Re: [Gretl-devel] Pooled mean group technique

Sunday, 10 October 2010

On Mon, 11 Oct 2010, Kristyna Pokorna wrote:

...
 please is it possible to analyse panel data using the pooled
 mean group approach (i.e. method that incorporates that short
 run coefficients vary for different countries, however, the long
 run coefficients adjust to a more stable level irrespective of a
 country). 
This question would be more appropriate on the gretl-users list,
but anyway: No, this is not available as a built-in command in
gretl. No doubt it could be coded using gretl's scripting
language, but I suspect it would be a non-trivial exercise.

Allin Cottrell

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