GMM estimation for systems of equations

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
wenbowong
Posts: 1
Joined: Mon Feb 28, 2011 7:17 pm

GMM estimation for systems of equations

Postby wenbowong » Mon Feb 28, 2011 9:48 pm

Hello,

I wanna know how the initial orthogonality condition for estimates of GMM is defined in Eviews. Is this estimate computed by using 3SLS estimates of the parameters, or just 2sls ?

Thank you
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests