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Panel Cointegration Tests

Panel Cointegration Tests: Project Home – R-Forge

Project description

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

Project Information

Development Status : 4 - Beta
Environment : Other Environment
Intended Audience : Developers
Intended Audience : End Users/Desktop
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Operating System : Microsoft : Windows
Operating System : POSIX
Programming Language : R
Topic : Econometrics : Time Series Modelling

Registered: 2015-07-28 19:39
Activity Ranking: 0
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Vienna University of Economics and Business

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