Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present
Year of publication: |
2006-01
|
---|---|
Authors: | Hayakawa, Kazuhiko |
Institutions: | Institute of Economic Research, Hitotsubashi University |
Subject: | Dynamic panel data | many instruments | generalized method of moments estimator | unobservable large heterogeneity |
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