Re: [Gretl-users] The "fcast" command and panel data
Am 26.02.2019 um 20:06 schrieb Allin Cottrell:
BTW, I see that Stata is very restrictive in this department. With
"predict" after "xtreg" you can't get an out of sample forecast
even
in the time dimension when no time dummies are present -- other than
plain "xb" which omits individual effects, whether fixed or random.
Well for small-T (standard micro panel assumption) the unit effects are
not well estimated, are they? That might be the reason they ban it. (And
probably a good reason.)
cheers
sven
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