GMM Panel data

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BUKETMERT
Posts: 2
Joined: Sat Jan 26, 2019 1:17 pm

GMM Panel data

Postby BUKETMERT » Wed Jan 30, 2019 6:55 am

Hi, I have the "near singular matrix" problem in estimating panel Generalized Method of Moments (GMM) model in EViews. My dataset is annual data in a panel with 57firms and 10 years, the depent variable are rpk; independent variables are yakit, personel, pazr, cari, kald, adh, dummy.

Different methods (Least Squares etc.) did not report this problem. Estimation was fine and in line with expectations. I cannot find where the problem is. Unfortunately I need the GMM.

I attach the file here.

Thank you very much if a prompt reply is possible.

Buket
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forum 26ocak.xlsx
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: GMM Panel data

Postby startz » Wed Jan 30, 2019 12:57 pm

Perhaps you should post the exact commands you used as well as the EViews workfile.
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