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@wfu.edu> a écrit :

De: Allin Cottrell <cottrell@wfu.edu>
Objet: Re: [Gretl-users] DOLS-FMOLS
À: "Gretl list" <gretl-users@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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