GMM estimation

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Faulie
Posts: 1
Joined: Sat May 24, 2014 5:16 am

GMM estimation

Postby Faulie » Sat May 24, 2014 5:47 am

Dear all,

I have a question regarding the equation specification and instrument list when using the GMM estimator (Eviews 7). Can someone please tell me how I can write the attached picture in Eviews? (F are risk factors and Z are information variables. Both are predetermined variables in other words). I don't understand how to specify the "equation specification" and "instrument list" when opening the estimate equation option and choosing GMM.

Any help is greatly appreciated!
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Skjermbilde 2014-05-24 kl. 14.38.27.png
Skjermbilde 2014-05-24 kl. 14.38.27.png (96.71 KiB) Viewed 1559 times
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