Re: [Gretl-users] Estimation error in gretl
Am 06.12.18 um 09:40 schrieb Olasehinde Timmy:
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.
Hi, I suspect the reason you haven't gotten an answer is that these
questions seem unrelated to gretl. What commands or functions are you
using for PMG and MG?
With respect to unit root tests, more data is of course better. But you
"can" conduct the test. Off the top of my head I cannot tell you whether
there are better small-sample approximations for the test distributions
(critical values) in the literature.
It's best to ask questions on this list in relation to some gretl
command or to clarify some gretl output.
cheers,
sven