由anuel Arellano 与 Stephen Bond撰写的论文:ome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to
Employment Equations,是最早关于面板数据动态GMM估计的文章,同时附上相应的GAUSS程序。
302745.rar
大小:(2.17 MB)
马上下载
本附件包括:
- GAUSS program that compares GMM techniques for dynamic panel data models.txt
- panel data dynamic gmm.pdf
- dynamic panel data gmm.txt
[此贴子已经被作者于2009-3-12 10:09:06编辑过]