[R-SIG-Finance] panel data & maximum likelihood function

[Migle Purzelyte]

Hi,

I found some problems dealing with panel data. However, it seems the problem is maximum likelihood function.
I cannot find a function to compute maximum likelihood estimator for panel data as well as to test data with likelihood ratio test.
And still one problem - Roy Zellner pooling test. How to compute it?
May anyone knows something about that?

Thanks,
Migle