Am 27.09.19 um 14:26 schrieb anzervas(a)yahoo.com:
Thank you both. Maybe I should clarify the following, in case it is
of help: I am referring to gretl datafiles with data obtained from DBNOMICS. So
essentially one downolads e.g. time series from several countries and wants to effectively
stack them in order to create a panel.
In this case Ch. 4.5 "Panel data specifics" might be the right for you.
Artur