[Gretl-users] Stock and Watson QLR test (under Win XP)

Greetings to the GRETL Folk from Paris ! I am currently estimating single equation time series models, and i use the built-in QLRTEST command. However, I it seems that one cannot have access to the supWald statistic of this command inside GRETL, at least from the GUI. The GRETL manual quotes the Stock and Watson book (2003) for updated values (from the paper of Andrews, 1993 / corrigenda 2003). Finally, as far as I understand, the tables of Andrews and Stock/Watson are not fully compatible, while i have the former. I could not find the Stock/Watson table on the net, and I dont have the book... Does anybody have a reference where part of the QLR tables are available ? Well, sorry for the little off topic post. cheers Franck -- Franck Nadaud CIRED UMR 8568 CNRS - EHESS, ENPC, ENGREF, CIRAD 45 bis avenue de la Belle Gabrielle 94736 Nogent-sur-Marne Cedex TEL: 33-1-43-94-73-94 FAX: 33-1-43-94-73-70 MOB: 06-07-39-92-75 France