Re: [Gretl-users] panel unit root test
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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
Thanks Allin
--- On Sat, 11/6/10, Allin Cottrell <cottrell(a)wfu.edu> wrote:
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] panel unit root test
To: "Gretl list" <gretl-users(a)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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Anutechia Asongu