Dear everyone,
I try to regress a dynamic panel model with pgmm function in the plm
package, but it doesn't work. The error report is "Error in
names(coefficients) <- c(namesX, namest) :
'names' attribute [13] must be the same length as the vector
[5]".
My command is:
reg.gmm<-pgmm(dynformula(ln_per_co2ec~ln_per_realgdp+ln_per_realgdp2,lag.form=list(1,0,0),
log.form=FALSE),data=co2new,effect="individual",model="twosteps",
gmm.inst=~ln_per_co2ec,lag.gmm=list(c(99,2)),transformation="d")
Could you guys give me some hints on this problem? Thank you in advance.
Best regards
Limin
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