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From | alvaro <aa314@cam.ac.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: non-linear models with gmm |
Date | Wed, 22 Feb 2006 17:47:04 +0000 |
Dear colleagues, I need to estimate a non-linear model with gmm. the model is of the following type: y=beta1*y(t-1)+(1-beta1)*(beta2+beta3*x1)+epsilon with instruments: c x1(t-1) and so on. Is there any built in facility in Stata to perform this regression? Cheers, Alvaro * * 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/
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