Re: [Gretl-users] panel unit root test
On Sat, 6 Nov 2010, Anutechia Asongu wrote:
Thanks Allin and Ricardo, I have downloaded the current release
and find the option applicable. Please how can one: - equate
those options to either "first generation" or "second
generation" unit root tests; -assume if cross sections are
heterogenous or homogenous.
Please see the help items for the commands "adf" and "kpss": these
contain sections describing the procedures used in the case of
panel data. The tests available in gretl assume heterogenous
time-series (Im, Pesaran, Shin; Choi).
Allin Cottrell