GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects—Hayakawa英文资料.pdfVIP

GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects Kazuhiko Hayakawa Department of Economics, Hiroshima University November 21, 2012 In this paper, we propose GMM estimators for short dynamic panel data models with interactive fixed effects. Moment conditions are obtained for the model where the projection method is applied to remove the c