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st: GMM Selection Criteria

From   "Vidya Mahambare" <[email protected]>
To   <[email protected]>
Subject   st: GMM Selection Criteria
Date   Wed, 27 Oct 2004 13:12:12 +0100

Could anyone tell me if it is possible to calculate any selection criteria tests
for GMM in Stata?  E.g. something like GMM-BIC suggested by Andrews (1999).


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