pco: Panel Cointegration Tests

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

AuthorGeorgi Marinov
Date of publication2015-08-10 13:08:28
MaintainerGeorgi Marinov <georgi.marinov@ue-varna.bg>
LicenseGPL-2
Version1.0.1

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