Introduction to Dynamic Panel GMM: Video 1 of 5.

[@abbakpa]

i dont know where this video was when i was looking everywhere to learn this model, thank god i finally found it. very easy to understand and well detailed

[@salamdenilsonsingh5150]

I was looking for a video talking about GMM and Prof. uploading the video at the right moment. Thanks Prof. Pat Obi.

[@PatObi]

You are welcome!

[@abdullahbinomar3390]

waiting next parts of this series impatiently... 🙂

[@PatObi]

Part 2 is just published: kzbin.info/www/bejne/nYCnk6xsad2Lqacsi=ZWxU17azB4izqg4w

[@innocentwilly6216]

Thank you, Prof., for clarity

[@PatObi]

You are welcome

[@jonahgo7743]

Thank you!

[@PatObi]

You're welcome!

[@anuverma9260]

What material do you use for preparing the content of these videos?

[@AccountingPianoHanhDung]

Thank you so much

[@lehuy7279]

In the endogeneity problem, we will often use IV and 2SLS models for static estimates and GMM types for dynamic estimates, right?

[@MuhammadBilal-nv4dz]

if we include year fixed effect it should be w(t) ot w(i)?

[@gaalichemakram8879]

please what tests shoud use to detect endogeneity, heteroscedasticité and serail corelation in this case, thanks

[@PatObi]

Please watch the entire series, especially the last two videos (4 & 5). By NOT rejecting H0 of overidentifying restrictions, you are, in essence, confirming no endogeneity. The Arellano-Bond test of NO serial correlation is based on AR(2), which is shown. The two estimators (D-GMM & S-GMM) are robust for heteroskedasticity due to the GLS waiting that is applied in the estimation. Hope this helps.

[@gaalichemakram8879]

@@PatObi thanks doc, i have watching many times all video it s very very herpful and comprhensive and i always refers to yours video, but i asked if i want to justify that my model need a Gmm estmation in general which a have endogeneity , heteroscedasti and serial correlation