This video provides a basic, easy-to-understand introduction to Dynamic Panel GMM estimation. It is the 1st of a 5-part series ending with how to use EViews to estimate Difference GMM and System GMM. Please watch all five videos to learn the development of the concepts and models. Thank you.
System GMM: https://youtu.be/ahLLU0-amGg
Difference GMM: https://youtu.be/EH6NHQwx8mw
Results & Diagnostics: https://youtu.be/Ao7IGdppfxs
Persistence effect (lagged dependent variable): https://youtu.be/gODby64xXsE