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This paper introduces a panel GMM framework for identifying and estimating demand elasticities via heteroscedasticity …. While existing panel estimators address the simultaneity problem, the state-ofthe-art Feenstra/Soderbery (F/S) estimator …
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the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In …
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