Search found 1 match
- Fri Jul 01, 2016 6:08 am
- Forum: Econometric Discussions
- Topic: GMM estimation
- Replies: 0
- Views: 2116
GMM estimation
Heii!!! I would be glad if anyone could help me with this GMM estimation. I want to estimate the below model. Y =α +β1 X + β2 Y(-1) + β3 Z + β4 X*Z where X is a dummy variable. Since one lag of the dependent variable is a regressor, should it be the instrument? (I have attached the equation window) ...