Am 05.04.19 um 18:42 schrieb Sven Schreiber:
Dear all,
especially those interested in panel cointegration analysis, the
KaoTest.gfn package has certain issues and will be removed from the
gretl package server soon. The author couldn't be reached to address
those issues.
The good news is that work is ongoing to start a new package for panel
cointegration testing. The plan is that it will offer more tests than
the KaoTest package.
Thanks for the information, Sven.
Just to let you know: I did some work on the Kao-test some years ago
even though I never finished the project. But maybe this is useful to
you (fully untested!):
https://github.com/atecon/kao_panel_coint
Best,
Artur