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- Fri Apr 05, 2013 3:03 am
- Forum: Programming
- Topic: GMM estimator
- Replies: 0
- Views: 1301
GMM estimator
Hi, I'm working with dynamic panel data and read that the best way to regress this was by using a GMM estimator. Although i'm not entirely sure how to insert it in the "equation" and "instrument list" box. The model is the following: leverage(i,t) = lambda * (beta * X(i,t-1)) + (...