Ricardo Gonçalves Silva schrieb:
Hi,
Can Gretl forecast 1 to 3 periods ahead an estimated panel
data(fixed-effects with no iterations) model?
sorry this is not an answer to your question: I wanted to try it out
myself and got a crash with this little script (on today's cvs version):
<script>
open abdata
smpl +0 -3
panel n 0 w --fixed-effects
fcast
</script>
I'm 99% sure there are bugs (probably several) in this mini-script, so
this likely doesn't have anything to do with your question. But still
it's a bug if gretl crashes.
thanks,
sven