Re: [Gretl-users] Fixed effects regression with instrumented variables
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On Wed, 1 Dec 2010, Yangbo Du wrote:
Thank you very much for your response. Is long-differencing
supported
by gretl as well? I am trying to compare estimators for fixed effects,
first differences, and long differences to check for the possibility of
errors-in-variables.
You can difference in any way you like, e.g.
Dy = y - y(-10) # y_t - y_{t-10}
Dy = y - y[1] # y_t - y_1
Allin Cottrell
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Allin Cottrell