GMM Estimation- class notes
ECO 311 Professor Erdinç Dynamic Panel Estimation Suppose we estimate a dynamic model In Stata xtabond Y X1 X2 X3 lags1 w here we assume X1 X2 and X3 as exogenous and they enter
xtabond2 gmmxtabond lagsgmmxtabond2lagsxtabondinstrumentsoptioncommandvariablesvariablesystemlagendogenousleveldiffmodelnoleveleqlevelssmall
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