GMM parameters
Posted: Tue Aug 06, 2013 5:39 am
by Mito
I have a panel GMM model. Is there any way to know the formula used to calculate the parameters??
Re: GMM parameters
Posted: Tue Aug 06, 2013 7:59 am
by EViews Gareth
You're best off reading the "Estimation background" part of the Panel Estimation chapter of User Guide II.