GENERALIZED METHOD OF MOMENTS (GMM)

• Linear and nonlinear models
• Single- and multiple-equation models
• One-step, two-step, and iterative estimators
• Cross-sectional, time-series, and panel models
• Easily specify panel-style instruments
• Interactive and programmable versions
• Robust, cluster–robust, bootstrap, jackknife, and HAC standard errors

NONLINEAR LEAST-SQUARES REGRESSION

• Fit an arbitrary nonlinear function
• Enter the function directly or write a program
• Built-in exponential, logistic, and Gompertz functions
• Robust, cluster–robust, bootstrap, jackknife, and HAC standard errors
• Bayesian estimation

NONLINEAR SEEMINGLY UNRELATED REGRESSION

• Fit a system of nonlinear equations
• Enter the the system directly or write a program
• Two-step or iterative feasible generalized nonlinear least squares

• Robust, cluster–robust, bootstrap, and jackknife standard errors
• Bayesian estimation

DEMAND SYSTEM ESTIMATION

• Fit eight different demand system models
  • Cobb–Douglas
  • Linear expenditure system
  • Translog demand system
  • Generalized translog demand system
  • Almost ideal demand system (AIDS)
  • Generalized AIDS
  • Quadratic AIDS (QUAIDS)
  • Generalized QUAIDS
• Compute expenditure and price elasticities

POSTESTIMATION SELECTOR

• View and run all postestimation features for your command
• Automatically updated as estimation commands are run