I am trying to evaluate a framework which requires me to input a quadratic GMM condition. I have an externally specified matrix G apart from the usual instruments Z. My moments condition are: E(Ze) = 0 and E(e'Ge) = 0 where e is the vector of errors. Given these conditions are specified in a matrix format, I do not know how to input these in STATA. I additionally have to control for fixed effects. Has anyone used Quadratic moment conditions in STATA before? If yes, any sneak peek into your code would be extremely helpful. Thanks!
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