Anybody has any idea how can I do some GMM estimation in Stata?
I am aware of the ivreg, ivreg2 and the related tests, but it seems that for applying these things I need to specify the distribution of X + to make tranformations that will result in liniar conditions.
But I don't want to do these... all right, I may want, but I cannot, because the economic model I'm using as a moment condition is not liniar.
Any way I can work this out in Stata?
Thanks.
-Danielle
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