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Computation of the Pedroni (1999) panel cointegration test statistics. Reported are the empirical and the standardized values.
| Version: | 1.0.1 |
| Depends: | stats |
| Published: | 2015-07-29 |
| DOI: | 10.32614/CRAN.package.pco |
| Author: | Georgi Marinov |
| Maintainer: | Georgi Marinov <georgi.marinov at ue-varna.bg> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | Econometrics |
| CRAN checks: | pco results |
| Reference manual: | pco.pdf |
| Package source: | pco_1.0.1.tar.gz |
| Windows binaries: | r-devel: pco_1.0.1.zip, r-release: pco_1.0.1.zip, r-oldrel: pco_1.0.1.zip |
| macOS binaries: | r-release (arm64): pco_1.0.1.tgz, r-oldrel (arm64): pco_1.0.1.tgz, r-release (x86_64): pco_1.0.1.tgz, r-oldrel (x86_64): pco_1.0.1.tgz |
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