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

   'Nonlinear GMM
GMMNL Consumption B1*Constant +B2*Profits +B3*Profits(-1) +B4*Total_Wages &
   @ Constant Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend   / METHOD=WHITE

GMMNL Consumption B1*Constant +B2*Profits +B3*Profits(-1) +B4*Total_Wages &
   @ Constant Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend   / METHOD=BARTLETT

GMMNL Consumption B1*Constant +B2*Profits +B3*Profits(-1) +B4*Total_Wages &
   @ Constant Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=TRUNC

GMMNL Consumption B1*Constant +B2*Profits +B3*Profits(-1) +B4*Total_Wages &
   @ Constant Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend    / METHOD=PARZEN

GMMNL Consumption B1*Constant +B2*Profits +B3*Profits(-1) +B4*Total_Wages &
   @ Constant Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend   / METHOD=QS

GMMNL Consumption B1*Constant +B2*Profits +B3*Profits(-1) +B4*Total_Wages &
   @ Constant Profits(-1) Capital_lagged X(-1) Government_Wages G Taxes Trend   / METHOD=TUKEY