Sir
I want to estimate a panel strongly balanced dataset where T=260 and N =30
My independent variables are lagged in the regressions while dependent is not, as per theoretical impositions.
The dataset is weekly.
I thought of using GMM but there are many suggestions that it can be invalid estimation
My datasets have generally no unit root.
So what is your suggestions that which estimation may be approporiate
Furthermore , i assume that dataset is balance panel but its dynamic
please comment and recommend
Thanks
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