Re: [Gretl-users] RE: Omit exogenous variables-OK
On Tue, 7 Feb 2006, john w wrote:
Now it seems that omit exogenous vars works ok. In some cases when
testing VAR lags and VAR models it seems that Gretl crashes. I
will make more tests and will post the this cases.
Thanks, please do.
Can you post me the link where I can download CVS version for
Windows? Thnx
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
Or do you mean a version of CVS for Windows?
http://www.cvsnt.org/
http://www.wincvs.org/
In my previous posts I asked about Johansen cointegration tests
with Gretl (Post was: Cointegration test - help!). Can someone
please help me or post me some references regarding cointegration
tests with Gretl. I already explaind in what I am interested
particulary. In short sentences: What is the "procedure" or a
"good way" to perform a Johansen cointegration test with Gretl?
I'd recommend reading James Hamilton's Time Series Analysis on this
topic
http://pup.princeton.edu/titles/5386.html
There's not really anything specific to gretl that needs to be said,
other than what has been said by Jack in the chapter "Cointegration
and Vector Error Correction Models" in the gretl user's guide.
Allin Cottrell