Re: [Gretl-users] Hausman and Taylor's estimator?
On Wed, 9 Dec 2015, oleg_komashko(a)ukr.net wrote:
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?
It's not included. It probably should be, but Hausman-Taylor didn't
yet make it into the ivpanel package.
In the meantime I've uploaded a slightly updated version of my
stand-alone Hausman-Taylor package, which never actually got
published, to the server; right now it's in staging at:
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/hausman_taylor.zip
At some point it, or an improved version of same, should be rolled
into ivpanel.
Allin