Explore the intricacies of dynamic panel data models in this 28-minute lecture, focusing on one-step and two-step GMM estimators. Delve into the key differences between these estimation techniques, and gain insights into the distinction between difference GMM and system GMM approaches. Enhance your understanding of advanced econometric methods for analyzing panel data with time-dependent variables.
Dynamic Panel Data Model - Part XVIII: One-Step and Two-Step GMM Estimators
Overview
Syllabus
Dynamic Panel data Model - Part XVIII
Taught by
NPTEL-NOC IITM
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Topics in Applied Econometrics
