On Sat, 13 Oct 2012, redwan ahmed wrote: > i have 2 years of data and i pooled them. then i run > heteroskedasticity-corrected estimator found in gretl. > however, i am not sure whether this estimator is the same of > feasible GLS i have red about in gretl guidelines and stated > i woolderege book (2003). please, help me on this matter.
There is an explicit account of the algorithm for gretl's "hsk" command in the help entry for hsk. Allin Cottrell
