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st: GMM moment errors


From   nadir virk <nadirvirk@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: GMM moment errors
Date   Wed, 1 Dec 2010 12:57:11 +0200

Hi,
Please can someone help me how to retrieve residuals (e) from the
moment conditions in GMM setting! Can one also retrieve the weighting
matrix (optimal weighting implied by the inverse of e'*e by Hansen
(1982))!
will be thankful for kindness!
Regards,
Nader
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