Re: [Gretl-users] Is there a possibility to estimate a dynamic panel probit model in gretl?
On Wed, 15 Oct 2014, Jan Tille wrote:
Dear users,
I have a question, is there a fuction to estimate a dynamic probit panel
model in gretl? I have only seen panel models and dynamic panel models
in the user guide, but neither probit panel nor dynamic probit panel
models. Thanks in advance,
Yes. Claudia Pigini and I are working on a (rather ambitious) function
package for doing just that. It's not ready yet for public consumption,
mainly because it's pretty much undocumented as of now, but it already
works quite well. We can send you the gfn file so you can help us test it
if you want.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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