From: Allin Cottrell <cottrell@wfu.edu>
Subject: Re: [Gretl-users] panel unit root test
To: "Gretl list" <gretl-users@lists.wfu.edu>
Date: Saturday, November 6, 2010, 1:13 PM

On Sat, 6 Nov 2010, Anutechia Asongu wrote:

> Thanks Allin and Ricardo, I have downloaded the current release
> and find the option applicable. Please how can one: - equate
> those options to either "first generation" or "second
> generation" unit root tests; -assume if cross sections are
> heterogenous or homogenous.

Please see the help items for the commands "adf" and "kpss": these
contain sections describing the procedures used in the case of
panel data. The tests available in gretl assume heterogenous
time-series (Im, Pesaran, Shin; Choi).

Allin Cottrell


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