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GMM on Time Series Data
Posted: Tue May 31, 2016 7:07 pm
by Sunny hasan
hi everyone. Can we Apply GMM on Time Series Data?
Re: GMM on Time Series Data
Posted: Tue May 31, 2016 9:03 pm
by startz
yes
Re: GMM on Time Series Data
Posted: Tue May 31, 2016 11:28 pm
by Sunny hasan
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.