Am 20.01.2021 um 16:48 schrieb JOSE FRANCISCO PERLES RIBES:

I have tried to do it in Gretl using the gretl GUI with 1 step
estimator, no time dummies and including the equation in levels as
follows (command log):

dpanel 1 ; Afiliados 0 Coast Aerop70 Walk Pmain Dens DPrs11_2 --system \
  --dpdstyle

where most of the explanatory  variables Coast, Aerop70, Walk,
Pmain and Dprs11_2 are time invariant.

Hi, can you explain what "most" means here? Below Aerop70 is dropped,
but are you saying others are invariant as well?


When I try to estimate the model in Stata using the following command:

. xtdpdsys Afiliados Coast Aerop70 Walk Pmain Dens residential,
lags(1) artests(2)

So how are DPrs11_2 above and residential below related?

cheers

sven
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