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pco: Panel Cointegration Tests

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

Documentation:

Reference manual: pco.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=pco to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.