[Gretl-users] A Newbie Needs Help

[Allin Cottrell]

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.