pco: Panel Cointegration Tests
Computation of the Pedroni (1999) panel cointegration test statistics. Reported are the empirical and the standardized values.
Version: |
1.0.1 |
Depends: |
stats |
Published: |
2015-07-29 |
DOI: |
10.32614/CRAN.package.pco |
Author: |
Georgi Marinov |
Maintainer: |
Georgi Marinov <georgi.marinov at ue-varna.bg> |
License: |
GPL-2 |
NeedsCompilation: |
no |
In views: |
Econometrics |
CRAN checks: |
pco results [issues need fixing before 2025-01-10] |
Documentation:
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