Hello,
I have a problem understanding how -gmm- works in Stata 11 in the
cases when no instruments should be specified.
In particular, if I have to estimate a population moment, such as the
variance, from sample moments.
The GMM command in Stata should be able to do this as well as estimate
models require instruments. Does anyone have a suggestion for way of
implementing this using the -gmm-?
Any help would be appreciated.
Thank you.
Anna
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