Advanced Search
MyIDEAS: Login

Tricks with Hicks: Stata GMM code for nonlinear gmm

Contents:

Author Info

  • Carl Nelson

    ()
    (University of Illinois at Urbana-Champaign)

Abstract

In a June, 2009 American Economic Review article entitled "Tricks with Hicks: The EASI Demand System", Arthur Lewbel and Krishna Pendakur proposed the exact affine Stone index demand system. This system allows Engel curve behavior higher than rank 3, demographics, and unobserved heterogeneity in tastes. The AEA web supplement for the article provides Stata code to estimate a linear, and iterative linear version of the model. But the full nonlinear system instrumental variable estimates were obtained with TSP econometric software using command frml to obtain nonlinear 3SLS estimates. I present Stata code to estimate the nonlinear EASI demand system using the Stata gmm command. This is an example of the important estimation extensions that have been made possible by the introduction of the gmm command.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://fmwww.bc.edu/repec/chic2011/chi11_nelson.pdf
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/chic2011/lewbelpendakur09_20.pdf
Download Restriction: no

Bibliographic Info

Paper provided by Stata Users Group in its series CHI11 Stata Conference with number 11.

as in new window
Length:
Date of creation: 20 Jul 2011
Date of revision:
Handle: RePEc:boc:chic11:11

Contact details of provider:
Web page: http://stata.com/meeting/chicago11/
More information through EDIRC

Related research

Keywords:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:boc:chic11:11. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.