GMM parameters

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Mito
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Joined: Fri Apr 05, 2013 7:44 am

GMM parameters

Postby Mito » Tue Aug 06, 2013 5:39 am

I have a panel GMM model. Is there any way to know the formula used to calculate the parameters??
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: GMM parameters

Postby EViews Gareth » Tue Aug 06, 2013 7:59 am

You're best off reading the "Estimation background" part of the Panel Estimation chapter of User Guide II.
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