Many thanks for your quick responses. I do agree with Sven that it shouldn't matter qualitatively, but I think that it should be considered normal to expect quantitatively consistent results when running the same test, even though it's through different procedures.

By the way, I downloaded and installed the current snapshot (1.10.90.cvs build date 2015-05-30) but the results are still different.

adf runs the test-down on the common data set (N-1-maxlag) for lag selection, but reports the "optimal" lag ADF results on the full data set (N-1-bestlag).

coint reports the ADF results directly from the test-down run for the "optimal" lag (N-1-maxlag).

Koray