Displaying 1 result from an estimated 1 matches for "tablef18".
Did you mean:
table1
2009 Mar 08
1
singular matrices in plm::pgmm()
Hi list,
has anyone succeeded in using pgmm() on any dataset besides
Arellano/Bond's EmplUK, as shown in the vignette?
Whatever I try, I eventually get a runtime error because of a singular
matrix at various points in pgmm.diff() (which gets called by pgmm()).
For example, when estimating a "dynamic" version of the Grunfeld data:
data(Grunfeld, package="Ecdat")
grun