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pco (version 1.0.1)

Panel Cointegration Tests

Description

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

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Version

Install

install.packages('pco')

Monthly Downloads

21

Version

1.0.1

License

GPL-2

Maintainer

Georgi Marinov

Last Published

July 28th, 2015

Functions in pco (1.0.1)

gdi

Investment in advanced countries.
pedroni99

panel cointegration tests - bivatiate case
pco-package

Panel Cointegration Tests
pedroni99m

panel cointegration tests - multivatiate case
gds

Savings in advanced countries.