Hi,
I just observed the following behavior using gretl cvs from 2015-01-24 on
Windows.
For the ADF-GLS unit root test one cannot select the criterion for testing
down the lag order -- but for the standard ADF test this is possible.
However, in case of the ADF-GLS test the criterion (automatically) selected
is just the last one used for the ADF-test.
Best,
Artur