Search found 2 matches
- 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 ...
- 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...