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st: GMM in consumption CAPM
From
Luo Di <[email protected]>
To
[email protected]
Subject
st: GMM in consumption CAPM
Date
Tue, 8 Mar 2011 22:05:23 +0000
Dear all,
Have anyone written 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
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