[Gretl-users] Cross Section Dependence(CD) test with Grelt

Hi All,         Any hint on how to carry-out a CD test with Grelt?                  Thanks --- On Wed, 12/8/10, Allin Cottrell <cottrell(a)wfu.edu&gt; wrote: From: Allin Cottrell <cottrell(a)wfu.edu&gt; Subject: Re: [Gretl-users] getting p-values out of Johansen test To: "Gretl list" <gretl-users(a)lists.wfu.edu&gt; Date: Wednesday, December 8, 2010, 8:14 AM On Tue, 7 Dec 2010, Robert Kirkby wrote: [ that he'd like to be able to retrieve the p-values from   gretl's Johansen cointegration test programatically ] This is now implemented in CVS and snapshots. The $test and $pvalue accessors will give you matrices with the same layout as the printed results; that is, column 1 of each matrix pertains to the trace test and column 2 to the Lambda-max test. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users