Dear gretl-users,
I need your help.
I would like to apply for my panel data analysis the two-step GMM Arellano-Bond dynamic
panel-data estimation, because it is more efficient for samples with small t. Is is
possible to perform it with Gretl? The tables report results for one-step or two-step
Arellano-Bond estimation. But what are they? GMM (DIF) or GMM (SYS)?
Many thanks for your kind help in advance.
Kind regards,
Liliya