Dear gretl-users, I need your help.
I would like to apply for my panel data analysis the two-step GMM Arellano-Bond dynamic panel-data estimation, because it is more efficient for samples with small t. Is is possible to perform it with Gretl? The tables report results for one-step or two-step Arellano-Bond estimation. But what are they? GMM (DIF) or GMM (SYS)? Many thanks for your kind help in advance. Kind regards, Liliya
