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Hi, I could really need you'r help. I estimate the following model, with GMM (dynamic panel data) yit = c + xi + xit-1 + yit-1, like in Arrelano and Bond (1991). Now I want to interpret the Wald test, with the null of no relationship of the 31 independant variables (=degrees of freedom). The Wald te...

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So i'm in deep...
Nice.

Do you, or someone else, have a suggestion using what kind of model instead?

Any suggestion help!!!

Thanks, again!

Hello, I can use your help! I estimate the following model, with GMM (dynamic panel data) yit = c + xi + xit-1 + yit-1, like in Arrelano and Bond (1991). Time period: 1998-2007, yit-1 because of autoregression. xi leads to problems: 1. When I give xi the same value for each year the error ´near sing...

Dear all, I would like to estimate a A(R)DL-model, like Tanghanpost, with panel data. Is the Dynamic GMM methods the best way, of doing this? Can someone tell me what statistical test should be conducted to determine whether the model is justified? Is there an publication available, that's folowing ...