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| From | Luo Di <luodi1217@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: GMM in consumption CAPM |
| Date | Tue, 8 Mar 2011 21:56:03 +0000 |
Dear all, Have I anyone write stata command or ado file to estimate consumption CAPM using GMM method, typically the recent paper of Parker and Julliard (2005) and Yogo (2006)? I want to know how to use stata to implement the method of Parker and Julliard (2005) and Yogo (2006). Thanks. Best Regards, Luo Di * * 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/