[Gretl-users] Re: [Sys-GMM Dynamic panel data comparison]
Dear Allin and Sven
Gretl is a great tool, but Gretl people are really the big asset of this community.
Thanks again
José
Enviado desde mi iPhone
> El 21 ene 2021, a las 18:25, Cottrell, Allin <cottrell(a)wfu.edu> escribió:
>
> On Thu, Jan 21, 2021 at 3:56 AM JOSE FRANCISCO PERLES RIBES
> <jfperles(a)gmail.com> wrote:
>>
>> Hi Allin:
>> Only for learning purposes.
>> Would you mind to send me the code/command performed to run the model with
xtabond2 Stata command?
>
> José, here's my script:
>
> <hansl>
> open replication.xlsx
> setobs Municipio Year --panel
> list X = Coast Aerop70 Walk Pmain Dens DPrs_2
> dpanel 1 ; Afiliados 0 X --system
>
> list L = Municipio Year Afiliados X
> foreign language=stata --send-data=L
> #delimit ;
> tsset municipio year;
> xtabond2 afiliados L.afiliados coast-dprs_2,
> gmm(L.afiliados, lag(1 99))
> gmm(coast, lag(2 99)) gmm(aerop70, lag(2 99))
> gmm(walk, lag(2 99)) gmm(pmain, lag(2 99))
> gmm(dens, lag(2 99)) gmm(dprs_2, lag(2 99));
> end foreign
> </hansl>
>
> Allin
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