Am 12.03.2008 16:18, scottd.orr(a)comcast.net schrieb:
The manual seems to suggest that gretl's normal procedure for
handling
of lags makes the Arrellano/Bond estimator unnecessary--but it doesn't
give any detail on that procedure. Or am I missing something?
didn't that refer to the Anderson/Hsiao estimator? They are not the same.
-sven