exo vars in johansen test - Gretl-devel

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Sven Schreiber

Saturday, 12 December 2009 Sat, 12 Dec '09

5:20 p.m.

Hi, I just noticed that while it's possible to specify exogenous variables in the Johansen cointegration test, there are the following issues with the output: * the exogenous variables aren't reported * a warning should be printed that the critical values and p-values are in general only appropriate in the case without exogenous variables thanks, sven

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Sven Schreiber