GMM estimation for systems of equations
Posted: 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
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