pco: Panel Cointegration Tests
Version 1.0.1

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

Package details

AuthorGeorgi Marinov
Date of publication2015-08-10 13:08:28
MaintainerGeorgi Marinov <[email protected]>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("pco", repos="http://R-Forge.R-project.org")

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pco documentation built on May 31, 2017, 2:13 a.m.