[Gretl-users] A Newbie Needs Help

[scottd.orr at comcast.net]

OK, thanks--that's the part that wasn't clear.

Scott

-------------- Original message -------------- 
From: Allin Cottrell <cottrell at wfu.edu> 

> On Wed, 12 Mar 2008, scottd.orr at 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 at lists.wfu.edu 
> http://lists.wfu.edu/mailman/listinfo/gretl-users 
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20080312/45824ec6/attachment.htm