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Re: st: GMM in consumption CAPM


From   Charles Koss <[email protected]>
To   [email protected]
Subject   Re: st: GMM in consumption CAPM
Date   Tue, 8 Mar 2011 18:21:56 -0600

Could you provide full reference to the papers?

thanks,

Charles



On Tue, Mar 8, 2011 at 4:05 PM, Luo Di <[email protected]> wrote:
> Dear all,
>
> Have anyone written stata command or ado file to estimate consumption
> CAPM using GMM method, typically the recent paper of Parker and
> Julliard (2005) and Yogo (2006)?  I want to know how to use stata to
> implement the method of  Parker and Julliard (2005) and Yogo (2006).
>
> Thanks.
>
> Best Regards,
> Luo Di
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