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gmm option, V5 vs V7

Posted: Tue Aug 31, 2010 7:19 am
by maxchen
Hi
the gmm method of equation: options the iteration methods

V5 V7
c method=oneplusone
i method=simul
o method=nstep, gmmiter=1
s method=converge

Are they correct? I try to find a way to update old code in EViews 5.1 to EViews 7.1

Re: gmm option, V5 vs V7

Posted: Tue Aug 31, 2010 7:24 am
by EViews Gareth
Looks right to me.

Re: gmm option, V5 vs V7

Posted: Tue Aug 31, 2010 7:38 pm
by maxchen
Thanks so much!
For equation object, the gmm is totally updated. However, for system object, the options are unchanged . Besides, the j-stat in system output is still J/T, not J. For equations (non-panel), it is change from J/T to J.

gmm option, V5 vs V7

Posted: Tue Aug 31, 2010 8:01 pm
by EViews Gareth
Indeed