<>
I have 11 MP, and mine was born 21 Oct 2009, and I think the born dates move
in sync with the SE version, so I guess you should -update all-.
No html, please ...
HTH
Martin
From: [email protected]
[mailto:[email protected]] On Behalf Of Christopher
Kodongo
Sent: Montag, 9. November 2009 19:25
To: [email protected]
Subject: st: GMM Estimation of Multi-Beta asset Pricing models
Stata/SE 11 for Windows
Born 13 July 2009
I am trying to estimate a multi-beta asset pricing model of the form:
Yi = B0 + Bi1X1 + Bi2X2 + A1Bi1 + A2Bi2 + u. The model requires that the
factor loadings (Bi1 and Bi2) be estimated first, then, in turn, used to
estimate the risk factors (A1 and A2). To avoid errors in estimation, it is
important that the two sets of coefficients are estimated jointly in a
one-step procedure. How can I be able to do that using Stata 11 for Windows?
Thank you.
This communication is intended for the addressee only. It is confidential.
If you have received this communication in error, please notify us
immediately and destroy the original message. You may not copy or
disseminate this communication without the permission of the University.
Only authorized signatories are competent to enter into agreements on behalf
of the University and recipients are thus advised that the content of this
message may not be legally binding on the University and may contain the
personal views and opinions of the author, which are not necessarily the
views and opinions of The University of the Witwatersrand, Johannesburg. All
agreements between the University and outsiders are subject to South African
Law unless the University agrees in writing to the contrary.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
