Am 04.02.2014 22:03, schrieb Anutechia Asongu:
Thanks Sven,
Well, I'm thinking of trying something else, limiting instrument
proliferation by changing how the instrument is set and not by shrinking
the sample (decreasing T and increasing N) as I did in my previous
strategy. Can anyone gist me on the Gretl equivalent of Stata's
xtabond2?
How to choose the (amount of) instruments is actually documented for the
dpanel command... RTFM (no offense intended)
-sven