Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: GMM Selection Criteria


From   "Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: GMM Selection Criteria
Date   Wed, 27 Oct 2004 13:12:12 +0100

Could anyone tell me if it is possible to calculate any selection criteria tests
for GMM in Stata?  E.g. something like GMM-BIC suggested by Andrews (1999).

Thanks,
Vidya

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index