/*
** Lesson 12.3: GMM Estimation of U. S. Consumption Function
** GMM Estimation of a Linear Regression Model
*/
use gpe2;
output file=gpe\output12.3 reset;

load z[67,3]=gpe\usyc87.txt;
y = z[2:67,2];
c = z[2:67,3];

call reset;
_names={"c","c1"};
_rstat=1;
_rplot=2;
_dlags=1;
_ivar=ones(rows(y),1)~lagn(c~y,1);
_hacv={1,1};
_iter=100;

call estimate(c,0);

end;