gmm option, V5 vs V7

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maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

gmm option, V5 vs V7

Postby maxchen » Tue Aug 31, 2010 7:19 am

Hi
the gmm method of equation: options the iteration methods

V5 V7
c method=oneplusone
i method=simul
o method=nstep, gmmiter=1
s method=converge

Are they correct? I try to find a way to update old code in EViews 5.1 to EViews 7.1

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: gmm option, V5 vs V7

Postby EViews Gareth » Tue Aug 31, 2010 7:24 am

Looks right to me.

maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

Re: gmm option, V5 vs V7

Postby maxchen » Tue Aug 31, 2010 7:38 pm

Thanks so much!
For equation object, the gmm is totally updated. However, for system object, the options are unchanged . Besides, the j-stat in system output is still J/T, not J. For equations (non-panel), it is change from J/T to J.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

gmm option, V5 vs V7

Postby EViews Gareth » Tue Aug 31, 2010 8:01 pm

Indeed


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