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st: GMM moment errors
From
nadir virk <[email protected]>
To
[email protected]
Subject
st: GMM moment errors
Date
Wed, 1 Dec 2010 12:57:11 +0200
Hi,
Please can someone help me how to retrieve residuals (e) from the
moment conditions in GMM setting! Can one also retrieve the weighting
matrix (optimal weighting implied by the inverse of e'*e by Hansen
(1982))!
will be thankful for kindness!
Regards,
Nader
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