Hi,
I'd need to use Prais-Winsten model (Panel Corrected Standard Errors, PSCE) as in my
panel data set there are only few countries included compared to the length of the time
series. Therefore the model preset in gretl (model described by Arellano and Bond) is not
appropriate. Please, is it possible to invoke the PSCE estimator in gretl? If it is
possible, please could you give some instructions what should be done?
Thanks in advance for help!
Best regards,
Kristyna