ask: implementing gmm model in eviews

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ciuk25
Posts: 3
Joined: Thu Jun 25, 2009 5:53 am

ask: implementing gmm model in eviews

Postby ciuk25 » Tue Jun 30, 2009 12:34 pm

first off all, im newbie in this forum and in eviews.

right now, i do research about capital mobility, and use GMM methodology, but i dont know what i must write in equation specification and instrument list.

i have 2 model :
1. dlog Cit - dlog Cjt = a1 + b1 dlog Yit + b2 dlog Cjt + b3 dlog Yj + eijt
2. dlog Cit - dlog Cjt = a1 + b1 dlog Yit + b2 dlog Cjt - b1(1+b2) dlog Yj + eijt

instrument variable :
all in second lag
dlog Cit, dlog Cjt, dlog Yit, dlog Yj, dlog Cit/dlog Yit, dlog Cij/dlog Yjt

thanks for helping me

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