Could anyone teach me how perform full information GMM with Stata?
(Using GMM to estimate a system of consumption equations with IV,
seemingly correlated residuals and unknown form of heteroscadesticity.)
Besides, what command(s) should I use if I would like to test or impose
parameter restrictions across equations, linear or non-linear?
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* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
