panel_diagnostics ()

int
panel_diagnostics (MODEL *pmod,
                   DATASET *dset,
                   gretlopt opt,
                   PRN *prn);

real_panel_model ()

MODEL
real_panel_model (const int *list,
                  DATASET *dset,
                  gretlopt opt,
                  PRN *prn);

Estimates a panel model, by default the fixed effects model.

panel_wls_by_unit ()

MODEL
panel_wls_by_unit (const int *list,
                   DATASET *dset,
                   gretlopt opt,
                   PRN *prn);

Performs weighted least squares (possibly iterated) on a panel model, allowing for groupwise heteroskedasticity.

panel_autocorr_test ()

int
panel_autocorr_test (MODEL *pmod,
                     DATASET *dset,
                     gretlopt opt,
                     PRN *prn);

panel_xdepend_test ()

int
panel_xdepend_test (MODEL *pmod,
                    DATASET *dset,
                    gretlopt opt,
                    PRN *prn);

groupwise_hetero_test ()

int
groupwise_hetero_test (MODEL *pmod,
                       DATASET *dset,
                       gretlopt opt,
                       PRN *prn);

Performs a Wald test for the null hypothesis that the error variance is uniform across the units.

panel_DW_pval_ok ()

int
panel_DW_pval_ok (const MODEL *pmod);

BFN_panel_DW_pvalue ()

double
BFN_panel_DW_pvalue (MODEL *pmod,
                     const DATASET *dset,
                     int *err);

panel_tsls_robust_vcv ()

int
panel_tsls_robust_vcv (MODEL *pmod,
                       const DATASET *dset);

set_panel_structure_from_vars ()

int
set_panel_structure_from_vars (int uv,
                               int tv,
                               DATASET *dset);

Sets the panel structure of dset based on the information in the series with indices uv and tv , if possible.

set_panel_structure_from_varnames ()

int
set_panel_structure_from_varnames (const char *uname,
                                   const char *tname,
                                   DATASET *dset);

set_panel_group_strings ()

int
set_panel_group_strings (const char *vname,
                         const char *grpnames,
                         DATASET *dset);

switch_panel_orientation ()

int
switch_panel_orientation (DATASET *dset);

Reorganizes dset , transforming from stacked cross sections to stacked time series or vice versa. If the transformation is from stacked time series to stacked cross section, the dataset will no longer be acceptable as a panel for gretl's purposes; it may be useful for export purposes, though.

balanced_panel ()

int
balanced_panel (const DATASET *dset);

undo_panel_padding ()

int
undo_panel_padding (DATASET *dset);

panel_list_omit ()

int *
panel_list_omit (const MODEL *orig,
                 const int *drop,
                 int *err);

Creates a new panel regression list, by first reconstructing the regression specification from orig then deleting from the reconstruction the variables found in drop .

panel_list_add ()

int *
panel_list_add (const MODEL *orig,
                const int *add,
                int *err);

Creates a new panel regression list, by first reconstructing the regression specification from orig then adding to the reconstruction the variables found in add .

panel_variance_info ()

int
panel_variance_info (const double *x,
                     const DATASET *dset,
                     double xbar,
                     double *psw,
                     double *psb);

plausible_panel_time_var ()

int
plausible_panel_time_var (const DATASET *dset);

panel_isconst ()

int
panel_isconst (int t1,
               int t2,
               int pd,
               const double *x,
               int bygroup);

Check whether series x is constant (either over time or across groups) in a panel dataset. Missing values are ignored.

series_is_group_invariant ()

int
series_is_group_invariant (const DATASET *dset,
                           int v);

panel_padding_rows ()

int
panel_padding_rows (const DATASET *dset);

time_series_from_panel ()

int
time_series_from_panel (DATASET *tset,
                        const DATASET *pset);

obs_index_from_aqm ()

int
obs_index_from_aqm (const char *s,
                    int pd,
                    int t0,
                    int n);

usable_group_names_series_id ()

int
usable_group_names_series_id (const DATASET *dset,
                              int maxlen);