On Wed, 26 Oct 2011, Anutechia Asongu wrote:
> Hi Allin, please could you expatiate or paraphrase the term
> : "just-identified" expressed in your last comment?
The number of added instruments equals the number of
endogenous variables.
Allin
My purpose of using a one-step GMM
> is for robustness test.
>
>
> *From:* Sven Schreiber
> *To:* gretl-users(a)lists.wfu.edu
> *Sent:* Wednesday, October 26, 2011 10:37 AM
> *Subject:* Re: [Gretl-user
ctober 26, 2011 10:29 AM
> *Subject:* Re: [Gretl-users] One Step GMM and TSLS
>
> So it does run it seems. What's your aim now? To get numerically
> identical results, but why? Or are you worried that the results are
> "too" different? (In which case presumably it's not a
Anutechia Asongu:
> Thanks Sven, I'm tried the option but results are different.
>
>
> *From:* Sven Schreiber
> *To:* gretl-users(a)lists.wfu.edu
> *Sent:* Wednesday, October 26, 2011 10:10 AM
> *Subject:*
Well if it makes any sense in your context, maybe you could restrict the
sample "manually" (= --no-missing) and then apply GMM. Haven't tested
this though.
hth,
sven
Am 10/26/2011 10:00 AM, schrieb Anutechia Asongu:
> Hi All,
>Can't one-step GMM that is compatible with TSLS be
step GMM
>> is for robustness test.
>>
>>
>> *From:* Sven Schreiber
>> *To:* gretl-users(a)lists.wfu.edu
>> *Sent:* Wednesday, October 26, 2011 10:37 AM
>> *Subject:* Re: [Gretl-users] One Step GMM and TSLS
>>
>> I don't unders
Hi Allin, please could you expatiate or paraphrase the term : "just-identified"
expressed in your last comment?
From: Allin Cottrell
To: Gretl list
Sent: Wednesday, October 26, 2011 3:34 PM
Subject: Re: [Gretl-users] One Step GMM and TSLS
On Wed, 2
Thanks Sven
From: Sven Schreiber
To: gretl-users(a)lists.wfu.edu
Sent: Wednesday, October 26, 2011 10:49 AM
Subject: Re: [Gretl-users] One Step GMM and TSLS
But robustness in terms of specification means to get *similar* results,
not identical.
You only want
Hi Sven, thanks for the time indeed. My purpose of using a one-step GMM is for
robustness test.
From: Sven Schreiber
To: gretl-users(a)lists.wfu.edu
Sent: Wednesday, October 26, 2011 10:37 AM
Subject: Re: [Gretl-users] One Step GMM and TSLS
I don't
Subject: Re: [Gretl-users] One Step GMM and TSLS
So it does run it seems. What's your aim now? To get numerically
identical results, but why? Or are you worried that the results are
"too" different? (In which case presumably it's not a gretl problem, but
a matter of your application.)
ch
Thanks Sven, I'm tried the option but results are different.
From: Sven Schreiber
To: gretl-users(a)lists.wfu.edu
Sent: Wednesday, October 26, 2011 10:10 AM
Subject: Re: [Gretl-users] One Step GMM and TSLS
Well if it makes any sense in your context, maybe you
Hi All,
Can't one-step GMM that is compatible with TSLS be performed with
missing values?. Indeed I'm using TSLS and should like to use one-step GMM for
robustness test. Please is there a way one can turn-around this "missing values
encountered." spectre that keeps hunting me?
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