Folks,
This is an econometrics question rather than a Gretl question, so apologies in advance.
I've estimated an ordered probit on a panel data set with lagged regressors. Gretl
seems to automatically include the same number of lags of the dependent variable, and
I'm wondering why that is. So far I haven't been able to find a reference for this
- nothing in the user's guide, Lee's ebook, or Greene, AFAICS. If anyone could
help me out, I'd appreciate it.
Thanks!
PS
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