Re: [R] panel cointegration

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-cointegr

Re: [R] panel cointegration

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, Philipp http://cran.r-project.org/we

[R] panel cointegration

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-cointegrati