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st: Quaids and GMM


From   Ana <analunhb@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Quaids and GMM
Date   Wed, 22 Jun 2011 20:56:40 -0300

Dear Statalisters

I'm using Brian Poi (2008) nlsurquaids.ado to estimate a Four Demand
Equation system.

My model has the form:

nlsurquaids @ w1 w2 w3 lnp1-lnp4 lnexp, ifgnls nequations(3) param(a1
a2 a3 b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog

I'd like to include in this model an Instrumental Variable (like
lnincome) for the expenditure variable (lnexp). Therefore, I'd like to
use gmm to estimate de demand systema bove including IV.
Is the any moment evaluator program equivalent to the function
evaluator program introduced by Poi (2008)?

I appreciate any help.
Best regards,
Ana.
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