The Persistence Effect in Panel GMM: Video 2 of 5

This video explains the practical implications of the COEFFICIENT of the LAGGED DEPENDENT variable in the Dynamic Panel GMM. This is the 2nd of a 5-part series ending with how to use EViews to estimate Difference GMM and System GMM. Please watch all 5 videos. Thank you.
System GMM: • System GMM: Video 5 of 5
Difference GMM: • Difference GMM and Sys...
Results & Diagnostics: • Interpretation of Pane...
Introduction of Panel GMM: • Introduction to Dynami...

[@biswajitnayak9294]

This is a very good tutorial on Dynamic Panel. Thanks for such kind of Tutorial.

[@OnojaAdaji]

Thanks Prof.

[@jn3750]

How do you test for the persistence of the Y(t) in the model?