[Gretl-users] Re: How to efficiently simulate a lot of autoregressive panel data for testing purpose?

Hi all, After I send the email out, I’m figured out one approach is to first simulate a time series, and then recast it into a panel by using the setobs command. However, my purpose is to see the distribution of the panel adf test, but in panel adf, I can’t retrieve the test statistics, nor the p-value of the test using $pvalue or $test. What should I do? Once more, thanks in advance. Fred