Townsquare/Dstillery pixel

Henry Platt Bristol
Professor of Economics
Hamilton College


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.

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