Generalized method of moments (GMM)

• Linear and nonlinear models
• Single- and multiple-equation models
• One-step, two-step, and iterative estimators
• Cross-sectional, time-series, and panel models
• Easily specify panel-style instruments
• Interactive and programmable versions
• Robust, cluster-robust, bootstrap, jackknife, and HAC standard errors

Nonlinear least-squares regression

• Fit an arbitrary nonlinear function
• Enter the function directly or write a program
• Built-in exponential, logistic, and Gompertz functions
• Robust, cluster-robust, bootstrap, jackknife, and HAC standard errors

Nonlinear seemingly unrelated regression

• Fit a system of nonlinear equations
• Enter the the system directly or write a program
• Two-step or iterative feasible generalized nonlinear least squares
• Robust, cluster-robust, bootstrap, and jackknife standard errors