[Gretl-users] Missing values in CEL data base and dynamic models
Dear Allin
I replicate the CEL example for DPM
open CEL.gdt
ngd = n + 0.05
ly = log(y)
linv = log(s)
lngd = log(ngd)
# take out time means
loop i=1..8 --quiet
smpl (time == i) --restrict --replace
ly -= mean(ly)
linv -= mean(linv)
lngd -= mean(lngd)
endloop
smpl --full
list X = linv lngd
# 1-step GMM-DIF
dpanel 1 ; ly X ; GMM(linv,2,99
I had no problem with the implementation however I encounter a problem:
apparently the time-demeaned series do not have missing values but the
original ones had.
Could you help me?
Sincerely
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João Sousa Andrade
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