Re: [Gretl-users] Hausman and Taylor's estimator?
1) Thanks, package.zip outputs the same as other soft
2) It seems not to documented in ivpanel: help tells about 3 options: 1: fixed, 2:
between, 3: G2SLS - as I could see iv analogue of random effects Where is HT in there?
Oleh
9 грудня 2015, 22:11:29, від "Sven Schreiber" < svetosch(a)gmx.net >:
Am 09.12.2015 um 21:08 schrieb Artur Tarassow:
Very nice, I wasn't aware of this!
Artur
Am 9. Dezember 2015 21:04:05 MEZ, schrieb "Riccardo (Jack) Lucchetti"
< r.lucchetti(a)univpm.it >:
On Wed, 9 Dec 2015, Artur Tarassow wrote:
A while ago, I had to deal with this:
http://lists.wfu.edu/pipermail/gretl-users/2013-September/009199.html
Fortunately, Allin had a package at this time as you will see there.
Allin's package is in fact an add-on, which is automatically installed
together with gretl: Model>Panel>Panel IV Model.
There's no mention of the names "Hausman" or "Taylor" to be seen
in
there, so no wonder people are not aware of it...
cheers,
sven
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