GMM Cross Section

[pdwhoward]

When you perform system estimation, one of the estimate commands is "GMM - Cross Section (White cov.)". However, when I try to program this using the "gmm" command, Eviews defaults to "GMM - Time Series (HAC)". How can I program using the cross sectional White covariance method? Note that Eviews says the estimation command is simply "gmm", but this is not correct, as it defaults to HAC.

[EViews Gareth]

From the EViews Object Reference:

2015-06-30_085023.png (85.6 KiB) Viewed 3912 times

[pdwhoward]

Great, thank you. Note that I was looking in the command ref, and this option is not shown under GMM.