[Gretl-users] ADF-GLS

Hi everybody, I'd be grateful if anybody could answer this very reasonable question a referee put to me: why only the ADF-GLS test with constant have p-values, while those with trend do not? the manual does not explain it, and I am getting curious... thanks, Stefano -- _________________________________________________________________________ Stefano Fachin Professore Ordinario di Statistica Economica Dip. di Scienze Statistiche Università di Roma "La Sapienza" P.le A. Moro 5 - 00185 Roma - Italia Tel. +39-06-49910834 fax +39-06-49910072 URL http://w3.uniroma1.it/fachin/