Hi Franck,                 Practically with Grelt, there isn't any option for the Chow test after a TSLS estimation. As regards the residual test you'll talking about, I don't usually  see  such a test in papers which adopt the TSLS estimation technique. For unit root test, I think a TSLS with HAC solves the puzzle. ________________________________ From: &quot;nadaud(a)centre-cired.fr&quot; <nadaud(a)centre-cired.fr&gt; To: gretl-users(a)lists.wfu.edu Sent: Wednesday, November 23, 2011 12:42 PM Subject: [Gretl-users] an econometric question about panels (off topic ?) Dear all gretl listers, greetings from Paris ! I would like your advice on an econometric question. May be a bit off topic I guess, but well, I could not find a clear answer... I have to review results on a panel an estimation on 17 OECD countries 1985-2003. The series stationarity is assumed and not tested, but it seems reasonable for most (i.e: most are in first differences but some in levels). The authors use 2SLS with IV but do not test stationarity. What makes me uneasy is when they do not report the usual residuals checks nor conduct a Chow test (My guess is that the test on this period is so bad that the whole results are not tenable). I think this is not very good practice, do you agree ? Finally I computed semi-partial correlations and these reveal that just one variable seem to have any explanatory power. I would like to know if it OK to compute semi-partial correlations after estimation in this context, and if these have at least an indicative content. Also the guys tried about 23 other variables which were rejected. There is strong flavor of datamining here, I know it is very sensitive question but my opinion is that the results are very suspicious with the usual standard significance levels. So, I would like your advice on those questions. I will try to find the data and run them into GRETL but here in France this study begins to generate a real political mess ! cheers to all ! Sincerely Franck Franck Nadaud CIRED UMR 8568 CNRS - EHESS, ENPC, ENGREF, CIRAD 45 bis avenue de la Belle Gabrielle 94736 Nogent-sur-Marne Cedex TEL: 33-1-43-94-73-94 FAX: 33-1-43-94-73-70 MOB: 06-07-39-92-75 France _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users