Am 16.11.2025 um 11:19 schrieb Brian Revell:
Just to clarify my understanding of the generation of fitted values
for levels of Yt
do the estimated coefficients transpose directly into the specified
equation
Yt=a1 Yt-1+ b1Xt + d +ut (which begs the question of recovery of d )
or if the GUI difference estimator is the default estimator , are the
fitted values derived through expansion of the differenced form of
the equation with terms collected such that Yt=(1+a1)Yt-1.....etc.?..
Hi, it's not totally clear to me what the question is. The subject says
dynamic panel, but the equation does not look like a panel model. For
example, no unit/group index i. So please be more specific on what you
have actually estimated, maybe also with some gretl output.
thanks
sven