[Gretl-users] Cointegration Engle-Granger ?

[john w]

Yes, maybe there could be a possibility to include seasonal dummies too?
Now this is possibile but ADF test is done for them too with, off course, 
wrong results.


>From: Allin Cottrell <cottrell at wfu.edu>
>Reply-To: Gretl list <gretl-users at ricardo.ecn.wfu.edu>
>To: Gretl list <gretl-users at ricardo.ecn.wfu.edu>
>Subject: Re: [Gretl-users] Cointegration Engle-Granger ?
>Date: Tue, 25 Jul 2006 16:19:38 -0400 (EDT)
>
>On Tue, 25 Jul 2006, john w wrote:
>
>>I think that skip function is not working...
>>When this option is checked then initial variable DF testing should be 
>>excluded. Right?
>
>There is now a new Windows snapshot in place, with a few more Engle-Granger 
>refinements.
>
>Allin.
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