Hi,
I am not aware of any functionality of user-contributed package covering
what you ask fo.
However, there is the fracint command you may have a look at as a
starting point:
http://gretl.sourceforge.net/gretl-help/cmdref.html#fractint
Good luck,
Artur
Am 01.07.21 um 18:50 schrieb taylan.bali(a)ankara.edu.tr:
> Dear GRETL Experts,
>
> Is there a GRETL package for testing fractional integration with trends
> and breaks in data, preferably in a panel setting?
>
> Thank you in advance.
>
> Taylan Zafer Bali
>
>
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