Hi,
there's a package with a new name on the package download server:
"johansenrec" (.gfn)
But it's basically just the old package coint2rec with a new name,
following the name change of the gretl command from "coint2" to
"johansen". (From the help text: "This package provides stability tests
for the cointegrated vector autoregressive model based on recursive
estimation.")
So if you have any scripts that used coint2rec, you just need to change
your "include" line and the function calls accordingly. The earlier top
level function name was driver_coint2recur and received some criticism
for not being very intuitve, so that is now "johansenrec" as well.
But usage is unchanged!
The old package coint2rec will be retired from the server soon, but of
course if you have downloaded it to your local machines it will just
continue to work there.
thanks
Sven