GAUSS Program for Dynamic Panel Data Models

JOSIM1.GAU is a GAUSS program that estimates a dynamic panel data model using several different methods.
JOSIM.OUT is the output from JOSIM1.GAU.
SEEDS.ASC contains the seeds used in the random number generator in JOSIM1.GAU.
PARMAT.ASC contains the parameter values used in the simulations in JOSIM1.GAU.
JOSIM2.GAU is a GAUSS program that compares GMM techniques for dynamic panel data models.

For further discussion of these programs see "Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists" by Ruth A. Judson and Ann L. Owen in Economics Letters, October 1999.