Hi - i am looking for a package with which I can perform panel cointegration tests. Old threads suggest plm and urca package, but I don't find suitable tests in these packs. Somebody knows more? best regards, Philipp -- View this message in context: http://r.789695.n4.nabble.com/panel-cointegration-tp4593443p4593443.html Sent from the R help mailing list archive at Nabble.com.
On Apr 27, 2012, at 2:38 PM, phillen wrote:> Hi - i am looking for a package with which I can perform panel > cointegration > tests. Old threads suggest plm and urca package, but I don't find > suitable > tests in these packs. Somebody knows more? > best regards, Philipphttp://cran.r-project.org/web/views/Econometrics.html>-- David Winsemius, MD West Hartford, CT
I found the unit root test function /purtest/ in the plm package but nothing spefifical about cointegration. I really would be grateful if anyone knew about a package for panel cointegration tests. best regards, Philipp -- View this message in context: http://r.789695.n4.nabble.com/panel-cointegration-tp4593443p4593525.html Sent from the R help mailing list archive at Nabble.com.