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


Reference manual: pco.pdf


Package source: pco_1.0.1.tar.gz
Windows binaries: r-devel: pco_1.0.1.zip, r-release: pco_1.0.1.zip, r-oldrel: pco_1.0.1.zip
macOS binaries: r-release (arm64): pco_1.0.1.tgz, r-oldrel (arm64): pco_1.0.1.tgz, r-release (x86_64): pco_1.0.1.tgz, r-oldrel (x86_64): pco_1.0.1.tgz


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