Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: How to incorporate several dependent variables to the moment evaluating function in gmm?
From
Christoph Jäckel <[email protected]>
To
statalist <[email protected]>
Subject
Re: st: How to incorporate several dependent variables to the moment evaluating function in gmm?
Date
Tue, 27 Nov 2012 09:32:53 +0100
I have subsribed to the digest list, so I hope this reply works ;-)
Just wanted to thank you, Brian. Your answer made everything a lot
clearer to me. I keep on looking into the GMM approach, hoping to
simplify things further (right now, I have to write down 25 equations)
and eventually, run a cross-sectional regression (CSR) that includes
both a TSR and then a CSR. If I have any further questions, I probably
ask for your help again, but for now I'm good.
Thanks again,
Christoph
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/