The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models Maurice J.G. Bun … Bristol 8 Woodland Road Bristol BS8 1TN The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data …

Using the fixed e¤ects estimator and the dynamic panel data system-GMM estimator, on a sample of 75 banks, covering the …

deficit). Key words: MENA countries, current account, determinants, dynamic panel data JEL Classification: C23, F … the theoretical and previous empirical analyses. Since we estimate a dynamic panel data model, the most appropriate …. (2002): ‘Dynamic Panel Data Models: A Guide to Micro Data Methods and Practices’, Cemmap Working Paper, No. 09/02 Beck, N …

techniques from the literature on the estimation of dynamic panel data models. Contrary to much of the previous literature on the … literature on the estimation of dynamic panel data models. Contrary to much of the previous literature on the gradient, we find …: Gradient, Health, Dynamic Panel Data Models, Recessions JEL Codes: I0, I12, J1 * I would like to thank Sumner La …

panel data model. Our results suggest that euro area inflation differentials are partly due to differences in the exposure …We try to explain the differences in euro area countries’ inflation rates over the period 1999-2006, using a dynamic …

Using dynamic panel data models, we examine the effect of capital requirement on banks’ behavior in Indonesia. We find …