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Dynamic panel estimation

Posted: Wed May 04, 2011 4:40 am
by selenya
How can I properly estimate a dynamic panel? I want to find out if lagged variables (endogenous and exogenous) are significant. Thanks.

Re: Dynamic panel estimation

Posted: Wed May 04, 2011 7:51 am
by EViews Gareth
The User Guide has quite a long write up on Dynamic GMM.