First, read:
http://www.iwh-halle.de/d/publik/disc/4-05.pdf
On Mon, Apr 20, 2009 at 6:03 PM, Martin Weiss <[email protected]> wrote:
> <>
>
> I do not think that there is a routine at the moment, yet this problem is
> very similar (I imagine) to the one that Austin presented in Chicago, July
> 2008: http://www.stata.com/meeting/snasug08/nichols_gmm.pdf
>
> If you can tweak those moment conditions from poisson to probit, you can
> write the thing yourself... Also note the command
> -findit ivpois-
>
>
> HTH
> Martin
> _______________________
> ----- Original Message ----- From: "Carlos Soares" <[email protected]>
> To: <[email protected]>
> Sent: Monday, April 20, 2009 11:54 PM
> Subject: st: GMM-estimation of probit models
>
>
>> Dear Statalisters,
>>
>> Would any of you know of a Stata routine to run GMM-estimation of
>> probit models with endogenous regressors?
>>
>> Thanks,
>>
>> Carlos
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