On Wed, 12 Mar 2008, scottd.orr(a)comcast.net wrote: > The manual seems to suggest that gretl's normal procedure for > handling of lags makes the Arrellano/Bond estimator > unnecessary--but it doesn't give any detail on that procedure. > Or am I missing something? 1) Gretl will generate lags correctly in a panel dataset, entering a missing value at the start of each time-series. 2) This doesn't really have much to do with Arellano-Bond. A-B is a method for producing consistent estimates when a panel model includes lags of the dependent variable. Simply getting the lags correctly calculated does not produce this effect. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users