Example of GMM moment-evaluator program with many equations

[Vinicius Lima]

Hi, Statalist,

Does anybody know a simple example of how to implement the moment-evaluator program version of GMM with more than one equation? In the help files, I could only find examples with the 'nequations(1)' option.

Thanks in advance,

Vinicius

[Joro Kolev]

Check the manual for examples, check the Stata Blog for posts by Enrique Pinzon on GMM, and check Statalist for GMM with moment-evaluator programme.