I have applied two-step system GMM model, so f statistics value is 76995.61 . why is this high? is this correct or not?

i have research on unbalanced panel data, sample size 3576 firms of 6 year time period. due to endogeneity, autocorrelation and heteroskedasticity problem i have move towards two-step system GMM...

16 July 2025 6,121 3 View