Doubt regarding generalized method of moments method

[Vaishnavi Balaji]

Respected Sir/Mam,

                                    one of the conditions to apply GMM method is N must be larger and T must be smaller. In my analysis I'm having 23 companies and for 15 years. Can I proceed with doing GMM method or should I reduce the number of years.

Thank you,

With regards,

Vaishnavi.B

[Miklesh Yadav]

Dear Vaishnavi, 

You may go ahead with GMM. 

Regards

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[Preeti Khatri]

Greetings Sir,

Could you please provide some videos of applying SystemGMM.

I have applied in my research paper but some values were omitted from table. I'm not able to understand why it happened. I have applied GMM using xtdpdgmm command.

Attaching picture of table

Thanks & Regards

Preeti Khatri

Sent from my iPhone

On 16-Mar-2023, at 7:33 PM, Miklesh Yadav <mikl...@gmail.com> wrote:



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[Miklesh Yadav]

Dear Preeti, 

Kindly go through below links:

https://youtube.com/playlist?list=PLBVaRzQdsqEpxsy8IOPihRKyQ2hZYPXYN

https://youtube.com/playlist?list=PLKaH8Wg0ccxusiPpDDiVjC3qon71FZhL4

Regards

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[Vaishnavi Balaji]

Respected Miklesh Sir,

                                    Thank you so much for your reply.

Thank you,

With Regards,

Vaishnavi.B

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[younis ahmed]

@preeti.. My suggestion would be first to reduce the number of years by taking mean of 3years and then ur T will become 5... Then run gmm.... 

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[Preeti Khatri]

Thanks 

@younis ahmad and @MikhleshYadav

Sent from my iPhone

On 16-Mar-2023, at 8:46 PM, younis ahmed <younisa...@gmail.com> wrote:



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