Generalized Method of Moments Estimation (GMM)

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1 total messages Started by Julie Elston Fri, 26 Apr 1991 02:35

#1002

Author: Julie Elston
Date: Fri, 26 Apr 1991 02:35

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Does anyone have a program that performs a Generalized Method of Moments
estimation?  The methodology is presented in Hansen and Singleton's (1982)
Econometrica paper. I'm hoping I can find one in SAS or Gauss that can estimate
first order conditions of a dynamic optimization problem or a q theory of
investment model.

I will be forever in your debt !!!!! A frustrated economist.

-Jules

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