[Gretl-users] Johansen question

Hi all, I am currently revising a paper and I hope you could help me with a small question that is not really gretl specific. I want to add a table which will show Johansen tests can give different results in small samples when different parameters are used. In the table, I just use the trace test results (since this is just to prove a point) and choose lags 1, 2, and 3. I also use the default case as well as the --ct option. This results in 6 combinations. Here is how I proceed: For a bivariate case, if the trace test rejects c=0 and does not reject c=1, I report c=1. If it is the other way around, then I report c=0 as the test result. As you know, sometimes the results can be contradictory so that c=0 and c=1 are rejected (or not rejected) simultaneously. My question is that would it be OK to report "inconclusive" in those cases? Or am I expected to follow another further procedure? Any help and possible further suggestions are very much appreciated. By the way, I think it could be useful if we had another gretl mailing list for general econometrics discussions. Cheers Talha -- “An expert is a person who has made all the mistakes that can be made in a very narrow field.” - Niels Bohr (1885-1962) --