Am 13.03.2008 15:47, scottd.orr(a)comcast.net schrieb: uh-oh -- any other fancy cutting-edge stuff you want to do? seriously, it is my impression by now that if you do all that properly what you've asked about, your study may qualify for publication in a pretty highly ranked journal. OTOH, maybe you're not planning to do it properly and/or you're underestimating the time needed for such modeling :-) To answer your question: I'm not aware of such possibilities in gretl (but as I said before I'm not the panel specialist here, and I have been corrected before). cheers, sven