DMPD Slides, code and other material - EMbeDS-education/ComputingDataAnalysisModeling20242025 GitHub Wiki

ACADEMIC YEAR 2023/2024

Slides and further materials

  1. Introduction
  2. GMM estimation in a cross-sectional framework
  3. Estimation of dynamic panel data models
  4. R file and Stata file: Monte Carlo simulation to evaluate the small sample properties of GMM estimation applied to dynamic panel data models