Re: [Gretl-users] problems replicating Johansen et al (2000)
On Sat, 30 Nov 2013, Artur T. wrote:
Just as an information for those who are interested in it:
I ran the same model in JMulti (2 breaks and allowing for breaks in
levels and trend jointly) and do obtain exactly the same results as
before using gretl. So I guess the script does its job correctly.
That's reassuring :)
Thanks, Artur
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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