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st: GMM diff vs sys and convergence


From   <[email protected]>
To   <[email protected]>
Subject   st: GMM diff vs sys and convergence
Date   Sun, 5 Feb 2006 13:19:50 -0300 (ART)

Dears,

I have a panel dataset for a sample of 20 countries over 8 periods
I`ve use GMM method to estimate a model of convergence like this
yit=b yit-1 + q xit + uit
where xit are exogenous variables

-I could be posible that difference GMM work better than sysyem GMM?
-How can I calculate the convergence rate?

Thank you a lot

Ines



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