6th commit

Author: DW

LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2025 Dazhong Wu
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

Project.toml

@@ -19,13 +19,14 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 MomentaPlotsExt = "Plots"
 
 [compat]
+julia = "1.9"
 BenchmarkTools = "1.6.3"
 CSV = "0.10.15"
 DataFrames = "1.7.0"
 Distributions = "0.25.117"
-LinearAlgebra = "1.11.0"
+LinearAlgebra = "1"
 Plots = "1.41.2"
 PrecompileTools = "1.3.3"
 PrettyTables = "2.4.0"
-Random = "1.11.0"
+Random = "1"
 

README.md

@@ -82,7 +82,7 @@ df = CSV.read("dahlberg_data.csv", DataFrame)
 m = Momenta.fit(df, 
         ["id", "year"],  
         "n w  ~ lag(n, 1:2) lag(w, 1:2) k", 
-        "GMM(n w ,2:4) IV(k)", 
+        "GMM(n w, 2:4) IV(k)", 
         "fod" 
 )
 

src/Momenta.jl

@@ -44,10 +44,12 @@ end
 
 function fit(
     df::DataFrame,
-    id_time::Vector{String},
+    panel_ids::Vector{String},
     model_str::String,    
     instr_str::String, opts::String="", silent::Bool=false
 )
+
+    id_time = string.(panel_ids)
     # 1. Extract ID and Time
     # === 1. Parameter validation (this must be supplemented) ===
     if length(id_time) != 2

test.R

@@ -4,15 +4,15 @@ df <- fread("data.csv")
 
 start_time <- Sys.time()
 p1 <- pvargmm(
-  dependent_vars = c("n", "w", "k"),
+  dependent_vars = c("n", "w"),
   lags = 2,
   #predet_vars = c("w","k"),
-  #exog_vars=c("revenues"),
+  exog_vars=c("k"),
   transformation = "fod",
   data = df,
   panel_identifier = c("id", "year"),
   steps = c("twostep"),
-  system_instruments =FALSE, #TRUE, #FALSE, #TRUE,
+  system_instruments = TRUE, #TRUE, #FALSE, #TRUE,
   system_constant = TRUE,
   max_instr_dependent_vars = 4,
   min_instr_dependent_vars = 2,