Difference GMM and System GMM: Video 4 of 5

This video describes Difference GMM and System GMM. EViews is used to demonstrate the estimation process for Difference GMM. Also, the basis for deciding on the appropriate estimator is explained.
System GMM: • System GMM: Video 5 of 5
Results & diagnostics: • Interpretation of Pane...
Persistence (lagged dependent variable): • The Persistence Effect...
Introduction of Panel GMM: • Introduction to Dynami...

[@pawalucious89]

Its a Masterclass. God bless you abundantly, Prof.

[@jn3750]

Economist here, Pat. Love your approaches - highly "coveted"!

[@samuelo.binuomote4164]

You simply demystified the subject! Wao, so grateful prof

[@PatObi]

Glad you enjoyed it!

[@gokhanberkozbek9608]

Hay senin ağzına, yüreğine sağlık be.. thank you prof. 🙏

[@truongthihanhdung_khoaktkt6762]

Thanks so much Professor❤

[@AndrintsoaRamaroson-z5d]

Hey! Can you help me? I’m having an issue with the simulation on EViews. The difference GMM estimation showed that my number of instruments is equal to my number of observations. I don’t understand why, especially since I followed your steps exactly. Also, in the serial correlation test, I didn’t get any results-it says 'NA' instead. The worst part is that I don’t understand the problem at all

[@silentengineer]

My j-statistics is less than 0.05. However, i dont have any AR(2) serial correlation. Should I rely on my model. How to interpret this situation?

[@MichealHot]

So interesting ❤

[@mazharmertulukaya2091]

thank you sir

[@ChaonanChi]

I would like to know the estimation method for nolinear dynamic panel model ❤❤

[@MichealHot]

❤️

[@Ezema_]

👏🏽👏👏🏽

[@VIRAL_VIDEOS_Y.T]

You deserve a Pat on the back❤