Re: [Gretl-users] Clarification of the VECM/Johansen deterministics: gretl, coint2rec, other software
Am 26.02.19 um 09:14 schrieb Sven Schreiber:
Hi all cointegration aficionados,
this is the attempt to summarize and clarify some confusion that seems
to exist about the meaning of the choices for deterministics in a VECM
(including the Johansen test setup) in gretl and other software, related
or unrelated. This is going to be a bit long, but hopefully clear. Feel
free to correct me about the situation in R further down.
Thank you for this clarification, Sven! This is very helpful.
Best,
Artur