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Computation of the Pedroni (1999) panel cointegration test statistics. Reported are the empirical and the standardized values.
Package details |
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Author | Georgi Marinov |
Maintainer | Georgi Marinov <georgi.marinov@ue-varna.bg> |
License | GPL-2 |
Version | 1.0.1 |
Package repository | View on R-Forge |
Installation |
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