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by kumara
Wed Apr 21, 2010 1:53 pm
Forum: Estimation
Topic: Dynamic Panel Method/Arelleno-Bond
Replies: 3
Views: 4858

Dynamic Panel Method/Arelleno-Bond

Hi all, I am using Eviews-6 to implement Arellano-Bond (AB) method to estimate a dynamic panel model using dynamic panel wizard. AB estimates are based on the assumption that there should not be second-order serial correlation in the residuals of the first-difference equation. Arellano and Bond (199...

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