gmm estimation
Posted: Thu Oct 27, 2016 12:21 am
hello,
im trying to estimate a gmm system from this form: and i keep on getting the 'syntax error' warning, i wonder what did i do wrong. i write it like this: (where c(48) is the alpha parameter and c(49) is the sigma parameter- in both equations)
Verbo=c(1)*northnothaifa+c(2)*jerusalem+c(3)*haifa+c(4)*northcenter+c(5)*southcenter+c(6)*south+c(7)*TLV+c(8)*grapefruityellow+c(9)*grapefruitred+c(10)*banana+c(11)*lemon+c(12)*grapebright+c(13)*grapedark+c(16)*pom+c(17)*pomred+c(19)*klem+c(20)*klemichal+c(22)*klemtapuzina+c(23)*tapuz+c(24)*applegala+c(25)*applejoe+c(26)*applemuz+c(27)*applesmith+c(28)*appleana+c(29)*applepinkrispy+c(40)*automn+c(41)*spring+c(42)*winter+c(43)*summer+c(44)*rain+c(45)*mintemp+c(46)*maxtemp+c(47)*protest–c(48)*price+c(49)*ln(sjg2) @ pricesito _1 _2 _3 _4 _5 _6 northnothaifa jerusalem haifa northcenter southcenter south TLV grapefruityellow grapefruitred banana lemon grapebright grapedark pom pomred klem klemichal klemtapuzina tapuz applegala applejoe applemuz applesmith appleana applepinkrispy automn spring winter summer rain mintemp maxtemp protest
Lnprice=c(50)*northnothaifa+c(51)*jerusalem+c(52)*haifa+c(53)*northcenter+c(54)*southcenter+c(55)*south+c(56)*TLV+c(57)*grapefruityellow+c(58)*grapefruitred+c(59)*banana+c(60)*lemon+c(61)grapebright+c(62)*grapedark+c(63)*pom+c(64)*pomred+c(65)*klem+c(66)*klemichal+c(67)*klemtapuzina+c(68)*tapuz+c(69)*applegala+c(70)*applejoe+c(71)*applemuz+c(72)*applesmith+c(73)*appleana+c(74)*applepinkrispy+c(75)*automn+c(76)*spring+c(77)*winter+c(78)*summer+c(79)*fruitmintemp+c(80)*rainfruit+c(81)*maxtempfruit+c(82)*salary+c(83)*water+c(84)*pricesito+c(85)*foe+c(86)*protest+c(87)*katiff–ln((c(48)*(1-c(49)*sjg2-(1-c(49))*sjt2)/(c(48)*( 1-c(49)*sjg2-(1-c(49))*sjt2)+1-c(49)) @ q_average northnothaifa jerusalem haifa northcenter southcenter south TLV grapefruityellow grapefruitred banana lemon grapebright grapedark pom pomred klem klemichal klemtapuzina tapuz applegala applejoe applemuz applesmith appleana applepinkrispy automn spring winter fruitmintemp rainfruit maxtempfruit salary water foe pricesito protest katiff
thanks a lot.
im trying to estimate a gmm system from this form: and i keep on getting the 'syntax error' warning, i wonder what did i do wrong. i write it like this: (where c(48) is the alpha parameter and c(49) is the sigma parameter- in both equations)
Verbo=c(1)*northnothaifa+c(2)*jerusalem+c(3)*haifa+c(4)*northcenter+c(5)*southcenter+c(6)*south+c(7)*TLV+c(8)*grapefruityellow+c(9)*grapefruitred+c(10)*banana+c(11)*lemon+c(12)*grapebright+c(13)*grapedark+c(16)*pom+c(17)*pomred+c(19)*klem+c(20)*klemichal+c(22)*klemtapuzina+c(23)*tapuz+c(24)*applegala+c(25)*applejoe+c(26)*applemuz+c(27)*applesmith+c(28)*appleana+c(29)*applepinkrispy+c(40)*automn+c(41)*spring+c(42)*winter+c(43)*summer+c(44)*rain+c(45)*mintemp+c(46)*maxtemp+c(47)*protest–c(48)*price+c(49)*ln(sjg2) @ pricesito _1 _2 _3 _4 _5 _6 northnothaifa jerusalem haifa northcenter southcenter south TLV grapefruityellow grapefruitred banana lemon grapebright grapedark pom pomred klem klemichal klemtapuzina tapuz applegala applejoe applemuz applesmith appleana applepinkrispy automn spring winter summer rain mintemp maxtemp protest
Lnprice=c(50)*northnothaifa+c(51)*jerusalem+c(52)*haifa+c(53)*northcenter+c(54)*southcenter+c(55)*south+c(56)*TLV+c(57)*grapefruityellow+c(58)*grapefruitred+c(59)*banana+c(60)*lemon+c(61)grapebright+c(62)*grapedark+c(63)*pom+c(64)*pomred+c(65)*klem+c(66)*klemichal+c(67)*klemtapuzina+c(68)*tapuz+c(69)*applegala+c(70)*applejoe+c(71)*applemuz+c(72)*applesmith+c(73)*appleana+c(74)*applepinkrispy+c(75)*automn+c(76)*spring+c(77)*winter+c(78)*summer+c(79)*fruitmintemp+c(80)*rainfruit+c(81)*maxtempfruit+c(82)*salary+c(83)*water+c(84)*pricesito+c(85)*foe+c(86)*protest+c(87)*katiff–ln((c(48)*(1-c(49)*sjg2-(1-c(49))*sjt2)/(c(48)*( 1-c(49)*sjg2-(1-c(49))*sjt2)+1-c(49)) @ q_average northnothaifa jerusalem haifa northcenter southcenter south TLV grapefruityellow grapefruitred banana lemon grapebright grapedark pom pomred klem klemichal klemtapuzina tapuz applegala applejoe applemuz applesmith appleana applepinkrispy automn spring winter fruitmintemp rainfruit maxtempfruit salary water foe pricesito protest katiff
thanks a lot.