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Re: Understanding the generalized method of moments (GMM): A simple example

May I ask a question, if the Stata 13 and Stata 15 will give different degree of freedom when doing gmm estimation ? if yes, please tell me why.

Also what is the difference of estimated coefficients obtained from gmm? if there is some change or update in Stata15?.

Thank you very much, my email: lanhui.wang@ubc.ca


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