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Re: st: RE: Non-linear GMM


From   "Tamazian, Artur" <oartur@usc.es>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Non-linear GMM
Date   Tue, 15 Apr 2008 20:58:44 +0200

Dear Nick,

Thanks for response. Could you provide Bill's email or forward his presentation? I could not find the latter on-line.

Best,
A.

Nick Cox <n.j.cox@durham.ac.uk> ha escrito:


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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