/usr/share/gretl/scripts/misc/penngrow.inp is in gretl-common 2017d-3build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # Penn World Table data as used by Nerlove
open penngrow.gdt
# Fixed effects (for comparison)
panel Y 0 Y(-1) X
# Random effects (for comparison)
panel Y 0 Y(-1) X --random-effects
# take differences of all variables
diff Y X
# Anderson-Hsiao, using Y(-2) as instrument
tsls d_Y d_Y(-1) d_X ; 0 d_X Y(-2)
# Anderson-Hsiao, using d_Y(-2) as instrument
tsls d_Y d_Y(-1) d_X ; 0 d_X d_Y(-2)
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