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@gretlml.univpm.it.Dear All,
I was wondering whether there is a gretl script that does the wild bootstrap cointegration test in this fashion:
The "johansensmall" package by myself and Andreas Noack Jensen offers a wild bootstrap option. Hope it works for you.
cheers
sven