st: non-linear models with gmm

[alvaro <aa314@cam.ac.uk>]

Dear colleagues,
I need to estimate a non-linear model with gmm.
the model is of the following type:

y=beta1*y(t-1)+(1-beta1)*(beta2+beta3*x1)+epsilon

with instruments: c x1(t-1) and so on.

Is there any built in facility in Stata to perform this regression?

Cheers,

Alvaro

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