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From: nadirvirk Virk on 18 Mar 2010 08:17
I am estimating stochastic discount factor models in Matlab, I am able to estimate the single equation models but when I try to estimate the model with the simultaneous equation (for example if under C-CAPM, i want to estimate the model with return on the wealth index and risk free rate) the my description in the Matlab runs into problems, either there r some errors or the both the equations are estimated under different models(a unrequired faeture)!
If somebody could please help me that how could I put the equations togather in the model under generalised methods of moments(GMM) to the model parameters!
I will extremly thankful for kind help!
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