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.                Thanks --- On Fri, 11/5/10, Allin Cottrell <cottrell(a)wfu.edu&gt; wrote: From: Allin Cottrell <cottrell(a)wfu.edu&gt; Subject: Re: [Gretl-users] panel unit root test To: "Gretl list" <gretl-users(a)lists.wfu.edu&gt; Date: Friday, November 5, 2010, 5:02 PM On Fri, 5 Nov 2010, Anutechia Asongu wrote: What version of gretl are you running?  (You can find out under /Help/About gretl). The current release is 1.9.2. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users