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st: Second derivative for GMM
From
John Bates <[email protected]>
To
Stata <[email protected]>
Subject
st: Second derivative for GMM
Date
Thu, 7 Jul 2011 08:43:47 -0700 (PDT)
Stata's GMM command allows the user to specify analytic first derivatives. Is there any way to specify the second derivatives? (Or will this functionality be added in future versions?) I would think that would speed the command up.
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