HIGHLIGHTS
- who: Adrian Mehic from the (UNIVERSITY) have published the Article: FDML versus GMM for Dynamic Panel Models with Roots Near Unity, in the Journal: (JOURNAL)
SUMMARY
Dynamic panel data models are of crucial importance in empirical econometrics, since their applications can be found in virtually all subfields of economics. The econometric techniques for parameter estimation in the dynamic panel model have traditionally been based on the generalized method of moments, GMM. Two GMMbased methods for dynamic panels have been particularly successful: the difference GMM estimator, which is due to Arellano and Bond, and . . .
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