itting Non-linear autocorrelated model

[jess1955]

Good Morning Everyone,

I am running through the results for my dissertation. I have problems.

I have come to the conclusion that I need to run a GMM model, with something to account for Autocorrelation.

Maybe I am a lost cause a tthis point, but I have no idea how to run a GMM. Any help would be great.

Best,
Jesse

[Andrew Musau]

The Stata manual has examples- see page 13 in particular.


http://www.stata.com/manuals13/rgmm.pdf

[jess1955]

Thank you Andrew.