System GMM

[margerita]

Does Eviews include sys-GMM?

Thanks.

[startz]

yes

[margerita]

Thanks, startz.
and how do you apply it?

[startz]

Thanks, startz.
and how do you apply it?

That depends on whether you're using the command line or working interactively. If you told us what you've tried, we might be able to give you a more focused answer.

[margerita]

So far I've been using only dynamic panel wizard...

[EViews Gareth]

Just to be clear, are you talking about applying GMM to a system of equations, or are you talking about the Dynamic Panel Data System estimator of Blundell-Bond (if memory serves me correctly).

If it is the latter, then no EViews does not do it.



Edit: just saw your above post, which means, I guess, that you are talking about the Dynamic Panel Data method. Which means you're out of luck, I'm afraid.

[margerita]

yes, I meant Blundell&Bond estimator. Thank you.
I guess the Arellano&Bond and Arellano&Bover will have to do the job :)

[kelaynak]

Hello,

In eviews 7, Is there a support for dynamic panel system estimator (Arellano&Bond and Arellano&Bover )for a system equations?

If no,
-will it be included in future updates of eviews 7 ?
-or it is no because, it is not possible to to use dynamic system estimators for a system equations theoretically? and it is not included in other econometrical packages?

Thank you for your help