'READ DATA======================================================================
'Unbalanced panel data set
wfopen c:\temp\dataset.wf1
pageselect EU14
genr yy = y-yp


'ESTIMATION======================================================================
'c(2)=3
c(2)=4
equation a.GMM    yy   =  C(1) +  @logit(C(2)) * yy(-1)     @     yy(-1)


'GRID SEARCH TO GRAPH J-STATISTIC AS A FUNCTION OF C2================================
'matrix(201,2) ac2j
'scalar i=0
'scalar c2
'for !c2=-10 to 10 step 0.1
'  i=i+1
'  equation a.GMM    yy   =  C(1) +  @logit(!C2) * yy(-1)     @     yy(-1)
'  ac2j(i,1)=!c2
'  ac2j(i,2)=a.@jstat
'next