[Gretl-users] Re: [Sys-GMM Dynamic panel data comparison]

Dear Sven and Allin Many thanks for your fast response. José Enviado desde mi iPhone > El 20 ene 2021, a las 23:10, Allin Cottrell <cottrell(a)wfu.edu&gt; escribió: > > On Wed, 20 Jan 2021, JOSE FRANCISCO PERLES RIBES wrote: > >> Dear Sven: >> Please, find attached the .xlsx dataset for replication purposes. >> As far I know, there are not missing values in this dataset. >> Many thanks again. > > I tried this with gretl vs stata's xtabond2. (By way of data check, I got the same results as you report from gretl.) > > xtabond2 found 45 instruments and produced parameter estimates that differed widely from both gretl and the results you report from xtdpdsys. I also tried with Ox/DPD and got the error message "not enough observations in sample". > > In the file replication.xlsx, all series except Afiliados and Dens > (and of course Year) are non-time varying. > > Bottom line: seems like this is a pretty dodgy specification. > > Allin > > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/