| 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/
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