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- Tue Sep 29, 2015 4:29 am
- Forum: Econometric Discussions
- Topic: Estimation GMM
- Replies: 0
- Views: 1682
Estimation GMM
Hi, Now, am working on the cyclicity of the fiscal policy, but knowing that fiscal variables and growth (as GDP) are auto-correlated, the most of studies of this cas suggest the utilisation of the GMM to overpass this problem while the OLS are useless here (and it is the only method i had used since...
