Hi everyone,
I am conducting an empirical work where I am estimating the effect of financial development on economic growth. I have data from 1960-2015 for around 130 countries but for many countries data are observed in different time periods and in some countries some data are missing in between (e.g data for 1970-1980 available but 1980-1985 missing and then 1986-2015 available). I know that GMM can accommodate unbalanced panels, however, I am not sure if it can accommodate missing values in between. Can somebody help ?
Thank you !
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