System GMM

For econometric discussions not necessarily related to EViews.

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Nabila Khan
Posts: 1
Joined: Wed Mar 13, 2013 5:45 am

System GMM

Postby Nabila Khan » Wed Mar 13, 2013 6:04 am

Hi
can you tell me the difference between GMM and 3sls approach. How can i estimate system GMM in eviews

I will be highly appriciate for prompt reply
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x_a@pamak
Posts: 1
Joined: Mon Feb 25, 2013 2:23 pm

Re: dynamic panel data

Postby x_a@pamak » Fri Mar 15, 2013 1:51 pm

i am nec in econometrics and I would like to ask sth: I run a balanced panel in Eviews 7. I have 27 countries and a time span from 1995-2010, that is a total sample of 432 observations. I imported my data and now I am trying to determine which variables i will keep in my model, however when I test for example my dependant variable with a dummy variable it gives me a sign of "near singular matrix" what does it mean?
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