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- Tue Jan 03, 2023 9:03 pm
- Forum: Estimation
- Topic: SYSTEM GMM ESTIMATIONS
- Replies: 0
- Views: 8707
SYSTEM GMM ESTIMATIONS
Dear all, I HAVE WORKED ON A SYSTEM GMM EQUATION. HERE IS THE EQUATION AND THE SYSTEM GMM RESULT CAN YOU LET ME KNOW IF I SHOULD APPLY CROSSSECTION OR TIME SERIES. I HAVE A PANEL DATA SO I THINK I SHOULD APPLY CROSS SECTION BUT IN ONE OF THE VIDEOS I SAW TIME SERIES AS AN OPTION IN GMM ESTIMATIONS. ...