Hello all,
I'm just now replying to a message from back in January -- sorry
for the delay.
I wasn't paying sufficient attention at the time, but on searching
the gretl-users archive for Sven's wisdom on panel unit-root tests
I came across a report of an unfixed bug, from Bruno Thiago Tomio.
That is, Sven had put into a loop the following construction:
matrix tstats = tstats | $test
where $test is an accessor which produces a scalar result. And
after the loop Sven had
tbar = meanc(tstats)
to get the mean of tstats.
Bruno replied, 'I get "Data error" when trying to run tbar =
meanc(tstats)'. I just tried Sven's script and got the same error,
which really should not happen. A work-around is to force the
scalar $test into matrix format, as in
matrix tstats = tstats | {$test}
But now, in gretl CVS and snapshots, Sven's original formulation
will work OK.
Allin Cottrell