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by iftikharyasin
Thu Apr 26, 2018 11:52 am
Forum: Econometric Discussions
Topic: Difference GMM or Sys GMM
Replies: 3
Views: 1485

Difference GMM or Sys GMM

Hi, I am applying panel GMM to a single equation while in Panel Options I've selected Difference in Cross Section and none in Period. I've selected white period (AB n-step) GMM Weights. Is this a specification of Difference GMM or System GMM ? Can we apply system gmm on a single equation in panel da...

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