[Gretl-users] Estimation error in gretl

Thursday, 6 December 2018

Dear Professor,

I am writing to ask for your guidance on panel regression model.

My first question is what should be the ideal dimensions of N and T in
order to use PMG and/or MG estimator?

Also, can we conduct panel unit root test for a panel of dimension T=21 and
N=4.

I hope to receiving a response from you soon.

Thanks.

Yours faithful
Timmy John