Re: [Gretl-users] Nested Logit

We do have GMM estimators for dynamic linear models for panel data (commonly known as GMM-DIF and GMM-SYS). It could be nice to package some panel cointegration procedure: Pedroni's apporoach was based on two-step estimation, which is clearly easily feasible with the techniques we already have. I'm not aware of more recent methods in widespread use. Ideas, anyone? ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------