Re: [Gretl-users] GMM Instruments Lagged Independent Variables
On Wed, 13 Apr 2011, Dempsey, Keely wrote:
I am trying to estimate GMM using lagged (-1) values of the two
independent variables in my equation as instruments. When I try
to estimate an error message saying "missing values" appears.
Does anyone know how to correct this?
You need to (a) fill in the holes in your data set, or (b) choose
a smaller sample that contains no missing values after defining
the lags.
Allin Cottrell