-------------- Original message --------------
From: Allin Cottrell <cottrell@wfu.edu>

> On Wed, 12 Mar 2008, scottd.orr@comcast.net wrote:
>
> > 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?
>
> 1) Gretl will generate lags correctly in a panel dataset, entering
> a missing value at the start of each time-series.
>
> 2) This doesn't really have much to do with Arellano-Bond. A-B is
> a method for producing consistent estimates when a panel model
> includes lags of the dependent variable. Simply getting the lags
> correctly calculated does not produce this effect.
>
> Allin Cottrell
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