estimating a fixed-effect regression model using the Generalized Method of Moments (GMM). On average, the data reject the …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross … transformations of the matrix of instrumental variables, of less robust implementations of the GMM weighting matrix, and also of … variants of tests for overidentification restrictions show serious deficiencies. A recently developed modification of GMM is …

Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for linear dynamic … modification of GMM is found to have some potential when the cross-sectional heteroskedasticity is pronounced and the time …