Re: [Gretl-devel] coint2 with exogenous variables

> A more feasible approach is the bootstrap (but I guess Bartlett > corrections could be combined with the bootstrap also). I have > done a very preliminary first attempt on the writing the > bootstrapped trace test and would be happy to hear your comments. > It was also a great opportunity to try out the excellent package > facility so please have a look at the coint2boot package. It > builds on Cavaliere, Rahbek and Taylor, forthcoming in > Econometrica. The algorithm is only valid for the Cases 1, 2 and 4 > so here, at least, I get it as I want it.:-) Wow! I'll definitely take a look at that.