Search found 2 matches
- Mon Nov 09, 2009 11:19 am
- Forum: Econometric Discussions
- Topic: Fixed effects in GMM estimation
- Replies: 1
- Views: 3165
Re: Fixed effects in GMM estimation
Oh, and one additional question (for now): if I deal with FE dummy in a regression, how should I properly test for endogeneity and further on if tests confirms it, what then?
- Mon Nov 09, 2009 7:23 am
- Forum: Econometric Discussions
- Topic: Fixed effects in GMM estimation
- Replies: 1
- Views: 3165
Fixed effects in GMM estimation
Dear all, I am having trouble understanding what happens to fixed effects in GMM estimation. To be more precise, using two approaches: i. equation in differences (IV in levels) - by definition eliminates fixed effects; ii. equation in levels (IV in differences) - what then with FE? Do I need FE dumm...
