Am 20.01.2021 um 16:48 schrieb JOSE FRANCISCO PERLES RIBES:
I have tried to do it in Gretl using the gretl GUI with 1 step
estimator, no time dummies and including the equation in levels as
follows (command log):
dpanel 1 ; Afiliados 0 Coast Aerop70 Walk Pmain Dens DPrs11_2 --system \
--dpdstyle
where most of the explanatory variables Coast, Aerop70, Walk,
Pmain and Dprs11_2 are time invariant.
Hi, can you explain what "most" means here? Below Aerop70 is dropped,
but are you saying others are invariant as well?
When I try to estimate the model in Stata using the following
command:
. xtdpdsys Afiliados Coast Aerop70 Walk Pmain Dens residential,
lags(1) artests(2)
So how are DPrs11_2 above and residential below related?
cheers
sven