Are there some econometric tests for choosing between system GMM and Differenced GMM?

06 February 2022 1 7K Report

Does anyone have stata commands for econometriv tests utilised in selecting better model between system GMM and Differenced GMM. In brief, How do i decide to use Syst gmm over diff gmm or vice-versa.

Blessing Katuka

Thanks Haseeb Javed

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