[Limdep Nlogit List] multiple equatiions GMM

Ashutosh Patil patil_ashutosh at yahoo.com
Wed Jul 2 01:28:30 EST 2008

Dear Professor Greene and other Limdep gurus:
I wanted to check, if it is possible to conduct a multiple-equation GMM in Limdep. I thought about the NLSURE command, but then, NLSURE seems to be specific for a system of equations, whose disturbances may be correlated. However, I am looking to conduct a multiple-equations simultaneous model, where there will not only be error-term correlations across equations, but also multiple endogenous variables per equation. Please advise (I am using Limdep 9). As always, I'd like to thank you in advance, for any insights that you can provide.
Kind Regards,
Ashutosh Patil - PhD student - Georgia Tech


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