Bun, Maurice J.G.; Windmeijer, Frank - School of Economics, Finance and Management, University … - 2007
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 …