GMM

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.

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SoerenNielsen
Posts: 2
Joined: Fri Dec 13, 2013 11:59 am

GMM

Postby SoerenNielsen » Fri Dec 13, 2013 12:03 pm

Dear all,

I'm having problems in estimating a system of equations through GMM, i get the message "near singular matrix" when i try to run the program.


I hope some have an idea to overcome this problem

\\Soeren Nielsen
Last edited by SoerenNielsen on Mon Dec 16, 2013 2:30 am, edited 1 time in total.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: GMM

Postby EViews Gareth » Fri Dec 13, 2013 12:14 pm

Not enough instruments.
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SoerenNielsen
Posts: 2
Joined: Fri Dec 13, 2013 11:59 am

Re: GMM

Postby SoerenNielsen » Fri Dec 13, 2013 12:21 pm

That sounds right, but do you have an idea to which instruments I can use ?
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