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st: GMM in consumption CAPM


From   Luo Di <[email protected]>
To   [email protected]
Subject   st: GMM in consumption CAPM
Date   Tue, 8 Mar 2011 22:05:23 +0000

Dear all,

Have anyone written stata command or ado file to estimate consumption
CAPM using GMM method, typically the recent paper of Parker and
Julliard (2005) and Yogo (2006)?  I want to know how to use stata to
implement the method of  Parker and Julliard (2005) and Yogo (2006).

Thanks.

Best Regards,
Luo Di
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