[Gretl-users] Re: dpanel and Hansen test?
Am 25.01.2021 um 11:30 schrieb Sven Schreiber:
So two relatively concrete questions:
Is it possible with the content of the $model bundle after dpanel to
construct the Hansen test? I tend to think no, but maybe it is.
Follow-up on this:
perhaps the stuff that is saved to the bundle with
the option --keep-extra would help here?
Secondly, is it actually possible to switch off the robust standard
errors in dpanel? Just out of curiosity and for comparison.
Another question about the dpanel GUI:
It seems that when running using the dpanel dialog window, the variant
is automatically switched to dpdstyle (judging from the remark in the
printout), even though the option cannot be set. Is this intended? I
thought it's just an alternative that has to be switched on explicitly
(via --dpdstyle, scripting only).
thanks
sven