Generalized method of moments' characteristics and its application on paneldata
Generalized Method of Moments(GMM) is an estimation procedure that allows econometric models especially in panel data to be specified while avoiding often unwanted or unnecessary assumption, such as specifying a particular distribution for the errors, Panel data is combination of time series and cro...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Sci.Int.(Lahore)
2014
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Subjects: | |
Online Access: | http://irep.iium.edu.my/38201/ http://irep.iium.edu.my/38201/3/Sci._Int_%28Lahore%29_Generalised_method.pdf |