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]>
Package repositoryView on CRAN
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pco documentation built on May 1, 2019, 9:42 p.m.