Panel Cointegration Tests

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


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install.packages("pco")

1.0.1 by Georgi Marinov, 5 years ago


Browse source code at https://github.com/cran/pco


Authors: Georgi Marinov


Documentation:   PDF Manual  


Task views: Econometrics


GPL-2 license


Depends on stats


See at CRAN