Am 05.04.2019 um 18:42 schrieb Sven Schreiber:
especially those interested in panel cointegration analysis, the
KaoTest.gfn package has certain issues and will be removed from the
gretl package server soon.
Since this is already two months old, I'm sending this reminder. The
removal is going to happen "real soon now".
The good news is that work is ongoing to start a new package for
cointegration testing. The plan is that it will offer more tests than
the KaoTest package.
A first version of this announced package is now online and is named
"cointpanel.gfn". (There's a slight glitch with the package's date
which shouldn't cause any trouble, though.) However, as of now it offers
just some of the Kao test statistics, nothing else yet.