Peter Summers wrote:
 
“Javi,
 
What you really need to do is consult an econometrics textbook, not the gretl list.”
 
Sorry, but I think you’re wrong. If you have read the Johansen’s article and other autor’s articles, you can see the topic that I question isn´t clear in the literature, especially with the lambda max test. Depending what software do you use, the null hypothesis is different and, in statistics, the interpretation depends completely of the null hypothesis. So, to interpretate Gretl´s or other program’s output we really need the null hypothesis that they use, don’t you agree?
 
Thanks to all, especially to Allin and Merry Christmas
Javi
 
PD: sorry for my bad English :p
 


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