[Gretl-users] Re: Wild Bootstrap Cointegration
Am 02.05.2024 um 14:01 schrieb Theodoros Panagiotidis:
Dear All,
Hi, in the future, please don't reply to another
message when starting a
new topic, just send a new email directly to the list address
gretl-users(a)gretlml.univpm.it.
I was wondering whether there is a gretl script that does the wild
bootstrap cointegration test in this fashion:
https://rdrr.io/cran/VARtests/man/cointBootTest.html
The "johansensmall" package by myself and Andreas NoackJensen offers a
wild bootstrap option. Hope it works for you.
cheers
sven
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