jens-klenke/bayerhanck: A Joint Test-Statistic for the Null of Non-Cointegration
combcoint produces a joint test-statistic for the null of non-cointegration based on Engle-Granger, Johansen maximum eigenvalue, Boswijk and Banerjee tests. Also see Bayer, Christian and Christoph Hanck: "Combining Non-Cointegration tests", Journal of Time Series Analysis, 34(1), 83–95.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.0.0.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
