Re: [Gretl-users] DPANEL questions concerning accessors, a collapse switch and arguments

X <#>LatexIt! run report... *** Found expression $\begin{ matrix } 0 \\ { y }_{ i,1 } \\ . \\ . \\ . \\ { y }_{ i,T-2 } \end{ matrix }$ LaTeX process returned 1 Proceeding anyway... *** Found expression $ar1, $ Image was already generated Thank you Allin for ur quick response! I'll write below. 01.07.2013 04:17, Allin Cottrell: Cool! I gonna follow this development :-) It's a means to limit instrument proliferation. According to Roodman (2006) "This embodies the same expectation but conveys slightly less information, since it generates a single moment condition" (p.23) In footnote 11 on page 24: "After conceiving of such instrument sets and adding a collapse option to xtabond2, I discovered precedents. Adapting Arellano and Bond's (1998) dynamic panel package, DPD for Gauss, and performing System GMM, Calderon, Chong, and Loayza (2002) use such instruments, followed by Beck and Levine (2004) and Carkovic and Levine (2005). Roodman (2009) demonstrates the superiority of collapsed instruments in some common situations with simulations." Here is the new first column after collapsing: $\begin{ matrix } 0 \\ { y }_{ i,1 } \\ . \\ . \\ . \\ { y }_{ i,T-2 } \end{ matrix }$ True. I now use the springf with @nlags and three GMM() to test down.