最近投了一篇论文,外审专家返回了一个修改意见,看不懂,请各位大神帮忙。
System GMM requires the additional assumption that the differences used as instruments are uncorrelated with the error term (in particular with the unobserved unit-specific effects). A sufficient condition for this to hold would be joint mean stationarity of the dependent variable and the independent variables, which may not be easily justifiable in this study.
翻译过来是这样:系统GMM需要额外的假设,即作为工具使用的差异与误差项不相关(特别是与未观测到的特定单位效应无关)。一个充分条件是因变量和自变量的联合平均平稳性,这在本研究中可能不容易证明。
请问这个问题怎么解决呢?求大神帮忙