GMM Estimation of Empirical Growth Models.

GMM Estimation of Empirical Growth Models.

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This Paper highlights a problem in using the first-differenced GMM panel data estimator to estimate cross-country growth regressions. When the time series are persistent, the first-differenced GMM estimator can be poorly behaved, since lagged levels of the series provide only weak instruments for su...

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Autors principals:	Bond, S, Hoeffler, A, Temple, J
Format:	Working paper
Idioma:	English
Publicat:	CEPR 2001

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