Dear all,
especially those interested in panel cointegration analysis, the
KaoTest.gfn package has certain issues and will be removed from the
gretl package server soon. The author couldn't be reached to address
those issues.
The good news is that work is ongoing to start a new package for panel
cointegration testing. The plan is that it will offer more tests than
the KaoTest package.
Nevertheless, if you are a user of that package and need it for your
work please keep a local copy of it to be on the safe side.
cheers
sven