Dear all, I have a user written estimation code based on the paper dynamic panel data estimations with fixed effect by Galvao(2009). I have seen many papers using this method and pvalue, standard errors and t statistic were reported, however, the code only shows the beta coefficient. So I'm guessing these papers used bootstrap standard error. I have been trying to get these but I haven't gotten it yet. I'll be glad if anyone who has used this method could provide the complete code or help with mine
To get standard errors and t-statistics for dynamic panel data with the instrumental variable (IV) method, follow these steps:
These steps will allow you to obtain and interpret the standard errors and t-statistics for your dynamic panel data model with IV methods.
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