[email protected] (William Gould, StataCorp LP)
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Tamazian,
Artur
Sent: 15 April 2008 19:59
To: [email protected]
Subject: Re: st: RE: Non-linear GMM
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 <[email protected]> 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
> [email protected]
>
> 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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