The Persistence Effect in Panel GMM: Video 2 of 5

Описание к видео The Persistence Effect in Panel GMM: Video 2 of 5

This video explains the practical implications of the COEFFICIENT of the LAGGED DEPENDENT variable in the Dynamic Panel GMM. This is the 2nd of a 5-part series ending with how to use EViews to estimate Difference GMM and System GMM. Please watch all 5 videos. Thank you.
System GMM:    • System GMM: Video 5 of 5  
Difference GMM:    • Difference GMM and System GMM: Video ...  
Results & Diagnostics:    • Interpretation of Panel GMM Result: V...  
Introduction of Panel GMM:    • Introduction to Dynamic Panel GMM: Vi...  

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