Re: [Gretl-users] Nonlinear panel Instrumental Variable Regression with GRETL

On Thu, 10 Jan 2013, Anutechia Asongu wrote: > Hi All, > Please I need help for the concern on the subject of this > mail. > Cheers, I must admit, this isn't particulalrly clear. Am I correct in thinking that you need to estimate a model like:

$y_{i,t} = g(X_{i,t}, \theta) + \alpha_i + \epsilon_{i,t}$

where

$E( g(X_{i,t}, \theta) \cdot \epsilon_{i,t} ) \ne 0$

but you have instruments such that

$E(\epsilon_{i,t} | Z_{i,t}) \ne 0$ And if so, how do you want to treat the individual effect $\alpha_i$? Fixed? Random? ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users