Browse IFS
Publication types
cemmap Working Papers
August 2002 CWP14/02
Article
ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Type: cemmap Working Papers
ISSN: 1753-9196
Volume, issue, pages: 14 pp.
JEL classification: C13, C21, C23

ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM for cross section data using moment conditions based on multiplicative or additive errors; within groups fixed effects Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and allowing for predetermined or endogenous regressors; and quasi-differenced GMM for a dynamic linear feedback model. This manual describes in detail the various estimators, the data and software requirements, and the programme commands.

The programme can be downloaded here [zip file, 435KB].

Download full version (PDF 296 KB)

Search

Title (or part of title)
Author surname (or part of surname)