Hello, I'm trying to evaluate a Diff-GMM and SYS-GMM using gretl. I'm confused about the SYS-GMM model, how it is used. selecting it has a note that it includes a level equation, but i'm not sure what it refers to. Does it mean that it includes the first differences of the variables or the first differences with their lags both dependent and independent variables? Can you help me with that?
Answer by
Rajesh Gupta
The SYS-GMM model in gretl includes a level equation, which means that it includes the original (undifferenced) variables. It does not refer to the first differences or their lags.
My Gretl doesn't allow me to import files. What to do?
R
Answer by
Robert Polubinski
The software is working right and I was able to import files into the application. Simply use File > Open. Before doing this make sure to properly configure the databases in case you're using one. You can access the database settings from File > Databases. Additionally, check the file you want to import to make sure it's supported. If you try to add unsupported files, the software will give you errors.
Hello, I'm trying to evaluate a Diff-GMM and SYS-GMM using gretl. I'm confused about the SYS-GMM model, how it is used. selecting it has a note that it includes a level equation, but i'm not sure what it refers to. Does it mean that it includes the first differences of the variables or the first differences with their lags both dependent and independent variables? Can you help me with that?
The SYS-GMM model in gretl includes a level equation, which means that it includes the original (undifferenced) variables. It does not refer to the first differences or their lags.
My Gretl doesn't allow me to import files. What to do?
The software is working right and I was able to import files into the application. Simply use File > Open. Before doing this make sure to properly configure the databases in case you're using one. You can access the database settings from File > Databases. Additionally, check the file you want to import to make sure it's supported. If you try to add unsupported files, the software will give you errors.