Accessing the critical values of the Johansen coint. test
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Hi gretl community,
I would like to compute Johansen's coint. test recursively and
normalize the obtained Trace statistics by the 1%, 5 and 10% critical
values (small sample adjusted). Normally I use the critical values
taken from Peseran et al. for this, but I wondering whether I can
access gretl internal critical values instead.
Best,
Artur
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artur tarassow