hello Readers,
Greetings for the day!
Actually, I am struggling with a minor problem of dynamic panel data modeling especially the system GMM commands.
I have a model in which there is only one independent variable that is the lag value of dependent variable and other variables in independent side are regional fixed effects and time-specific dummies. This domain (dynamic panel data) is totally new to me, hence I could not able to formulate system GMM or other advance commands. even I could not find any online resources that deals with above model, apart from theoretically resources.
if anyone has any lead, kindly do reply
it would be great help.
thank you
Greetings for the day!
Actually, I am struggling with a minor problem of dynamic panel data modeling especially the system GMM commands.
I have a model in which there is only one independent variable that is the lag value of dependent variable and other variables in independent side are regional fixed effects and time-specific dummies. This domain (dynamic panel data) is totally new to me, hence I could not able to formulate system GMM or other advance commands. even I could not find any online resources that deals with above model, apart from theoretically resources.
if anyone has any lead, kindly do reply
it would be great help.
thank you