Hello,
I am trying to estimate a parameter with GMM. The moment I am matching is the covariance between two variables named ltln and vatn in the .mod file. I have a data file with the values for these variables in two columns attached as “estimation_gmm.xls”.
I am not sure what I am doing wrong, but I get an error as follows:
Error using dseries/extract (line 91)
dseries::extract: Variable ltln is not a member of o!
Does this have to do with how I prepared the data file?
The files I used are attached below.
Any guidance that you might be able to give would be highly appreciated!
Thank you!
estimation_gmm.xls (20.5 KB)
NT_sticky_mp.mod (3.8 KB)
setup.m (2.9 KB)