[Gretl-users] Re: GRETL package for testing fractional integration with trends and breaks
On Thu, 1 Jul 2021, taylan.bali(a)ankara.edu.tr wrote:
Dear GRETL Experts,
Is there a GRETL package for testing fractional integration with trends
and breaks in data, preferably in a panel setting?
Not as yet. Do you have any specific method in mind? Can you give us some
bibliographical pointers?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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