'------------ Generalized Method of Moments Estimation ------------ 
INPATH C:\Program Files\Betahat4.0
OPEN KLEIN.DT2
USE 1 22

   'GMM
GMM Consumption Constant Profits Profits(-1) Total_Wages @ Constant   &
   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=WHITE

GMM Consumption Constant Profits Profits(-1) Total_Wages @ Constant   &
   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=BARTLETT

GMM Consumption Constant Profits Profits(-1) Total_Wages @ Constant   &
   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=TRUNC

GMM Consumption Constant Profits Profits(-1) Total_Wages @ Constant   &
   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=PARZEN

GMM Consumption Constant Profits Profits(-1) Total_Wages @ Constant   &
   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=QS

   'SHAZAM cannot estimate the consumption or the investment equation with the TUKEY option.
GMM Consumption Constant Profits Profits(-1) Total_Wages @ Constant   &
   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=TUKEY 

'GMM Investment Constant Profits Profits(-1) Capital_Lagged @ Constant  &
'   Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend / METHOD=TUKEY