Search found 1 match
- Mon May 11, 2020 5:11 pm
- Forum: Programming
- Topic: GMM Instruments with @dyn or lagged(X to Y)
- Replies: 1
- Views: 2936
GMM Instruments with @dyn or lagged(X to Y)
I'm trying to understand GMM Instruments and what happens when you use the @dyn as opposed to simply lagging a variable. For example suppose I have a variable called GDP What should be the resulting instrument matrix if you use one of those as instruments? @dyn(GDP, -2, -3) GDP(-2 to -3) I can see t...