Dynamic panel estimation

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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selenya
Posts: 2
Joined: Wed May 04, 2011 1:42 am

Dynamic panel estimation

Postby selenya » Wed May 04, 2011 4:40 am

How can I properly estimate a dynamic panel? I want to find out if lagged variables (endogenous and exogenous) are significant. Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Dynamic panel estimation

Postby EViews Gareth » Wed May 04, 2011 7:51 am

The User Guide has quite a long write up on Dynamic GMM.


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