Hi
I tried the example 17.2 (TSLS via GMM) and Example
17.4(CAPM estimation) in the manual and found that the
gmm segment does not seem to work.
Here is an example:
? gmm e=lpackpc - b0 - b1*lravgprs -b2*lperinc
? orthog e; Z
Syntax error in command line
Your advice, please.
Thank you.
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