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RE: st: RE: Non-linear GMM


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Non-linear GMM
Date   Tue, 15 Apr 2008 20:04:04 +0100

wgould@stata.com (William Gould, StataCorp LP)

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Tamazian,
Artur
Sent: 15 April 2008 19:59
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Non-linear GMM

  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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