I have data of the following format where there is gap in between the time-series.
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input byte period str1 country byte(var1 var2) float var3
1 "A" 11  . 1.2
2 "A" 12 23 1.5
3 "A"  . 25 1.4
4 "A" 13 19   1
5 "A" 14 18 1.6
1 "B" 14 12 2.1
2 "B" 15 16 1.6
3 "B" 13 15 1.8
4 "B" 15 14 1.4
5 "B" 15  .  13
end
I want to estimate GMM model from the data. Can I run GMM model from this data as the time-series is broken? For example, will the the the observations (4 obs) in var1 be included in the analysis as observation in third period is missing?