GMM estimation
Posted: Sat May 24, 2014 5:47 am
Dear all,
I have a question regarding the equation specification and instrument list when using the GMM estimator (Eviews 7). Can someone please tell me how I can write the attached picture in Eviews? (F are risk factors and Z are information variables. Both are predetermined variables in other words). I don't understand how to specify the "equation specification" and "instrument list" when opening the estimate equation option and choosing GMM.
Any help is greatly appreciated!
I have a question regarding the equation specification and instrument list when using the GMM estimator (Eviews 7). Can someone please tell me how I can write the attached picture in Eviews? (F are risk factors and Z are information variables. Both are predetermined variables in other words). I don't understand how to specify the "equation specification" and "instrument list" when opening the estimate equation option and choosing GMM.
Any help is greatly appreciated!