EViews.com

yes, I meant Blundell&Bond estimator. Thank you.
I guess the Arellano&Bond and Arellano&Bover will have to do the job :)

So far I've been using only dynamic panel wizard...

Thanks, startz.
and how do you apply it?

Does Eviews include sys-GMM?

Thanks.

so, this first differecing (that is performed automatically) could be the way of eliminating unit root from individual series as well?

what about dummy variables, are they allowed?

Thanks,
M.

Hi, I have a question about GMM Dynamic Panel Wizzard. When specifying regressors (Step 2), do they have to be written in levels (or logs) and are first differenced automatically if you choose the differences option or do they have to be written in differences? what happens if they are already diffe...