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- Wed Mar 09, 2016 8:12 am
- Forum: Estimation
- Topic: GMM first differences - lag instrumental variables
- Replies: 0
- Views: 2428
GMM first differences - lag instrumental variables
Hi there, I am using Eviews 9 to run a GMM calculating first differences between two time periods: 2000 and 2005. I am using a number of lag variables as instruments and I want to know how I should enter them correctly in a panel data excel file so that eviews will identify them correctly. I have at...