Re: [Gretl-users] Cointegration with Gretl -Suggestions!

>... > Is it AIC or BIC criteria ? If so, who can guarantee you that your model > is not miss-specified. Nobody. Or, better still, any empirical model is misspecified anyway. A model is a toy world. All you can ask is that your toy is a cool one. > Do you look at the individual equatations results in gretl cointegration > test output ? > > The true is that PcGive gives some more output then other software. There > is no magic. > My point is that gretl becomes better. > Otherways, I will not write so much. We all appreciate that. But IMO, gretl already does what you need. The fact that some choices that YOU have to make are not automatically made on your behalf is a virtue to me, not a defect.