Bootstrapping GMM estimators(centered moment condition)

[hiro7710]

Hello,

I have a question about Bootstrapping GMM estimators in panel data models.

In case of Bootstrapping GMM, monemt conditon has to be centered for bootstrapped data
(Hall and Horowitz(1996),econometrica 64(4),pp.891-916).

For example, recentered bootstrap sample monents is indicated as h*(v*,β)=h(v*,β)-(1/n)Σh(v,β^)

h(v*,β):bootstrap sample moment,
(1/n)Σh(v,β^):original data sample moment

In linear case, recentered bootstrap sample monents is indicated as Z*'[y*-X*β]-Z'u^ (Z:instrumental variables,u^:residual)

Is centered moment condition estimated using Eviews command or program form?

Are there any useful programs and method?

thank you