GMM estimation

[aly]

Hello! I have a problem and I although it may sound stupid I do not know how to work it out. I am triying to estimate an equation using GMM and I need to specify it without a dependent variable, I just turned from tlo=C(1)*b+C(2)*w into tlo-C(1)*b-C92*w (for example) but I get the message no coefficents specified. I need to have the estimation computed stating at dependent variable: implicit equation.
Thanks.

[EViews Gareth]

You appear to be missing parenthesis around C(2) in

Code: Select all

tlo-C(1)*b-C92*w

[aly]

Sorry, this is not the pb. In eviews I wrote it well, I didn t copy paste it from eviews. So this is not the pb, I tried again now and I have the same message.

[EViews Gareth]

Try running this program:

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create u 1000 series tlo=nrnd series b=nrnd series w=nrnd series z1=nrnd series z2=nrnd equation eq1.gmm tlo-c(1)*b-c(2)*w @ z1 z2

[aly]

Same message. I seems very strange because I read in eviews guide help and I followed the same steps.:(

[EViews Gareth]

Update your copy of EViews