pco: Panel Cointegration Tests

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

Package details

AuthorGeorgi Marinov
MaintainerGeorgi Marinov <[email protected]>
LicenseGPL-2
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pco")

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pco documentation built on May 29, 2017, 12:28 p.m.