请教GMM

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

<p> 请教各位大侠：STATA做GMM回归时显示 gmm two-step standard errors are biased;这个问题怎么解决啊？</p><p></p>

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：GMM Standard Errors Biased Stata standard errors

有了解的 请帮帮忙！谢了

The standard errors that stata report are the standard Arellano-Bond 2-step estimator
standard errors.，there is evidence in the literature that the standard errors for the
two-step estimator may not be reliable.

[此贴子已经被作者于2009-1-14 14:38:52编辑过]

Please tell me something more about this  mater.

Your meaning is that that situation may be normal ,maybe need not solved, yes ?

thank you!

加上vce(robust）