pco: Panel Cointegration Tests

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

Author
Georgi Marinov
Date of publication
2015-07-29 00:06:51
Maintainer
Georgi Marinov <georgi.marinov@ue-varna.bg>
License
GPL-2
Version
1.0.1

View on CRAN

Man pages

gdi
Investment in advanced countries.
gds
Savings in advanced countries.
pco-package
Panel Cointegration Tests
pedroni99
panel cointegration tests - bivatiate case
pedroni99m
panel cointegration tests - multivatiate case

Files in this package

pco
pco/NAMESPACE
pco/data
pco/data/gdi.rda
pco/data/gds.rda
pco/R
pco/R/pedroni99.R
pco/R/pco-internal.R
pco/R/pedroni99m.R
pco/MD5
pco/DESCRIPTION
pco/man
pco/man/pedroni99.Rd
pco/man/pco-package.Rd
pco/man/pedroni99m.Rd
pco/man/gds.Rd
pco/man/gdi.Rd