Dynamic Panel Data Models: System GMM, Difference GMM, and Windmeijer Solution - Part 20
Offered By: NPTEL-NOC IITM via YouTube
Course Description
Overview
Explore advanced concepts in dynamic panel data modeling, including System GMM, Difference GMM, One Step and Two Step GMM, and the Windmeijer solution. Gain a comprehensive understanding of these sophisticated econometric techniques used in analyzing panel data with dynamic relationships. Delve into the intricacies of each method, learning their applications, advantages, and limitations in empirical research. Enhance your econometric toolkit and develop the skills necessary to tackle complex panel data analysis in various fields of economics and finance.
Syllabus
Dynamic Panel data Model - Part XX
Taught by
NPTEL-NOC IITM
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