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Using SAS for Instrumental Variable and GMM Estimation

Using SAS for Instrumental Variable and GMM Estimation. LSU Economics Department March 30, 2012. Next Workshop April 20. Panel Data and Introduction to SAS IML. PROC SYSLIN. System of linear equations OLS 2sls/IV LIML & k-class SUR and iterated SUR 3sls and iterated 3sls FIML.

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Using SAS for Instrumental Variable and GMM Estimation

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  1. Using SAS for Instrumental Variable and GMM Estimation LSU Economics Department March 30, 2012

  2. Next Workshop April 20 Panel Data and Introduction to SAS IML

  3. PROC SYSLIN • System of linear equations • OLS • 2sls/IV • LIML & k-class • SUR and iterated SUR • 3sls and iterated 3sls • FIML

  4. PROC MODEL • Systems of linear or nonlinear equations • OLS • 2sls • SUR & ITSUR • GMM & ITGMM • FIML

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