Explore the Anderson-Hsiao Estimator and Generalized Methods of Moment in this 31-minute lecture on Dynamic Panel Data Models. Delve into advanced econometric techniques for analyzing time-series cross-sectional data, gaining insights into estimating dynamic relationships in panel datasets. Learn how these methods address endogeneity issues and improve the efficiency of parameter estimates in dynamic panel models.
Dynamic Panel Data Model - Part V: Anderson-Hsiao Estimator and Generalized Methods of Moment