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pco: Panel Cointegration Tests
Computation of the Pedroni (1999) panel cointegration test statistics. Reported are the empirical and the standardized values.
Getting started
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Package details |
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| Author | Georgi Marinov |
| Maintainer | Georgi Marinov <georgi.marinov@ue-varna.bg> |
| License | GPL-2 |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
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