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Dynamic panel GMM using R

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Publication:5116811
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DOI10.1016/BS.HOST.2019.01.002zbMATH Open1439.62006OpenAlexW2911646915MaRDI QIDQ5116811FDOQ5116811

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




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  • GMM estimation for dynamic panels with fixed effects and strong instruments at unity


zbMATH Keywords

biasdynamic panelsystem GMMdifference GMMwithin-group estimation


Mathematics Subject Classification ID

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



Uses Software

  • GAUSS
  • R
  • Stata





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