Re: [Gretl-users] Estimate dynamic panel regressions
Am 16.06.2017 um 09:49 schrieb Carla Fernandes:
Good morning for everybody,
I would like to know:
- what is the difference between estimate dynamic panel regressions data with and without
the command “--dpdstyle”.
- What means: matrix H according OX/DPD? in the context of estimation dynamic panel data
regressions
Hi,
from the built-in command documentation for dpanel:
"
If the --time-dummies option is given, a set of time dummy variables is
added to the specified regressors. The number of dummies is one less
than the maximum number of periods used in estimation, to avoid perfect
collinearity with the constant. The dummies are entered in differenced
form unless the --dpdstyle option is given, in which case they are
entered in levels.
"
hth,
sven