Dear cointegration aficionados among the gretl users,
this is to inform you that the contributed function package coint2finite
(by Andreas Noack Jensen and myself) has been renamed to johansensmall,
along with an update to version 2. The new name hopefully makes it
clearer that the package does the cointegration rank test (Johansen
test) for small samples.
The bootstrap algorithm in that package has been rewritten and also a
little extended, and I think also one or two noticeable bugs have been
squashed along the way. So I wouldn't be surprised if you get different
results in some cases. Notice that the function interface has slightly
changed (but that's documented).
The old package coint2finite will now be removed from the package
server. The companion package coint2rec, which does cointegration
stability analysis, is still there and unchanged.
If anything remains unclear, please ask.
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