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GMM Estimation- class notes GMM Estimation- class notes

GMM Estimation- class notes - PowerPoint Presentation

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Uploaded On 2017-10-16

GMM Estimation- class notes - PPT Presentation

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 ID: 596571

xtabond2 gmm xtabond lags gmm xtabond2 lags xtabond instruments option command variables variable system lag endogenous level diff model noleveleq levels small

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