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by aborucu
Tue Oct 02, 2012 11:29 am
Forum: Econometric Discussions
Topic: Sargan test p-value interpretation
Replies: 3
Views: 12632

Re: Sargan test p-value interpretation

Hello, My data has N<T, I know that DPD estimator is essentially efficient/unbiased for N>T. But in an attempt to replicate a similar study I prefer to use it. Total panel obs : 231 I used DPD estimator and model ran fairly well. Number of Coefficients estimated 3. J-stat : 4.456718 Instrument rank ...
by aborucu
Mon Oct 01, 2012 12:14 pm
Forum: Econometric Discussions
Topic: DPD IV GMM estimation
Replies: 0
Views: 1933

DPD IV GMM estimation

Dear Gareth, I checked your reply to thread "Dynamic Panel Regression GMM" and would like to get your assistance on a related issue : My data has N<T, I know that DPD estimator is essentially efficient/unbiased for N>T. But in an attempt to replicate a similar study I prefer to use it. Tot...

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