Journal of Applied Econometrics, Vol. 12, No. 3, Special Issue: Econometric Models of Event Counts (May - Jun., 1997), pp. 281-294 (14 pages) The generalized method of moments (GMM) estimation ...
This is a preview. Log in through your library . Abstract In this paper, we derive the asymptotic properties of the system generalized method of moments (GMM) estimator in dynamic panel data models ...