn't.
In principle you could use the new tools we've built into 7 to construct your own, but the model is a bit messy. We looked into this one for 7 (I assume you mean Kitamura and Phillips), but weren't quite sure whether the demand justified the resource investment. I'll make a note of the request.
In principle you could use the new tools we've built into 7 to construct your own, but the model is a bit messy. We looked into this one for 7 (I assume you mean Kitamura and Phillips), but weren't quite sure whether the demand justified the resource investment. I'll make a note of the request.
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Re: Fully Modified GMM
Does the new 12.0 EViews version include the fully modified GMM estimation technique of Kitamura & Phillips (1997)?
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- EViews Developer
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Re: Fully Modified GMM
Unfortunately, no.
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