I'm using the following code to run GMM estimates with Newey-West Standard errors. There are two sets of data in go5, one refers to A0, A1, Retpi1, Dummy1 and the other to B0 B1, Retpi and Dummy. I need to do a wald test and get p-values to see if A1=B1. This is the code I'm using but I'm new...
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