This video describes Difference GMM and System GMM. EViews is used to demonstrate the estimation process for Difference GMM. Also, the basis for deciding on the appropriate estimator is explained.
System GMM: [ Ссылка ]
Results & diagnostics: [ Ссылка ]
Persistence (lagged dependent variable): [ Ссылка ]
Introduction of Panel GMM: [ Ссылка ]

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