Hello,
I am estimating a model using the Arellano-Bond GMM estimation. I also have to run a regression for a subsample where the number of observations becomes too small for the Arellano-Bond
What kind of estimate could I use for this subsample? I read something about the Pooled OLS estimation or, through the dummy creations for each subgroup, using their interactions in the regression.
I am not sure how to apply these methods. Do you have any suggestions on a possible model specification for my subsample? I have N = 15 and T = 14
Thank you
I am estimating a model using the Arellano-Bond GMM estimation. I also have to run a regression for a subsample where the number of observations becomes too small for the Arellano-Bond
What kind of estimate could I use for this subsample? I read something about the Pooled OLS estimation or, through the dummy creations for each subgroup, using their interactions in the regression.
I am not sure how to apply these methods. Do you have any suggestions on a possible model specification for my subsample? I have N = 15 and T = 14
Thank you
