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