## Load data from plm package
if(!requireNamespace("plm", quietly = TRUE)){
stop("Dataset from package \"plm\" needed for this example.
Please install the package.", call. = FALSE)
}
else{
data(EmplUK,
package = "plm") dat <- EmplUK dat[,c(4:7)] <- log(dat[,c(4:7)])
## Arellano and Bond (1991) estimation in Table 4, column (a1)
m1 <- pdynmc(dat = dat, varname.i = "firm", varname.t = "year",
use.mc.diff = TRUE, use.mc.lev = FALSE, use.mc.nonlin = FALSE,
include.y = TRUE, varname.y = "emp", lagTerms.y = 2,
fur.con = TRUE, fur.con.diff = TRUE, fur.con.lev = FALSE,
varname.reg.fur = c("wage", "capital", "output"), lagTerms.reg.fur = c(1,2,2),
include.dum = TRUE, dum.diff = TRUE, dum.lev = FALSE, varname.dum = "year",
w.mat = "iid.err", std.err = "corrected", estimation = "onestep",
opt.meth = "none")
summary(m1)
}
While this is not a definitive answer, it's too long to post as a comment. Hope it helps anyway.
EDIT: