Introduction to Dynamic Panel GMM: Video 1 of 5.

This video provides a basic, easy-to-understand introduction to Dynamic Panel GMM estimation. It is the 1st of a 5-part series ending with how to use EViews to estimate Difference GMM and System GMM. Please watch all five videos to learn the development of the concepts and models. Thank you.
System GMM: • System GMM: Video 5 of 5
Difference GMM: • Difference GMM and Sys...
Results & Diagnostics: • Interpretation of Pane...
Persistence effect (lagged dependent variable): • The Persistence Effect...

[@abbakpa]

i dont know where this video was when i was looking everywhere to learn this model, thank god i finally found it. very easy to understand and well detailed

[@salamdenilsonsingh5150]

I was looking for a video talking about GMM and Prof. uploading the video at the right moment. Thanks Prof. Pat Obi.

[@PatObi]

You are welcome!

[@abdullahbinomar3390]

waiting next parts of this series impatiently... 🙂

[@PatObi]

Part 2 is just published: ruclips.net/video/gODby64xXsE/видео.htmlsi=ZWxU17azB4izqg4w

[@AccountingPianoHanhDung]

Thank you so much

[@innocentwilly6216]

Thank you, Prof., for clarity

[@PatObi]

You are welcome

[@jonahgo7743]

Thank you!

[@PatObi]

You're welcome!

[@lehuy7279]

In the endogeneity problem, we will often use IV and 2SLS models for static estimates and GMM types for dynamic estimates, right?

[@MuhammadBilal-nv4dz]

if we include year fixed effect it should be w(t) ot w(i)?

[@gaalichemakram8879]

please what tests shoud use to detect endogeneity, heteroscedasticité and serail corelation in this case, thanks

[@PatObi]

Please watch the entire series, especially the last two videos (4 & 5). By NOT rejecting H0 of overidentifying restrictions, you are, in essence, confirming no endogeneity. The Arellano-Bond test of NO serial correlation is based on AR(2), which is shown. The two estimators (D-GMM & S-GMM) are robust for heteroskedasticity due to the GLS waiting that is applied in the estimation. Hope this helps.

[@gaalichemakram8879]

@@PatObi thanks doc, i have watching many times all video it s very very herpful and comprhensive and i always refers to yours video, but i asked if i want to justify that my model need a Gmm estmation in general which a have endogeneity , heteroscedasti and serial correlation