Re: [Gretl-users] Hausman and Taylor's estimator?

Thank you, Allin The matter was as follows. It is in Hill Griffith Lim, the main book I use in my course. And it's absent (if I don't make a mistake) in Lee Adkins gretl book. Today I had killed a whole day with Greene 11.8.1 before reproducing HGL example, since Greene  doesn't say how to treat  constants and about df correction. If I didn't asked I'd make a redundant package. Lee coauthored Using stata with HGL and included xhtaylor there. That's why I think it should get official status as soon as possible. Oleh 9 грудня 2015, 23:36:41, від "Allin Cottrell" < cottrell(a)wfu.edu >: On Wed, 9 Dec 2015, oleg_komashko(a)ukr.net wrote: 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 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users