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st: RE: Non-linear GMM


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Non-linear GMM
Date   Tue, 15 Apr 2008 15:49:44 +0100

This may well be programmable. 

At the Polish users' meeting last month, Bill Gould gave an example of
using Mata's optimizer
for a GMM problem. The code was impressively short. 

Nick
n.j.cox@durham.ac.uk 

Artur Tamazian's colleague

I am estimating the following dynamic panel:

(log y_t) - (log Y_t-1) = alfa X + Y_0 + a_i + e

I would like to know wheather there is a possibility to compute
non-linear
gmm under Stata or not. I read -xtabond2- help but could not find
nonlinearity option. 

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