[Gretl-users] A Newbie Needs Help

Wed Mar 12 07:35:01 EDT 2008

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.

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti