Dynamic Panel Data Model - Part V: Anderson-Hsiao Estimator and Generalized Methods of Moment

Explore the Anderson-Hsiao Estimator and Generalized Methods of Moment in this 31-minute lecture on Dynamic Panel Data Models. Delve into advanced econometric techniques for analyzing time-series cross-sectional data, gaining insights into estimating dynamic relationships in panel datasets. Learn how these methods address endogeneity issues and improve the efficiency of parameter estimates in dynamic panel models.