This may well be programmable.
At the Polish users' meeting last month, Bill Gould gave an example of
using Mata's optimizer
for a GMM problem. The code was impressively short.
Nick
[email protected]
Artur Tamazian's colleague
I am estimating the following dynamic panel:
(log y_t) - (log Y_t-1) = alfa X + Y_0 + a_i + e
I would like to know wheather there is a possibility to compute
non-linear
gmm under Stata or not. I read -xtabond2- help but could not find
nonlinearity option.
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