pco: Panel Cointegration Tests

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

AuthorGeorgi Marinov
Date of publication2015-07-29 00:06:51
MaintainerGeorgi Marinov <georgi.marinov@ue-varna.bg>
LicenseGPL-2
Version1.0.1

View on CRAN

Files in this package

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.