GMM on Time Series Data

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Sunny hasan
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Joined: Tue Jul 01, 2014 2:44 am

GMM on Time Series Data

Postby Sunny hasan » Tue May 31, 2016 7:07 pm

hi everyone. Can we Apply GMM on Time Series Data?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: GMM on Time Series Data

Postby startz » Tue May 31, 2016 9:03 pm

yes
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Sunny hasan
Posts: 4
Joined: Tue Jul 01, 2014 2:44 am

Re: GMM on Time Series Data

Postby Sunny hasan » Tue May 31, 2016 11:28 pm

Thnx Sir for Reply. Sir my time series data set is for 44 years (Annually) . Due to Endogeniety problem i want to apply GMM on time series data. Sir Actually i did not find any article in which GMM is Applied on Time Series Data. Hence i question here. Sir according to my data set Can i apply GMM??? and Sir if u have any article or Thesis in which GMM is applied on time series data then kindly share with me.
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