Do we need all the variables to have same order of integration for the application of GMM? what are the pre-conditions for applying GMM?

by Najia Mughal   Last Updated May 15, 2018 20:19 PM

I have 5 variables in my model;3 of them are stationary at 1st difference while 2 of them are stationary at level. Can i use GMM in this case?



Related Questions



method of moments for a density estimation

Updated February 05, 2018 02:19 AM



Testing the residuals normal

Updated April 01, 2018 21:19 PM