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xtdhcoint: Durbin-Hausman Panel Cointegration Tests

Implements the Durbin-Hausman panel cointegration tests of Westerlund (2008) <doi:10.1002/jae.963>. The tests are robust to cross-sectional dependence through common factor extraction using principal components. Provides both group-mean (DHg) and panel (DHp) test statistics with automatic factor number selection via information criteria.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: stats
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2026-03-12
DOI: 10.32614/CRAN.package.xtdhcoint
Author: Muhammad Alkhalaf ORCID iD [aut, cre, cph], Merwan Roudane [ctb] (Original Stata implementation), Joakim Westerlund [ctb] (Original GAUSS code author)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/xtdhcoint/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtdhcoint
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: xtdhcoint results

Documentation:

Reference manual: xtdhcoint.html , xtdhcoint.pdf

Downloads:

Package source: xtdhcoint_1.0.1.tar.gz
Windows binaries: r-devel: xtdhcoint_1.0.1.zip, r-release: xtdhcoint_1.0.1.zip, r-oldrel: xtdhcoint_1.0.1.zip
macOS binaries: r-release (arm64): xtdhcoint_1.0.1.tgz, r-oldrel (arm64): xtdhcoint_1.0.1.tgz, r-release (x86_64): xtdhcoint_1.0.1.tgz, r-oldrel (x86_64): xtdhcoint_1.0.1.tgz

Linking:

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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.