thank you for this information, can you please give me some tracks (books, articles,
authors) to write the FMOLS script?
Regards,
Nadia
--- En date de : Ven 10.12.10, Allin Cottrell <cottrell(a)wfu.edu> a écrit :
De: Allin Cottrell <cottrell(a)wfu.edu>
Objet: Re: [Gretl-users] DOLS-FMOLS
À: "Gretl list" <gretl-users(a)lists.wfu.edu>
Date: Vendredi 10 décembre 2010, 17h43
On Wed, 8 Dec 2010, Ouedraogo nadia wrote:
I would like ask you two questions,
The 1rst one: What is the difference between 1-Step and 2-step
Dynaic panel and how to interprete the results of these two
methodology?
Please see chapter 17 of the Gretl User's Guide, "Dynamic panel
models".
The 2nd: can i run FMOLS or its equivalence with Gretl?
Yes, but you'd have to write your own script to do so; FMOLS is
not a built-in or "canned" method in gretl.
Allin Cottrell
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