Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: non-linear models with gmm


From   alvaro <[email protected]>
To   [email protected]
Subject   st: non-linear models with gmm
Date   Wed, 22 Feb 2006 17:47:04 +0000

Dear colleagues,
I need to estimate a non-linear model with gmm.
the model is of the following type:

y=beta1*y(t-1)+(1-beta1)*(beta2+beta3*x1)+epsilon

with instruments: c x1(t-1) and so on.

Is there any built in facility in Stata to perform this regression?

Cheers,

Alvaro

*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index