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non stationary panel

MVGARCH with DCC

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Alessia Via

Thursday, 10 October 2013 Thu, 10 Oct '13

3:51 p.m.

Hi all. I'm working with a non-stationary panel model. I would like to know if Gretl has any routine for: Pedroni cointegration test PANIC (common factor) methodology Thanks. a.

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Allin Cottrell

Thursday, 10 October Thu, 10 Oct

4:09 p.m.

On Thu, 10 Oct 2013, Alessia Via wrote:

I'm working with a non-stationary panel model. I would like to know if Gretl has any routine for: Pedroni cointegration test PANIC (common factor) methodology

No, these are not built-in procedures in gretl, though they could be coded in hansl, gretl's scripting language. Allin Cottrell

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Alessia Via
Allin Cottrell