Search found 1 match
- Wed Apr 21, 2010 1:53 pm
- Forum: Estimation
- Topic: Dynamic Panel Method/Arelleno-Bond
- Replies: 3
- Views: 9010
Dynamic Panel Method/Arelleno-Bond
Hi all, I am using Eviews-6 to implement Arellano-Bond (AB) method to estimate a dynamic panel model using dynamic panel wizard. AB estimates are based on the assumption that there should not be second-order serial correlation in the residuals of the first-difference equation. Arellano and Bond (199...