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Parameter restriction in GMM
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Re: Parameter restriction in GMM
Posted:
Sun Jun 12, 2016 10:25 am
by
startz
If c(3)==0, then the standard error equals zero. If c(3)=1-c(1)-c(2), then so a Wald test on 1-c(1)-c(2)=0 and the standard error will be shown.
Re: Parameter restriction in GMM
Posted:
Sun Jun 12, 2016 12:42 pm
by
Saakshi
Thank you startz.