pco: Panel Cointegration Tests

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

Install the latest version of this package by entering the following in R:
install.packages("pco")
AuthorGeorgi Marinov
Date of publication2015-07-29 00:06:51
MaintainerGeorgi Marinov <georgi.marinov@ue-varna.bg>
LicenseGPL-2
Version1.0.1

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