SAMPLE 1 21
READ (klein.txt) W2 T G TIME1 PLAG KLAG XLAG C I W1 P W1W2 X 
*
* The SHAZAM NL command is available for the estimation of models that
* may contain equations that are nonlinear in the parameters. 
* The use of this command is illustrated by estimating the equations of 
* Klein's Model I.
*
* NONLINEAR TWO STAGE LEAST SQUARES
NL 1 W2 T G TIME1 PLAG KLAG XLAG / NCOEF=4 
EQ C=A1*PLAG+A2*P+A3*W1W2+A0
END 
* NONLINEAR THREE STAGE LEAST SQUARES
NL 3 W2 T G TIME1 PLAG KLAG XLAG / NCOEF=12 PITER=50
EQ C=A1*PLAG+A2*P+A3*W1W2+A0
EQ I=B1*PLAG+B2*KLAG+B3*P+B0
EQ W1=C1*TIME1+C2*XLAG+C3*X+C0
END
* GENERALIZED METHOD OF MOMENTS
NL 2 W2 T G TIME1 PLAG KLAG XLAG / NCOEF=8 GMM=HETCOV NOPSIGMA
EQ C=A1*PLAG+A2*P+A3*W1W2+A0
EQ I=B1*PLAG+B2*KLAG+B3*P+B0
END
STOP