Re: st: RE: Non-linear GMM

["Tamazian, Artur" <oartur@usc.es>]

 Dear Nick,

 Thanks for response. Could you provide Bill's email or forward his  
presentation? I could not find the latter on-line.

 Best,
 A.

Nick Cox <n.j.cox@durham.ac.uk> ha escrito:


> This may well be programmable.
>
> At the Polish users' meeting last month, Bill Gould gave an example of
> using Mata's optimizer
> for a GMM problem. The code was impressively short.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Artur Tamazian's colleague
>
> I am estimating the following dynamic panel:
>
> (log y_t) - (log Y_t-1) = alfa X + Y_0 + a_i + e
>
> I would like to know wheather there is a possibility to compute
> non-linear
> gmm under Stata or not. I read -xtabond2- help but could not find
> nonlinearity option.
>
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