[Gretl-users] VAR estimation method for the Johansen test

Hi, I was just wondering what estimation method is used exactly in the Johansen_stage_1 function (the first step, VAR estimation, of the Johansen test) of lib/var.c. From looking at the code, it seems like it might be the 2-step Least Squares method -- but I'm not clear on where in the code the fitted values are plugged in, it's almost as if X is never changed between the first and second OLS. Also the comment refers to log-likelihood. So is it 2SLS, or is it some maximum likelihood method like FIML? (or something else) Thanks, Simon