Panel Regression using Difference GMM estimator
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Do you have a step by step procedure on how to use gretl in conducting
panel regression using the difference Generalized Moment Method estimator.
Thank you.
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On Sat, 16 Jan 2021, 3J LEMA wrote:
Do you have a step by step procedure on how to use gretl in
conducting
panel regression using the difference Generalized Moment Method estimator.
The User's Guide (accessible via the Help menu) has a chapter entitled
"Dynamic panel models" that should cover what you need, especially section
2.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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Riccardo (Jack) Lucchetti