GMM system estimation
Posted: Thu Apr 21, 2016 4:02 am
I am using a GMM estimation in a system like below
However, I don't know how I should choose in the dialog box below.
Can someone help me with this or share me a link regarding this? Thanks very much!
Code: Select all
ro = c(1)+c(2)*cci(-1)+c(3)*dy+c(4)*gdpg+c(5)*ipg+c(6)*ir+c(7)*ircpi+c(8)*unrate
rt = c(9)+c(10)*cci(-2)+c(11)*dy+c(12)*gdpg+c(13)*ipg+c(14)*ir+c(15)*ircpi+c(16)*unrate
rth = c(17)+c(18)*cci(-3)+c(19)*dy+c(20)*gdpg+c(21)*ipg+c(22)*ir+c(23)*ircpi+c(24)*unrate
rx = c(25)+c(26)*cci(-6)+c(27)*dy+c(28)*gdpg+c(29)*ipg+c(30)*ir+c(31)*ircpi+c(32)*unrate
rn = c(33)+c(34)*cci(-9)+c(35)*dy+c(36)*gdpg+c(37)*ipg+c(38)*ir+c(39)*ircpi+c(40)*unrate
rtv = c(41)+c(42)*cci(-12)+c(43)*dy+c(44)*gdpg+c(45)*ipg+c(46)*ir+c(47)*ircpi+c(48)*unrate
rtf = c(49)+c(50)*cci(-24)+c(51)*dy+c(52)*gdpg+c(53)*ipg+c(54)*ir+c(55)*ircpi+c(56)*unrate
rtx = c(57)+c(58)*cci(-36)+c(59)*dy+c(60)*gdpg+c(61)*ipg+c(62)*ir+c(63)*ircpi+c(64)*unrate
@inst c cci dy gdpg ipg ir ircpi unrateCan someone help me with this or share me a link regarding this? Thanks very much!