Re: [Gretl-devel] devel update
Hi All(in),
thanks for the useful information. I have a comment and an (unrelated)
question:
Am 17.09.2010 02:36, schrieb Allin Cottrell:
* dynamic panel data models: we have a new command, "hidden" up
to this point, named "dpanel", which represents a substantial
improvement over the old "arbond" command. It can handle
"system GMM" (Blundell-Bond) and also offers greater
flexibility of specification. The one respect in which it's
less flexible than "arbond" is that it does not offer the
option of orthogonal deviations as an alternative to
differencing; it seems to us that this is more of a
theoretical curiosity than a live option of interest to
practitioners. We just have to write up the documentation for
dpanel then we'll expose it for testing.
What do you think of calling the command "dynpanel" instead? Seems more
self-explanatory to me (but of course it's not a big issue). And while I
myself have no pressing need for orth. deviations, removing
functionality from gretl strikes me as suboptimal in terms of marketing
purposes for the upcoming gretl 2.0.
The question: I just saw the new (?) command "varsimul" in the snapshot,
which could be useful for me. Is the API of this command stable at this
point?
thanks,
sven