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This video explains how to run System- Generalized Method of Moments (GMM) Model in EViews. This is PART I of the video. PART II shall be uploaded soon.
The procedure to run System #gmm is as follows:
1. Estimate Pooled OLS
2. Estimate Fixed Effects
3. Estimate Difference GMM
- The upper bound and lower bound values (regression coefficients of the lagged dependent variable obtained from Pooled OLS and Fixed Effects respectively) are used to determine to proceed with Difference GMM or System GMM.
Do watch the video till end to understand thoroughly.
What is GMM: [ Ссылка ]
System GMM & Difference GMM: [ Ссылка ]
How to run Difference GMM in EViews: [ Ссылка ]
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#gmm #eviews #eviewstutorial #data #regression #econometrics
