On Jun 12, 2007, at 12:00 AM, Sebastian Kruk wrote:
Hi stata's users! I am new.
Then you should start by reading the FAQ:
<http://www.stata.com/support/faqs/res/statalist.html>
Section 3 is particularly relevant for you, as I suspect several list
members will point out (if they don't simply ignore you, given that
you have broadly ignored the advice there....).
You are right!
I would like to fit a new keynesian curve
Quoting from section 3 of the FAQ:
"Many questions will be of interest to only some Statalist members.
Always recall that members come from many different sciences. Try to
show a little sensitivity to those noneconometricians,..."
Maybe a new subscriber should receive the FAQ as first message.
Given your subject line -- and my own expertise -- I happen to know
that you are referring to a "New Keynesian Phillips Curve". Be
considerate of the fact that most people on this list will neither
know nor care much about that particular macroeconomic topic.
I am sorry, I should explain what it is.
using generalized moment method.
Perhaps you meant to ask how to conduct generalized method of
moments (GMM) estimation in Stata? Typing -findit gmm- on the
command line of Stata (note the convention for referring to Stata
commands on Statalist, mentioned in the above-referenced FAQ) would
turn up several options. -ivreg2- is probably your best bet with
Stata 9.x. Note that Stata 10, which will be released at the end of
this month, features a new set of commands for estimating models with
endogenous regressors; see, e.g., <http://www.stata.com/help.cgi?
ivregress>.
But I would like to use a non-linear estimation.
That said, I presume you are aware of the growing literature on the
potential problems of using GMM techniques to estimate this class of
dynamic macroeconomic relationships. See, for example,
<http://www.bos.frb.org/economic/wp/wp2004/wp042.pdf>
<http://www.atl-res.com/~nason/pdf/wp0501.pdf>
Yes, I do.
Bye. Sebas
Hope this helps. I take it this is not your web site: <http://
www.sebastiankruk.com/>.
It was usefull. It's a another Kruk. I'm in Uruguay, very far away Poland.
-- Mike
SEbas
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