Jung, Housung; Kwon, Hyeog Ug - Institute of Economic Research, Hitotsubashi University - 2007
The system GMM estimator in dynamic panel data models which combines two moment conditions, i.e., for the differenced …
Hi-Stat
Discussion Paper Series
No.217
An Alternative System GMM Estimation
in Dynamic Panel …
Panel Models
Hosung Jung⁄ & Hyeog Ug Kwony
July 22, 2007
Abstract
The system GMM estimator in dynamic panel data models …