Interpretation of Panel GMM Result: Video 3 of 5

This video explains the tests of significance and provides an interpretation of each of the test statistics.
System GMM: • System GMM: Video 5 of 5
Difference GMM: • Difference GMM and Sys...
Persistence (lagged dependent variable): • The Persistence Effect...
Introduction of Panel GMM: • Introduction to Dynami...

[@habtunibret6544]

I love this man. Please come up with a concept too

[@joseluisuriolpariona4510]

Excellent video, you're incredible. Greetings from Perú

[@yalisman90]

great video & thank you for your explanation.
one thing I want to ask about the best outcome of Hansen p value (minute 2:49)
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based on Roodman (2009, p.44)
"Also, because of the risks, do not take comfort in a Hansen test p-value below 0.1. View higher values, such as 0.25, as potential signs of trouble." (Roodman, 2009, p. 44)
Isn't it potentially problematic if the p value is >0.25?

[@PatObi]

These are grey areas, I think. That's why robustness tests are helpful.

[@atiullahghazzali4320]

Thank you for your excellent explaination.

[@PatObi]

You're welcome!

[@mauriellecunanan1916]

May I ask what if there are no results for AR(2)? There are only results for AR(1)

[@sri44444]

Well explained

[@PatObi]

Thank you.