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
Author: Georgi Marinov
Maintainer: Georgi Marinov <georgi.marinov at ue-varna.bg>
License: GPL-2
NeedsCompilation: no
In views: Econometrics
CRAN checks: pco results

Downloads:

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
OS X El Capitan binaries: r-release: pco_1.0.1.tgz
OS X Mavericks binaries: r-oldrel: pco_1.0.1.tgz

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