gmm |
m=integer | Maximum number of iterations. |
c=number | Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2. |
l=number | Set maximum number of iterations on the first-stage iteration to get the one-step weighting matrix. |
numericderiv / ‑numericderiv | [Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default. |
fastderiv / ‑fastderiv | [Do / do not] use fast derivative computation. If omitted, EViews will follow the global default. |
showopts / ‑showopts | [Do / do not] display the starting coefficient values and estimation options in the estimation output. |
w | Use White’s diagonal weighting matrix (for cross section data). |
b=arg (default=“nw”) | Specify the bandwidth: “nw” (Newey-West fixed bandwidth based on the number of observations), number (user specified bandwidth), “v” (Newey-West automatic variable bandwidth selection), “a” (Andrews automatic selection). |
q | Use the quadratic kernel. Default is to use the Bartlett kernel. |
n | Prewhiten by a first order VAR before estimation. |
i | Iterate simultaneously over the weighting matrix and the coefficient vector. |
s | Iterate sequentially over the weighting matrix and coefficient vector. |
o (default) | Iterate only on the coefficient vector with one step of the weighting matrix. |
c | One step (iteration) of the coefficient vector following one step of the weighting matrix. |
e | TSLS estimates with GMM standard errors. |
prompt | Force the dialog to appear from within a program. |
p | Print results. |