ReynaldoSenra/pvecm: Estimate VECM for heterogeneous panels as in Canning and Pedroni (2008)
Estimates VECM models for heterogeneous panels. It also applies long-run causality tests as in Canning and Pedroni (2008).
Getting started
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Package details |
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| Author | Reynaldo Senra Hodelin |
| Maintainer | Reynaldo Senra Hodelin <reynaldosenra@gmx.com> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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