Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: How to incorporate several dependent variables to the moment evaluating function in gmm?


From   Christoph Jäckel <christoph.jaeckel@wi.tum.de>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: How to incorporate several dependent variables to the moment evaluating function in gmm?
Date   Tue, 27 Nov 2012 09:32:53 +0100

I have subsribed to the digest list, so I hope this reply works ;-)

Just wanted to thank you, Brian. Your answer made everything a lot
clearer to me. I keep on looking into the GMM approach, hoping to
simplify things further (right now, I have to write down 25 equations)
and eventually, run a cross-sectional regression (CSR) that includes
both a TSR and then a CSR. If I have any further questions, I probably
ask for your help again, but for now I'm good.

Thanks again,

Christoph
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index