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System GMM

Posted: Wed Mar 13, 2013 6:04 am
by Nabila Khan
Hi
can you tell me the difference between GMM and 3sls approach. How can i estimate system GMM in eviews

I will be highly appriciate for prompt reply

Re: dynamic panel data

Posted: Fri Mar 15, 2013 1:51 pm
by x_a@pamak
i am nec in econometrics and I would like to ask sth: I run a balanced panel in Eviews 7. I have 27 countries and a time span from 1995-2010, that is a total sample of 432 observations. I imported my data and now I am trying to determine which variables i will keep in my model, however when I test for example my dependant variable with a dummy variable it gives me a sign of "near singular matrix" what does it mean?