On Tue, 4 Feb 2014, Sven Schreiber wrote:

> Am 04.02.2014 22:03, schrieb Anutechia Asongu:
>
>>
>>
>> Thanks Sven,
>> Well, I'm thinking of trying something else, limiting instrument
>> proliferation by changing how the instrument is set and not by shrinking
>> the sample (decreasing T and increasing N) as I did in my previous
>> strategy. Can anyone gist me on the Gretl equivalent of Stata's
>> xtabond2?
>
> How to choose the (amount of) instruments is actually documented for the
> dpanel command... RTFM (no offense intended)

See in particular the section titled "Instruments" in the Chapter on
dynamic panel models in the Gretl User's Guide.

Allin Cottrell