[Gretl-devel] coint2 with exogenous variables

Dear Gretl people I am fitting a VECM with exogenous variables i Gretl but I think something is wrong because I have fitted (what I believe to be) the exact same model i Ox and and almost identical model i CATS and the results differ. Please take a look at the script http://dl.dropbox.com/u/532952/Marriage.inp the data is http://dl.dropbox.com/u/532952/Marriage.xls I am on a fresh CVS build on Linux Mint 64 bit as the debian package still does not work. I am also a bit unsure about the output from the test. After reading the mailing list I expect that the critical values are those from the Harbo et al. paper but I cannot find it documented. Thank for a nice package. Best Andreas -- Andreas Noack Jensen Ph.d.-stipendiat Økonomisk Institut andreas.noack.jensen(a)econ.ku.dk Københavns Universitet http://www.econ.ku.dk/phdstudent/noack/ Øster Farimagsgade 5, bygning 26 Tlf.: 353 23094 1353 København K