Re: [Gretl-users] Corrected Johansen statistics?
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On Tue, 24 May 2011, Olle Olsson wrote:
Can anyone give me a reference for how the Johansen trace test
statistics
are "Corrected for sample size"?
J. Doornik, "Approximations to the Asymptotic Distributions of
Cointegration Tests", Journal of Economic Surveys, 12/5, 1998, pp.
573-593.
Allin Cottrell
P.S. please don't dump the gretl-users digest into a message to
the list.
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Allin Cottrell