[Gretl-users] how to reproduce Verbeek's Table 5.4 (one-step GMM)?

Dear all, I want to reproduce Verbeek's Table 5.4, below is my scripts: open pricing.gdt set force_hc on scalar delta=0.5 scalar gamma=0.5 series e0=delta*cons^(-gamma)*(1+rf)-1 series e1=delta*cons^(-gamma)*(rf-r1) series e2=delta*cons^(-gamma)*(rf-r2) series e3=delta*cons^(-gamma)*(rf-r3) series e4=delta*cons^(-gamma)*(rf-r4) series e5=delta*cons^(-gamma)*(rf-r5) series e6=delta*cons^(-gamma)*(rf-r6) series e7=delta*cons^(-gamma)*(rf-r7) series e8=delta*cons^(-gamma)*(rf-r8) series e9=delta*cons^(-gamma)*(rf-r9) series e10=delta*cons^(-gamma)*(rf-r10) list xlist=e0 e1 e2 e3 e4 e5 e6 e7 e8 e9 e10 matrix V0=I(11) gmm list e=xlist orthog e; const weights V0 params delta gamma end gmm what is the problem? Who can tell me? Thanks -- shi, qi