can eviews estimate dynamic panel data model?

[tanghanpost]

dear all:
i know eviews can estimate FE & RE panel data model, but i want to estimate a dynamic panel data model, like
yit= a+byi(t-1)+cxit+dxi(t-1)
can eviews estimate it? and is there any after estimate test can be use? like Hausman test?


thanks.

[EViews Gareth]

Yes, EViews can estimate dynamic panel data models. The easiest way to do this is, if you want to use Dynamic GMM methods, to use the Dynamic Panel Data Wizard. Simply click the Dynamic Panel Data Wizard button that appears on the GMM estimation dialog and follow the instructions.

[japie999]

Dear all,

I would like to estimate a A(R)DL-model, like Tanghanpost, with panel data. Is the Dynamic GMM methods the best way, of doing this? Can someone tell me what statistical test should be conducted to determine whether the model is justified?
Is there an publication available, that's folowing the same steps?

Thanks a lott!