[Gretl-users] Re: [Sys-GMM Dynamic panel data comparison]
Dear Sven
Many thanks for your fast response.
What I would say is that Coast Aerop70 Walk Pmain and DPrs11_2 (the last being
residential in Stata) are time invariant.
As said Dprs11_2 and residential are the same variables.
Thanks again
José
Enviado desde mi iPhone
> El 20 ene 2021, a las 19:10, Sven Schreiber <svetosch(a)gmx.net> escribió:
>
> Am 20.01.2021 um 16:48 schrieb JOSE FRANCISCO PERLES RIBES:
>>
>> I have tried to do it in Gretl using the gretl GUI with 1 step
>> estimator, no time dummies and including the equation in levels as
>> follows (command log):
>>
>> dpanel 1 ; Afiliados 0 Coast Aerop70 Walk Pmain Dens DPrs11_2 --system \
>> --dpdstyle
>>
>> where most of the explanatory variables Coast, Aerop70, Walk,
>> Pmain and Dprs11_2 are time invariant.
>
> Hi, can you explain what "most" means here? Below Aerop70 is dropped,
> but are you saying others are invariant as well?
>
>
>> When I try to estimate the model in Stata using the following command:
>>
>> . xtdpdsys Afiliados Coast Aerop70 Walk Pmain Dens residential,
>> lags(1) artests(2)
>>
> So how are DPrs11_2 above and residential below related?
>
> cheers
>
> sven
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