On Wed, 12 Mar 2008, Riccardo (Jack) Lucchetti wrote: > On Wed, 12 Mar 2008, Sven Schreiber wrote: > > > Well actually I haven't worked yet with the panels&gretl combination, so I > > can't help you with that. Dynamic panels are not trivial (but fashionable), > > maybe you want to use something like the Arrellano/Bond estimator. Of course > > you could perform that by cleverly using gretl's GMM framework, but I think > > it's not natively implemented yet. (Somebody correct me please.) > > It is. See the panel chapter of the manual and the "arbond91" > example script. The panel chapter has relatively little to say about Arellano/Bond (that still needs to be added) but the Command Reference section on the arbond command is reasonably detailed. Allin. _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users