Dynamic panel GMM using R

DOI10.1016/bs.host.2019.01.002zbMath1439.62006OpenAlexW2911646915MaRDI QIDQ5116811

Chirok Han, Peter C. B. Phillips

Publication date: 18 August 2020

Published in: Handbook of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/bs.host.2019.01.002

zbMATH Keywords

biasdynamic panelsystem GMMdifference GMMwithin-group estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Generalized linear models (logistic models) (62J12)

Uses Software

• GAUSS
• R
• Stata

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