Dynamic Panel Regression GMM
Posted: Wed Jul 25, 2012 3:33 am
I am new to use GMM, so it is requested to all of you, kindly let me know, when to use GMM , how many types of GMM are there?. and its interpretation. wald test , scalar test M1 and M2 test, i mean all the step by step procedures need in GMM plus its table interpretation. anybody there , please help me. with regards