Re: [Gretl-users] A Newbie Needs Help
On Wed, 12 Mar 2008, Sven Schreiber wrote:
Well actually I haven't worked yet with the panels&gretl
combination, so I
can't help you with that. Dynamic panels are not trivial (but fashionable),
maybe you want to use something like the Arrellano/Bond estimator. Of course
you could perform that by cleverly using gretl's GMM framework, but I think
it's not natively implemented yet. (Somebody correct me please.)
It is. See the panel chapter of the manual and the "arbond91" example
script.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti