Henry Platt Bristol
Professor of Economics
GAUSS PROGRAMS FOR DYNAMIC PANEL DATA MODELS
- JOSIM1.GAU is a GAUSS program that estimates a dynamic panel data model using several different methods.
- JOSIM.OUT is the output from JOSIM1.GAU.
- SEEDS.ASC contains the seeds used in the random number generator in JOSIM1.GAU.
- PARMAT.ASC contains the parameter values used in the simulations in JOSIM1.GAU.
- JOSIM2.GAU is a GAUSS program that compares GMM techniques for dynamic panel data models.
For further discussion of these programs see "Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists" by Ruth A. Judson and Ann L. Owen in Economics Letters, October 1999.