Panel Cointegration Tests

Computation of the Pedroni (1999) panel cointegration test statistics. Reported are the empirical and the standardized values.


Reference manual

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1.0.1 by Georgi Marinov, 5 years ago

Browse source code at

Authors: Georgi Marinov

Documentation:   PDF Manual  

Task views: Econometrics

GPL-2 license

Depends on stats

See at CRAN