Which method are more appropriate to use GMM or ARDL?

Hayot Berk Saydaliev @Hayot-Berk-Saydaliev

07 June 2018 0 3K Report

I am currently having a dataset of T=10+ and N=26, and will most likely use the LSDVC estimate by Kievit and GMM, according to the paper by Judson, Owen (1999),Roodman(2009). Unfortunately, I am now questioning whether GMM or panel ARDL to apply?

Enlarging to T=10+ would be possible to change according to model requirements but N is fixed .

Thanks already and best regards

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