Dear, researchers why the lagged dependent variable is not significant while using two-system GMM?

23 March 2023 1 9K Report

Dear Dr Chomen

In the GMM estimation technique, the lagged dependent variable must be significant at the 1 % level, otherwise, your interpretation must have an issue, you may carefully check the GMM commands or the dependent variable data. you may need to take the log for the dependent variable if the independent variable is in log form.

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