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  • nonlinear GMM

    Which command can execute non-linear GMM.

  • #2
    See
    Code:
    help gmm

    Comment


    • #3
      Enrique Pinzon also has some good post on GMM at the Stata blog. E.g.,
      https://blog.stata.com/2015/12/03/un...imple-example/
      https://blog.stata.com/2017/02/20/es...ated-problems/

      Comment


      • #4
        I would like to ask if there is any website that collects all Stata packages, similar to the Cran website of R language?

        Comment


        • #5
          I would like to ask if there is any website that collects all Stata packages, similar to the Cran website of R language?

          Comment


          • #6
            The majority of community-contributed packages can be installed from the SSC archive; see, for example, https://sscc.wisc.edu/sscc/pubs/4-16.htm

            However, some authors choose not to deposit their packages their but to use GitHub or personal websites instead.
            https://twitter.com/Kripfganz

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